L2-Stability Of A Class Of Nonlinear-Systems

Sufficient conditions are given for the L2-stability of a class of feedback systems consisting of a linear operator G and a nonlinear gain function, either odd monotone or restricted by a power-law, in cascade, in a negative feedback loop. The criterion takes the form of a frequency-domain inequality, Re[1 + Z(jω)] G(jω) δ > 0 ω ε (−∞, +∞), where Z(jω) is given by, Z(jω) = β[Y1(jω) + Y2(jω)] + (1 − β)[Y3(jω) − Y3(−jω)], with 0 β 1 and the functions y1(·), y2(·) and y3(·) satisfying the time-domain inequalities, ∝−∞+∞¦y1(t) + y2(t)¦ dt 1 − ε, y1(·) = 0, t < 0, y2(·) = 0, t > 0 and ε > 0, and , c2 being a constant depending on the order of the power-law restricting the nonlinear function. The criterion is derived using Zames' passive operator theory and is shown to be more general than the existing criteria

Time-Domain Criteria For L2-Stability Of Nonstationary Feedback-Systems

Criteria for the L2-stability of linear and nonlinear time-varying feedback systems are given. These are conditions in the time domain involving the solution of certain associated matrix Riccati equations and permitting the use of a very general class of L2-operators as multipliers.

Choosing an appropriate index to construct dominance hierarchies in animal societies: a comparison of three indices

A plethora of indices have been proposed and used to construct dominance hierarchies in a variety of vertebrate and invertebrate societies, although the rationale for choosing a particular index for a particular species is seldom explained. In this study, we analysed and compared three such indices, viz Clutton-Brock et al.'s index (CBI), originally developed for red deer, Cervus elaphus, David's score (DS) originally proposed by the statistician H. A. David and the frequency-based index of dominance (FDI) developed and routinely used by our group for the primitively eusocial wasps Ropalidia marginata and Ropalidia cyathiformis. Dominance ranks attributed by all three indices were strongly and positively correlated for both natural data sets from the wasp colonies and for artificial data sets generated for the purpose. However, the indices differed in their ability to yield unique (untied) ranks in the natural data sets. This appears to be caused by the presence of noninteracting individuals and reversals in the direction of dominance in some of the pairs in the natural data sets. This was confirmed by creating additional artificial data sets with noninteracting individuals and with reversals. Based on the criterion of yielding the largest proportion of unique ranks, we found that FDI is best suited for societies such as the wasps belonging to Ropalidia, DS is best suited for societies with reversals and CBI remains a suitable index for societies such as red deer in which multiple interactions are uncommon. (C) 2009 The Association for the Study of Animal Behaviour. Published by Elsevier Ltd. All rights reserved.

Optimum Design for External Seismic Stability of Geosynthetic Reinforced Soil Walls: Reliability Based Approach

In this paper, an analytical study considering the effect of uncertainties in the seismic analysis of geosynthetic-reinforced soil (GRS) walls is presented. Using limit equilibrium method and assuming sliding wedge failure mechanism, analysis is conducted to evaluate the external stability of GRS walls when subjected to earthquake loads. Target reliability based approach is used to estimate the probability of failure in three modes of failure, viz., sliding, bearing, and eccentricity failure. The properties of reinforced backfill, retained backfill, foundation soil, and geosynthetic reinforcement are treated as random variables. In addition, the uncertainties associated with horizontal seismic acceleration and surcharge load acting on the wall are considered. The optimum length of reinforcement needed to maintain the stability against three modes of failure by targeting various component and system reliability indices is obtained. Studies have also been made to study the influence of various parameters on the seismic stability in three failure modes. The results are compared with those given by first-order second moment method and Monte Carlo simulation methods. In the illustrative example, external stability of the two walls, Gould and Valencia walls, subjected to Northridge earthquake is reexamined.

Reliability Analysis of Earth Dams

In the present study, results of reliability analyses of four selected rehabilitated earth dam sections, i.e., Chang, Tapar, Rudramata, and Kaswati, under pseudostatic loading conditions, are presented. Using the response surface methodology, in combination with first order reliability method and numerical analysis, the reliability index (beta) values are obtained and results are interpreted in conjunction with conventional factor of safety values. The influence of considering variability in the input soil shear strength parameters, horizontal seismic coefficient (alpha(h)), and location of reservoir full level on the stability assessment of the earth dam sections is discussed in the probabilistic framework. A comparison of results with those obtained from other method of reliability analysis, viz., Monte Carlo simulations combined with limit equilibrium approach, provided a basis for discussing the stability of earth dams in probabilistic terms, and the results of the analysis suggest that the considered earth dam sections are reliable and are expected to perform satisfactorily.

Structural stability of slender aerospace vehicles: Part I Mathematical modeling

A detailed mechanics based model is developed to analyze the problem of structural instability in slender aerospace vehicles. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic pressure and the propulsive thrust of the vehicle. The model is one-dimensional, and it can be employed to idealized slender vehicles with complex shapes. Condition under which a flexible body with internal stress waves behaves like a perfect rigid body is derived. Two methods are developed for finite element discretization of the system: (1) A time-frequency Fourier spectral finite element method and (2) h-p finite element method. Numerical results using the above methods are presented in Part II of this paper. (C) 2010 Elsevier Ltd. All rights reserved.

Optimum Design for External Seismic Stability of Geosynthetic Reinforced Soil Walls: Reliability Based Approach

In this paper, an analytical study considering the effect of uncertainties in the seismic analysis of geosynthetic-reinforced soil (GRS) walls is presented. Using limit equilibrium method and assuming sliding wedge failure mechanism, analysis is conducted to evaluate the external stability of GRS walls when subjected to earthquake loads. Target reliability based approach is used to estimate the probability of failure in three modes of failure, viz., sliding, bearing, and eccentricity failure. The properties of reinforced backfill, retained backfill, foundation soil, and geosynthetic reinforcement are treated as random variables. In addition, the uncertainties associated with horizontal seismic acceleration and surcharge load acting on the wall are considered. The optimum length of reinforcement needed to maintain the stability against three modes of failure by targeting various component and system reliability indices is obtained. Studies have also been made to study the influence of various parameters on the seismic stability in three failure modes. The results are compared with those given by first-order second moment method and Monte Carlo simulation methods. In the illustrative example, external stability of the two walls, Gould and Valencia walls, subjected to Northridge earthquake is reexamined.

Enzyme catalysed non-oxidative decarboxylation of aromatic acids II. Identification of active site residues of 2,3-dihydroxybenzoic acid decarboxylase from Aspergillus niger

In order to understand the mechanism of decarboxylation by 2,3-dihydroxybenzoic acid decarboxylase, chemical modification studies were carried out. Specific modification of the amino acid residues with diethylpyrocarbonate, N-bromosuccinimide and N-ethylmaleiimide revealed that at least one residue each of histidine, tryptophan and cysteine were essential for the activity. Various substrate analogs which were potential inhibitors significantly protected the enzyme against inactivation. The modification of residues at low concentration of the reagents and the protection experiments suggested that these amino acid residues might be present at the active site. Studies also suggested that the carboxyl and ortho-hydroxyl groups of the substrate are essential for interaction with the enzyme.

The Critical Role of N- and C-Terminal Contact in Protein Stability and Folding of a Family 10 Xylanase under Extreme Conditions

Background: Stabilization strategies adopted by proteins under extreme conditions are very complex and involve various kinds of interactions. Recent studies have shown that a large proportion of proteins have their N- and C-terminal elements in close contact and suggested they play a role in protein folding and stability. However, the biological significance of this contact remains elusive. Methodology: In the present study, we investigate the role of N- and C-terminal residue interaction using a family 10 xylanase (BSX) with a TIM-barrel structure that shows stability under high temperature,alkali pH, and protease and SDS treatment. Based on crystal structure,an aromatic cluster was identified that involves Phe4, Trp6 and Tyr343 holding the Nand C-terminus together; this is a unique and important feature of this protein that might be crucial for folding and stabilityunder poly-extreme conditions. Conclusion: A series of mutants was created to disrupt this aromatic cluster formation and study the loss of stability and function under given conditions. While the deletions of Phe4 resulted in loss of stability, removal of Trp6 and Tyr343 affected in vivo folding and activity. Alanine substitution with Phe4, Trp6 and Tyr343 drastically decreased stability under all parameters studied. Importantly,substitution of Phe4 with Trp increased stability in SDS treatment.Mass spectrometry results of limited proteolysis further demonstrated that the Arg344 residue is highly susceptible to trypsin digestion in sensitive mutants such as DF4, W6A and Y343A, suggesting again that disruption of the Phe4-Trp6-Tyr343 (F-W-Y) cluster destabilizes the N-and C-terminal interaction. Our results underscore the importance of N- and C-terminal contact through aromatic interactions in protein folding and stability under extreme conditions, and these results may be useful to improve the stability of other proteins under suboptimal conditions.

The expiration day effect of indexoptions and index futures on the underlying shares

This paper studies the effect of the expiration day of index options and futures on the trading volume, variance and price of the underlying shares. The data consists of all trades for the underlying shares in the FOX-index for expiration days during the period October 1995 to the mid of yer 1999. The main results seem to support the findings of Kan 2001, i.e. no manipulation on a larger scale. However, some indication of manipulation could be found if certain characteristics are favorable. These characteristics include: a) a large quantity of outstanding futures or at/in the money options contracts, b) there exists shares with high index weight but fairly low trading volume. Lastly, there is some indication that manipulation might be more popular towards the end of the examined time period.

Monetary Policy, Stock Price Misalignments and Macroeconomic Instability

Perhaps the most fundamental prediction of financial theory is that the expected returns on financial assets are determined by the amount of risk contained in their payoffs. Assets with a riskier payoff pattern should provide higher expected returns than assets that are otherwise similar but provide payoffs that contain less risk. Financial theory also predicts that not all types of risks should be compensated with higher expected returns. It is well-known that the asset-specific risk can be diversified away, whereas the systematic component of risk that affects all assets remains even in large portfolios. Thus, the asset-specific risk that the investor can easily get rid of by diversification should not lead to higher expected returns, and only the shared movement of individual asset returns – the sensitivity of these assets to a set of systematic risk factors – should matter for asset pricing. It is within this framework that this thesis is situated. The first essay proposes a new systematic risk factor, hypothesized to be correlated with changes in investor risk aversion, which manages to explain a large fraction of the return variation in the cross-section of stock returns. The second and third essays investigate the pricing of asset-specific risk, uncorrelated with commonly used risk factors, in the cross-section of stock returns. The three essays mentioned above use stock market data from the U.S. The fourth essay presents a new total return stock market index for the Finnish stock market beginning from the opening of the Helsinki Stock Exchange in 1912 and ending in 1969 when other total return indices become available. Because a total return stock market index for the period prior to 1970 has not been available before, academics and stock market participants have not known the historical return that stock market investors in Finland could have achieved on their investments. The new stock market index presented in essay 4 makes it possible, for the first time, to calculate the historical average return on the Finnish stock market and to conduct further studies that require long time-series of data.

Pricing Index Options with Stochastic Volatility

The objective of this paper is to investigate the pricing accuracy under stochastic volatility where the volatility follows a square root process. The theoretical prices are compared with market price data (the German DAX index options market) by using two different techniques of parameter estimation, the method of moments and implicit estimation by inversion. Standard Black & Scholes pricing is used as a benchmark. The results indicate that the stochastic volatility model with parameters estimated by inversion using the available prices on the preceding day, is the most accurate pricing method of the three in this study and can be considered satisfactory. However, as the same model with parameters estimated using a rolling window (the method of moments) proved to be inferior to the benchmark, the importance of stable and correct estimation of the parameters is evident.

A new approach for fault location identification in transmission system using stability analysis and SVMs

This paper presents a new approach to the location of fault in the high voltage power transmission system using Support Vector Machines (SVMs). A knowledge base is developed using transient stability studies for apparent impedance swing trajectory in the R-X plane. SVM technique is applied to identify the fault location in the system. Results are presented on sample 3-power station, a 9-bus system illustrate the implementation of the proposed method.