Study of a class of non-linear systems reducible to equivalent linear systems

In this paper, a method of arriving at transformations which convert a class of non-linear systems into equivalent linear systems, has been presented along with suitable examples, which illustrate its application.

Transformation reactions of α-pinene—I : Reactions of ethyl (−)-2,2-dimethyl-3-ketocyclobutyl acetate

Some transformation reactions of α-pinene to give 4- and 3-membered ring compounds, not hitherto obtained from this source, are described. The study furnished a convenient method of preparation of the optically active cyclobutanone IVa, the title compound which served as the key substrate for all the transformations reported.

Note on the locally product and almost locally product structures

This paper is concerned with a study of some of the properties of locally product and almost locally product structures on a differentiable manifold X n of class C k . Every locally product space has certain almost locally product structures which transform the local tangent space to X n at an arbitrary point P in a set fashion: this is studied in Theorem (2.2). Theorem (2.3) considers the nature of transformations that exist between two co-ordinate systems at a point whenever an almost locally product structure has the same local representation in each of these co-ordinate systems. A necessary and sufficient condition for X n to be a locally product manifold is obtained in terms of the pseudo-group of co-ordinate transformations on X n and the subpseudo-groups [cf., Theoren (2.1)]. Section 3 is entirely devoted to the study of integrable almost locally product structures.

The buoyant plume above a heat source

The boundary-layer type conservation equations of mass, momentum and energy for the steady free turbulent flow in gravitational convection over heat sources are set up for both two-dimensional and axisymmetric cases. These are reduced to ordinary differential equations in a similarity parameter by suitable transformations. The three classical hypotheses of turbulent diffusion-the Constant Exchange Coefficient hypothesis, Prandtl's Momentum Transfer theory and Taylor's Vorticity Transfer theory-are then incorporated into these equations in succession. The resulting equations are solved numerically and the results compared with some experimental results on gravitational convection over heat sources reported by Rouse et al.

Steady laminar flow with suction or injection and heat transfer through porous pipe

Following the method due to Bhatnagar (P. L.) [Jour. Ind. Inst. Sic., 1968, 1, 50, 1], we have discussed in this paper the problem of suction and injection and that of heat transfer for a viscous, incompressible fluid through a porous pipe of uniform circular cross-section, the wall of the pipe being maintained at constant temperature. The method utilises some important properties of differential equations and some transformations that enable the solution of the two-point boundary value and eigenvalue problems without using trial and error method. In fact, each integration provides us with a solution for a suction parameter and a Reynolds number without imposing the conditions of smallness on them. Investigations on non-Newtonian fluids and on other bounding geometries will be published elsewhere.

Synthesis, aggregation behavior and cholesterol solubilization studies of 16-epi-pythocholic acid (3 alpha,12 alpha,16 beta-trihydroxy-5 beta-cholan-24-oic acid)

Synthesis, aggregation behavior and in vitro cholesterol solubilization studies of 16-epi-pythocholic acid (3 alpha,12 alpha,16 beta-trihydroxy-5 beta-cholan-24-oic acid, EPCA) are reported. The synthesis of this unnatural epimer of pythocholic acid (3 alpha,12 alpha,16 alpha-trihydroxy-5 beta-cholan-24-oic acid, PCA) involves a series of simple and selective chemical transformations with an overall yield of 21% starting from readily available cholic acid (CA). The critical micellar concentration (CMC) of 16-epi-pythocholate in aqueous media was determined using pyrene as a fluorescent probe. In vitro cholesterol solubilization ability was evaluated using anhydrous cholesterol and results were compared with those of other natural di-and trihydroxy bile acids. These studies showed that 16-epi-pythocholic acid (16 beta-hydroxy-deoxycholic acid) behaves similar to cholic acid (CA) and avicholic acid (3 alpha,7 alpha,16 alpha-trihydroxy-5 beta-cholan-24-oic acid, ACA) in its aggregation behavior and cholesterol dissolution properties. (C) 2010 Elsevier Inc. All rights reserved.

The Art of Adaptation : A study on the Europeanization of Finland's foreign and security policy

This study examines how Finnish foreign and security policy has been influenced by the European Union and its Common Foreign and Security Policy. It points to a growing interplay and misfit between the external expectations originating from the European level and the domestic expectations and traditional ways-of-doing-things. It is concluded that the deepening European integration in the sphere of foreign, security and defence policy has played a significant role in a number of transformations in the Finnish policies since 1995. New, more European, meanings have been attached to the key concepts of Finnish foreign and security policy. Neutrality and traditional peacekeeping have been replaced by a minimalist reading of military non-alignment and participation in crisis management operations and EU battle groups. Traditional small state identity has been recast more and more as small member stateness . At the same time Finland has entered an era of post-consensus in national foreign and security policy. A key theoretical argument in the background of the study is that collective understandings attached to European policies, when not resonating well with domestic understandings, cause adaptation pressures on domestic-level processes and may lead to changes in the way interests and identities are constructed. This means that Europeanization is principally seen as identity reconstruction. Consequently, the theoretical framework of the study builds on the Europeanization research literature and constructivist IR theory on state identity. Foreign and security policy is defined as the practice in which state identity is reproduced, and the key foreign and security policy concepts are seen as the vehicles of identity production. It is concluded that for Finland, participation in the EU s foreign, security and defence policies represents not only a tool for responding to the changes in the international security environment but also a new means of self-identification. Concerning the Finnish attempts of projecting national interests on the European security policy agenda, it is concluded that they mainly relate to the compatibility of the potential development of EU s defence dimension with the Finnish military non-alignment. Although neutrality was cast aside in the official security policy when Finland joined the EU, the analysis shows that its impact has continued in the domestic political debate and in the mind-set of the decision-makers. The primary research material includes official Finnish foreign and security policy documentation and the related parliamentary debates from 1994 to 2007. This study serves also as a comprehensive empirical overview on Finland s reactions and contributions to the EU Common Foreign and Security Policy.

The Ecologic Foundations of Stylistics in Music and in Language

This contribution suggests that it is possible to describe the transformations of musical style in an analogous way to the transformations of style in language, and also that it can be explained how the ‘musics in contact’ behave in an analogous way to the ‘languages in contact’. According to this idea, the ‘evolution’ of styles in music and in language can be identified and studied as dynamic exchanges in ecological niches. It is suggested, also, that the idiolectic-ecolectic, and acrolectic-basilectic relationships in music and language are functions of cycles in several ‘layers’ and ‘rhythms’. The presence of stylistic varieties and influences in music and in language may imply that they are part of major sign systems within a more complex ecological relationship.

An approximate analysis of non-linear non-conservative systems subjected to step function excitation

This paper deals with the approximate analysis of the step response of non-linear nonconservative systems by the application of ultraspherical polynomials. From the differential equations for amplitude and phase, set up by the method of variation of parameters, the approximate solutions are obtained by a generalized averaging technique based on ultraspherical polynomial expansions. The Krylov-Bogoliubov results are given by a particular set of these polynomials. The method has been applied to study the step response of a cubic spring mass system in presence of viscous, material, quadratic, and mixed types of damping. The approximate results are compared with the digital and analogue computer solutions and a close agreement has been found between the analytical and the exact results.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Numerical simulations of crack tip fields in polycrystalline plastic solids

In this paper, modes I and II crack tip fields in polycrystalline plastic solids are studied under plane strain, small scale yielding conditions. Two different initial textures of an Al–Mg alloy, viz., continuous cast AA5754 sheets in the recrystallized and cold rolled conditions, are considered. The former is nearly-isotropic, while the latter displays distinct anisotropy. Finite element simulations are performed by employing crystal plasticity constitutive equations along with a Taylor-type homogenization as well as by using the Hill quadratic yield theory. It is found that significant texture evolution occurs close to the notch tip which profoundly influences the stress and plastic strain distributions. Also, the cold rolling texture gives rise to higher magnitude of plastic strain near the tip.

Numerical simulations of crack tip fields in polycrystalline plastic solids

In this paper, modes I and II crack tip fields in polycrystalline plastic solids are studied under plane strain, small scale yielding conditions. Two different initial textures of an Al-Mg alloy, viz.,continuous cast AA5754 sheets in the recrystallized and cold rolled conditions, are considered. The former is nearly-isotropic, while the latter displays distinct anisotropy. Finite element simulations are performed by employing crystal plasticity constitutive equations along with a Taylor-type homogenization as well as by using the Hill quadratic yield theory. It is found that significant texture evolution occurs close to the notch tip which profoundly influences the stress and plastic strain distributions. Also, the cold rolling texture gives rise to higher magnitude of plastic strain near the tip. (C) 2010 Elsevier Ltd. All rights reserved.

On photooxidation of Ge in obliquely deposited Ge and Ge25X75(X = S, Se, Te) thin films

It has been established by photoemission studies that Ge in obliquely deposited pure Ge and Ge-chalcogenide thin films undergoes predominant photooxidation when irradiated with band gap photons. The role of Ge appears to be that of providing a highly porous low density microstructure and photooxidation seems to be a direct consequence of such large scale porosity in these films. The formation of low vapour pressure oxide fractions of Ge and Te and volatile high vapour pressure oxide fractions of S and Se is responsible for anomalous photoinduced transformations in these films.

Thermodynamic consistency of the ternary functions

A ternary thermodynamic function has been developed based on statistico-thermodynamic considerations, with a particular emphasis on the higher-order terms indicating the effects of truncation at the various stages of the treatment. Although the truncation of a series involved in the equation introduces inconsistency, the latter may be removed by imposing various thermodynamic boundary conditions. These conditions are discussed in the paper. The present equation with higher-order terms shows that the α function of a component reduces to a quadratic function of composition at constant compositional paths involving the other two components in the system. The form of the function has been found to be representative of various experimental observations.

Reversible cation/anion extraction from K2La2Ti3O10: Formation of new layered titanates, KLa2Ti3O9.5 and La2Ti3O9

A new soft-chemical transformation of layered perovskite oxides is described wherein K2O is sequentially extracted from the Ruddlesden-Popper (R-P) phase, K2La2Ti3O10 (I), yielding novel anion-deficient KLa2Ti3O9.5 (II) and La2Ti3O9 (III). The transformation occurs in topochemical reactions of the R-P phase I with PPh4Br and PBu4Br (Ph = phenyl; Bu = n-butyl). The mechanism involves the elimination of KBr accompanied by decomposition of PR4+ (R = phenyl or n-butyl) that extracts oxygen from the titanate. Analysis of the organic products of decomposition reveals formation of Ph3PO, Ph3P, and Ph-Ph for R = phenyl, and Bu3PO, Bu3P along with butane, butene, and octane for R = butyl. The inorganic oxides II and III crystallize in tetragonal structures (II: P4/mmm, a = 3.8335(1) angstrom, c = 14.334(1) angstrom; III: /4/ mmm, a = 3.8565(2) angstrom, c = 24.645(2) angstrom) that are related to the parent R-P phase. II is isotypic with the Dion-Jacobson phase, RbSr2Nb3O10, while III is a unique layered oxide consisting of charge-neutral La2Ti3O9 anion-deficient perovskite sheets stacked one over the other without interlayer cations. Interestingly, both II and III convert back to the parent R-P phase in a reaction with KNO3. While transformations of the R-P phases to other related layered/three-dimensional perovskite oxides in ion-exchange/metathesis/dehydration/reduction reactions are known, the simultaneous and reversible extraction of both cations and anions in the conversions K2La2Ti3O10 reversible arrow KLa2Ti3O9.5 reversible arrow La2Ti3O9 is reported here for the first time.