A new approach to the study of non-linear non-autonomous systems

In this paper, a new approach to the study of non-linear, non-autonomous systems is presented. The method outlined is based on the idea of solving the governing differential equations of order n by a process of successive reduction of their order. This is achieved by the use of “differential transformation functions”. The value of the technique presented in the study of problems arising in the field of non-linear mechanics and the like, is illustrated by means of suitable examples drawn from different fields such as vibrations, rigid body dynamics, etc.

Chain of excitation spot generation by aperture engineering

An optical technique is proposed for obtaining multiple excitation spots. Phase-matched counter propagating extended depth-of-focus fields were superimposed along the optical axis for generating multiple localized excitation spots. Moreover, the filtering effect due to the optical mask increases the lateral resolution. Proposed technique introduces the concept of simultaneous multiplane excitation and improves three-dimensional resolution. (C) 2010 American Institute of Physics.

Ultrasonic wave characteristics of nanorods via nonlocal strain gradient models

This paper studies an ultrasonic wave dispersion characteristics of a nanorod. Nonlocal strain gradient models (both second and fourth order) are introduced to analyze the ultrasonic wave behavior in nanorod. Explicit expressions are derived for wave numbers and the wave speeds of the nanorod. The analysis shows that the fourth order strain gradient model gives approximate results over the second order strain gradient model for dynamic analysis. The second order strain gradient model gives a critical wave number at certain wave frequency, where the wave speeds are zero. A relation among the number of waves along the nanorod, the nonlocal scaling parameter (e(0)a), and the length of the nanorod is obtained from the nonlocal second order strain gradient model. The ultrasonic wave characteristics of the nanorod obtained from the nonlocal strain gradient models are compared with the classical continuum model. The dynamic response behavior of nanorods is explained from both the strain gradient models. The effect of e(0)a on the ultrasonic wave behavior of the nanorods is also observed. (C) 2010 American Institute of Physics.

Importance of carbon dioxide physiological forcing to future climate change

An increase in atmospheric carbon dioxide (CO2) concentration influences climate both directly through its radiative effect (i.e., trapping longwave radiation) and indirectly through its physiological effect (i.e., reducing transpiration of land plants). Here we compare the climate response to radiative and physiological effects of increased CO2 using the National Center for Atmospheric Research (NCAR) coupled Community Land and Community Atmosphere Model. In response to a doubling of CO2, the radiative effect of CO2 causes mean surface air temperature over land to increase by 2.86 ± 0.02 K (± 1 standard error), whereas the physiological effects of CO2 on land plants alone causes air temperature over land to increase by 0.42 ± 0.02 K. Combined, these two effects cause a land surface warming of 3.33 ± 0.03 K. The radiative effect of doubling CO2 increases global runoff by 5.2 ± 0.6%, primarily by increasing precipitation over the continents. The physiological effect increases runoff by 8.4 ± 0.6%, primarily by diminishing evapotranspiration from the continents. Combined, these two effects cause a 14.9 ± 0.7% increase in runoff. Relative humidity remains roughly constant in response to CO2-radiative forcing, whereas relative humidity over land decreases in response to CO2-physiological forcing as a result of reduced plant transpiration. Our study points to an emerging consensus that the physiological effects of increasing atmospheric CO2 on land plants will increase global warming beyond that caused by the radiative effects of CO2.

Mental Disorders among Burn Patients

ABSTRACT Mental disorders and suicide attempts among acute burn patients were investigated in a collaborative research project between National Institute for Health and Welfare and Departments of Psychiatry and Plastic surgery in University of Helsinki in Finland. This project was realized in two parts. The first cohort of burn patients consisted of all burn patients admitted to the Helsinki Burn Centre during 1989 97. In this retrospective cohort, 5.7% (N=46) of the total of 811 burn patients had attempted suicide. The burn severity of suicide attempters was markedly higher than in the other burn patients. Suicide attempters were more often unemployed or on disability pension and had psychiatric history before the injury. The second sample was a prospective cohort of all acute consecutive burn patients admitted to the Helsinki Burn Centre during 18 months in 2006- 2007. All subjects (N=107) of the cohort were interviewed with the Structured Clinical Interview for DSM-IV for Axis I and II mental disorders (SCID-I and SCID-II) at baseline and then 86 % of all (N=92) with SCID-I at the end of six-month follow-up. Most (61%) patients had at least one lifetime mental disorder before burn; 47 % substance-related, 10% psychotic and 23% personality disorders. The overall prevalence of Axis I mental disorders increased significantly from the month prior to burn to acute care but decreased significantly from acute care to six months. However, more than one half (55%) of the cohort suffered from some mental disorder during follow-up. Less than one half of the burn patients with estimated need for psychiatric care received psychiatric care. Burn severity independently and strongly predicted risk for mental disorders during follow-up and pre-burn psychiatric history, severe burns and estimated need for psychiatric care significantly predicted psychiatric care received. The proportion of patients with self-inflicted burns is not high but mental disorders are common among burn patients. Mental disorders may predispose to burns. After burn injury, more than half of the patients suffer from mental disorders and a strong relationship exists between burn severity and some post-burn mental disorders. A minority of the patients with unequivocal need for psychiatric care actually receive it. Psychiatric consultations and care follow mainly the course of acute burn treatment.

Adhesion,Presence and Antifouling of Deinococcus geothermalis in Paper Machine Environment

This thesis has two items: biofouling and antifouling in paper industry. Biofouling means unwanted microbial accumulation on surfaces causing e.g. disturbances in industrial processes, contamination of medical devices or of water distribution networks. Antifouling focuses on preventing accumulation of the biofilms in undesired places. Deinococcus geothermalis is a pink-pigmented, thermophilic bacterium, and extremely resistant towards radiation, UV-light and desiccation and known as a biofouler of paper machines forming firm and biocide resistant biofilms on the stainless steel surfaces. The compact structure of biofilm microcolonies of D. geothermalis E50051 and the adhesion into abiotic surfaces were investigated by confocal laser scanning microscope combined with carbohydrate specific fluorescently labelled lectins. The extracellular polymeric substance in D. geothermalis microcolonies was found to be a composite of at least five different glycoconjugates contributing to adhesion, functioning as structural elements, putative storages for water, gliding motility and likely also to protection. The adhesion threads that D. geothermalis seems to use to adhere on an abiotic surface and to anchor itself to the neighbouring cells were shown to be protein. Four protein components of type IV pilin were identified. In addition, the lectin staining showed that the adhesion threads were covered with galactose containing glycoconjugates. The threads were not exposed on planktic cells indicating their primary role in adhesion and in biofilm formation. I investigated by quantitative real-time PCR the presence of D. geothermalis in biofilms, deposits, process waters and paper end products from 24 paper and board mills. The primers designed for doing this were targeted to the 16S rRNA gene of D. geothermalis. We found D. geothermalis DNA from 9 machines, in total 16 samples of the 120 mill samples searched for. The total bacterial content varied in those samples between 107 to 3 ×1010 16S rRNA gene copies g-1. The proportion of D. geothermalis in those same samples was minor, 0.03 1.3 % of the total bacterial content. Nevertheless D. geothermalis may endanger paper quality as its DNA was shown in an end product. As an antifouling method towards biofilms we studied the electrochemical polarization. Two novel instruments were designed for this work. The double biofilm analyzer was designed for search for a polarization program that would eradicate D. geothermalis biofilm or from stainless steel under conditions simulating paper mill environment. The Radbox instrument was designed to study the generation of reactive oxygen species during the polarization that was effective in antifouling of D. geothermalis. We found that cathodic character and a pulsed mode of polarization were required to achieve detaching D. geothermalis biofilm from stainless steel. We also found that the efficiency of polarization was good on submerged, and poor on splash area biofilms. By adding oxidative biocides, bromochloro-5,5-dimethylhydantoin, 2,2-dibromo-2-cyanodiacetamide or peracetic acid gave additive value with polarization, being active on splash area biofilms. We showed that the cathodically weighted pulsed polarization that was active in removing D. geothermalis was also effective in generation of reactive oxygen species. It is possible that the antifouling effect relied on the generation of ROS on the polarized steel surfaces. Antifouling method successful towards D. geothermalis that is a tenacious biofouler and possesses a high tolerance to oxidative stressors could be functional also towards other biofoulers and applicable in wet industrial processes elsewhere.

Charge transport properties of water dispersible multiwall carbon nanotube-polyaniline composites

The transmission electron microscopy images of in situ prepared multiwall carbon nanotubes (MWNTs)and polyaniline (PANI) composites show that nanotubes are well dispersed in aqueous medium, and the nanofibers of PANI facilitate intertube transport. Although low temperature transport indicates variable range hopping (VRH) mechanism, the dc and ac conductivity become temperature independent as the MWNT content increases. The onset frequency for the increase in conductivity is observed to be strongly dependent on the MWNT weight percent, and the ac conductivity can be scaled onto a master curve. The negative magnetoresistance is attributed to the forward interference scattering mechanism in VRH transport. (C) 2010 American.

Aspects of tautomerism. Part IV. A kinetic study of the dimerization reaction of pseudo-acid chlorides

The kinetics of dimerization of 4-substituted- and unsubstituted o-benzoylbenzoyl chlorides, with iodide ion can be described by the expression, rate =k2[acid chloride][iodide]. The value for the reaction in dimethylformamide solution is –0·38. The entropy of activation for the reaction is –34·2 cal mol–1 K–1 and the activation energy is 10·7 kcal mol–1. These results have been interpreted as evidence for the formation of pseudo-iodide in the rate-determining step and its fast decomposition to radicals which combine to give a mixture of stereoisomeric dilactones.

Emerging trends at the interface of chemistry and biology: Applications to the design of human therapeutics

This article describes recent developments in the design and implementation of various strategies towards the development of novel therapeutics using first principles from biology and chemistry. Strategies for multi-target therapeutics and network analysis with a focus on cancer and HIV are discussed. Methods for gene and siRNA delivery are presented along with challenges and opportunities for siRNA therapeutics. Advances in protein design methodology and screening are described, with a focus on their application to the design of antibody based therapeutics. Future advances in this area relevant to vaccine design are also mentioned.

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.

The Relationship Between Liquidity, Trading Activity and Return - Studies of the Finnish and Swedish Stock Markets

Liquidity, or how easy an investment is to buy or sell, is becoming increasingly important for financial market participants. The objective of this dissertation is to contribute to the understanding of how liquidity affects financial markets. The first essays analyze the actions taken by underwriters immediately after listing to improve liquidity of IPO stock. To estimate the impact of underwriter activity on the pricing of the IPOs, the order book during the first weeks of trading in the IPO stock is studied. Evidence of stabilization and liquidity enhancing activities by underwriters is found. The second half of the dissertation is concerned with the daily trading of stocks where liquidity may be impacted by policy issues such as changes in taxes or exchange fees and by opening the access to the markets for foreign investors. The desirability of a transaction tax on securities trading is addressed. An increase in transaction tax is found to cause lower prices and higher volatility. In the last essay the objective is to determine if the liquidity of a security has an impact on the return investors require. The results support the notion that returns are negatively correlated to liquidity.