Bifurcation study for a vertical channel with constant flux and large aspect ratio

Using suitable coupled Navier-Stokes Equations for an incompressible Newtonian fluid we investigate the linear and non-linear steady state solutions for both a homogeneously and a laterally heated fluid with finite Prandtl Number (Pr=7) in the vertical orientation of the channel. Both models are studied within the Large Aspect Ratio narrow-gap and under constant flux conditions with the channel closed. We use direct numerics to identify the linear stability criterion in parametric terms as a function of Grashof Number (Gr) and streamwise infinitesimal perturbation wavenumber (making use of the generalised Squire’s Theorem). We find higher harmonic solutions at lower wavenumbers with a resonance of 1:3exist, for both of the heating models considered. We proceed to identify 2D secondary steady state solutions, which bifurcate from the laminar state. Our studies show that 2D solutions are found not to exist in certain regions of the pure manifold, where we find that 1:3 resonant mode 2D solutions exist, for low wavenumber perturbations. For the homogeneously heated fluid, we notice a jump phenomenon existing between the pure and resonant mode secondary solutions for very specific wavenumbers .We attempt to verify whether mixed mode solutions are present for this model by considering the laterally heated model with the same geometry. We find mixed mode solutions for the laterally heated model showing that a bridge exists between the pure and 1:3 resonant mode 2D solutions, of which some are stationary and some travelling. Further, we show that for the homogeneously heated fluid that the 2D solutions bifurcate in hopf bifurcations and there exists a manifold where the 2D solutions are stable to Eckhaus criterion, within this manifold we proceed to identify 3D tertiary solutions and find that the stability for said 3D bifurcations is not phase locked to the 2D state. For the homogeneously heated model we identify a closed loop within the neutral stability curve for higher perturbation wavenumubers and analyse the nature of the multiple 2D bifurcations around this loop for identical wavenumber and find that a temperature inversion occurs within this loop. We conclude that for a homogeneously heated fluid it is possible to have abrup ttransitions between the pure and resonant 2D solutions, and that for the laterally heated model there exist a transient bifurcation via mixed mode solutions.

Cojumps in stock prices:empirical evidence

We examine contemporaneous jumps (cojumps) among individual stocks and a proxy for the market portfolio. We show, through a Monte Carlo study, that using intraday jump tests and a coexceedance criterion to detect cojumps has a power similar to the cojump test proposed by Bollerslev et al. (2008). However, we also show that we should not expect to detect all common jumps comprising a cojump when using such coexceedance based detection methods. Empirically, we provide evidence of an association between jumps in the market portfolio and cojumps in the underlying stocks. Consistent with our Monte Carlo evidence, moderate numbers of stocks are often detected to be involved in these (systematic) cojumps. Importantly, the results suggest that market-level news is able to generate simultaneous large jumps in individual stocks. We also find evidence of an association between systematic cojumps and Federal Funds Target Rate announcements. © 2013 Elsevier B.V.

Elastic and plastic properties of Mo3Si measured by nanoindentation

Single crystal Mo3Si specimens were grown and tested at room temperature using established nanoindentation techniques at various crystallographic orientations. The indentation modulus and hardness were obtained for loads that were large enough to determine bulk properties, yet small enough to avoid cracking in the specimens. From the indentation modulus results, anisotropic elastic constants were determined. As load was initially increased to approximately 1.5 mN, the hardness exhibited a sudden drop that corresponded to a jump in displacement. The resolved shear stress that was determined from initial yielding was 10-15% of the shear modulus, but 3 to 4 times the value obtained from the bulk hardness. Non-contact atomic force microscopy images in the vicinity of indents revealed features consistent with {100}(010) slip.

Dropout dynamics in pulsed quantum dot lasers due to mode jumping

We examine the response of a pulse pumped quantum dot laser both experimentally and numerically. As the maximum of the pump pulse comes closer to the excited-state threshold, the output pulse shape becomes unstable and leads to dropouts. We conjecture that these instabilities result from an increase of the linewidth enhancement factor α as the pump parameter comes close to the excitated state threshold. In order to analyze the dynamical mechanism of the dropout, we consider two cases for which the laser exhibits either a jump to a different single mode or a jump to fast intensity oscillations. The origin of these two instabilities is clarified by a combined analytical and numerical bifurcation diagram of the steady state intensity modes.

Hausdorff Approximation of Functions Different from Zero at One Point - Implementation in Programming Environment Mathematica

ACM Computing Classification System (1998): G.1.2.

Lattice Boltzmann method for flow and heat transfer in microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Three essays on asset pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lvy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

A state of war: Florida from 1939 to 1945

World War II profoundly impacted Florida. The military geography of the State is essential to an understanding the war. The geostrategic concerns of place and space determined that Florida would become a statewide military base. Florida's attributes of place such as climate and topography determined its use as a military academy hosting over two million soldiers, nearly 15 percent of the GI Army, the largest force the US ever raised. One-in-eight Floridians went into uniform. Equally, Florida's space on the planet made it central for both defensive and offensive strategies. The Second World War was a war of movement, and Florida was a major jump off point for US force projection world-wide, especially of air power. Florida's demography facilitated its use as a base camp for the assembly and engagement of this military power. In 1940, less than two percent of the US population lived in Florida, a quiet, barely populated backwater of the United States. But owing to its critical place and space, over the next few years it became a 65,000 square mile training ground, supply dump, and embarkation site vital to the US war effort. Because of its place astride some of the most important sea lanes in the Atlantic World, Florida was the scene of one of the few Western Hemisphere battles of the war. The militarization of Florida began long before Pearl Harbor. The pre-war buildup conformed to the US strategy of the war. The strategy of theUS was then (and remains today) one of forward defense: harden the frontier, then take the battle to the enemy, rather than fight them in North America. The policy of "Europe First," focused the main US war effort on the defeat of Hitler's Germany, evaluated to be the most dangerous enemy. In Florida were established the military forces requiring the longest time to develop, and most needed to defeat the Axis. Those were a naval aviation force for sea-borne hostilities, a heavy bombing force for reducing enemy industrial states, and an aerial logistics train for overseas supply of expeditionary campaigns. The unique Florida coastline made possible the seaborne invasion training demanded for US victory. The civilian population was employed assembling mass-produced first-generation container ships, while Floridahosted casualties, Prisoners-of-War, and transient personnel moving between the Atlantic and Pacific. By the end of hostilities and the lifting of Unlimited Emergency, officially on December 31, 1946, Floridahad become a transportation nexus. Florida accommodated a return of demobilized soldiers, a migration of displaced persons, and evolved into a modern veterans' colonia. It was instrumental in fashioning the modern US military, while remaining a center of the active National Defense establishment. Those are the themes of this work.

The Politics of Ahmadinejad and Chavez: A Misplaced Comparison

This piece illustrates that comparing the political and economic impact of Hugo Chavez and Mahmoud Ahmadinejad on their respective countries based solely on generalizations regarding similarities in foreign policy discourse is an unwarranted analytical jump. To identify the essential difference between the two administrations, the article pays attention to the different domestic politics in each country. Ahmadinejad’s populism seems to fit best within neoliberal populism. In stark contrast, Chavista socialism can be understood as a “heterodox” or “alternative” economic policy.

The Acute Effects of Whole Body Vibration on Muscular Power and Agility

Context: While research suggests whole body vibration (WBV) positively affects measures of neuromuscular performance in athletes, researchers have yet to address appropriate and effective vibration protocols. Objective: To identify the acute effects of continuous and intermittent WBV on muscular power and agility in recreationally active females. Design: We used a randomized 3-period cross-over design to observe the effects of 3 vibration protocols on muscular power and agility. Setting: Sports Science and Medicine Research Laboratory at Florida International University. Patients or Other Participants: Eleven recreationally active female volunteers (age=24.4±5.7y; ht=166.0±10.3cm; mass=59.7±14.3kg). Interventions: Each session, subjects stood on the Galileo WBV platform (Orthometrix, White Plains, NY) and received one of three randomly assigned vibration protocols. Our independent variable was vibration length (continuous, intermittent, or no vibration). Main Outcome Measures: An investigator blinded to the vibration protocol measured muscular power and agility. We measured muscular power with heights of squat and countermovement jumps. We measured agility with the Illinois Agility Test. Results: Continuous WBV significantly increased SJ height from 97.9±7.6cm to 98.5±7.5cm (P=0.019, β=0.71, η2 =0.07) but not CMJ height [99.1±7.4cm pretest and 99.4±7.4cm posttest (P=0.167, β=0.27)] or agility [19.2±2.1s pretest and 19.0±2.1s posttest (P=0.232, β=0.21)]. Intermittent WBV significantly enhanced SJ height from 97.6±7.7cm to 98.5±7.7cm (P=0.017, β=0.71, η2 =0.11) and agility 19.4±2.2s to 19.0±2.1s (P=0.001, β=0.98, η2=0.16), but did not effect CMJ height [98.7±7.7cm pretest and 99.3±7.3cm posttest (P=0.058, β=0.49)]. Conclusion: Continuous WBV increased squat jump height, while intermittent vibration enhanced agility and squat jump height. Future research should continue investigating the effect of various vibration protocols on athletic performance.

Lattice Boltzmann Method for Flow and Heat Transfer in Microgeometries

Recent technological developments have made it possible to design various microdevices where fluid flow and heat transfer are involved. For the proper design of such systems, the governing physics needs to be investigated. Due to the difficulty to study complex geometries in micro scales using experimental techniques, computational tools are developed to analyze and simulate flow and heat transfer in microgeometries. However, conventional numerical methods using the Navier-Stokes equations fail to predict some aspects of microflows such as nonlinear pressure distribution, increase mass flow rate, slip flow and temperature jump at the solid boundaries. This necessitates the development of new computational methods which depend on the kinetic theory that are both accurate and computationally efficient. In this study, lattice Boltzmann method (LBM) was used to investigate the flow and heat transfer in micro sized geometries. The LBM depends on the Boltzmann equation which is valid in the whole rarefaction regime that can be observed in micro flows. Results were obtained for isothermal channel flows at Knudsen numbers higher than 0.01 at different pressure ratios. LBM solutions for micro-Couette and micro-Poiseuille flow were found to be in good agreement with the analytical solutions valid in the slip flow regime (0.01 < Kn < 0.1) and direct simulation Monte Carlo solutions that are valid in the transition regime (0.1 < Kn < 10) for pressure distribution and velocity field. The isothermal LBM was further extended to simulate flows including heat transfer. The method was first validated for continuum channel flows with and without constrictions by comparing the thermal LBM results against accurate solutions obtained from analytical equations and finite element method. Finally, the capability of thermal LBM was improved by adding the effect of rarefaction and the method was used to analyze the behavior of gas flow in microchannels. The major finding of this research is that, the newly developed particle-based method described here can be used as an alternative numerical tool in order to study non-continuum effects observed in micro-electro-mechanical-systems (MEMS).

Three Essays on Asset Pricing

In this dissertation, I investigate three related topics on asset pricing: the consumption-based asset pricing under long-run risks and fat tails, the pricing of VIX (CBOE Volatility Index) options and the market price of risk embedded in stock returns and stock options. These three topics are fully explored in Chapter II through IV. Chapter V summarizes the main conclusions. In Chapter II, I explore the effects of fat tails on the equilibrium implications of the long run risks model of asset pricing by introducing innovations with dampened power law to consumption and dividends growth processes. I estimate the structural parameters of the proposed model by maximum likelihood. I find that the stochastic volatility model with fat tails can, without resorting to high risk aversion, generate implied risk premium, expected risk free rate and their volatilities comparable to the magnitudes observed in data. In Chapter III, I examine the pricing performance of VIX option models. The contention that simpler-is-better is supported by the empirical evidence using actual VIX option market data. I find that no model has small pricing errors over the entire range of strike prices and times to expiration. In general, Whaley’s Black-like option model produces the best overall results, supporting the simpler-is-better contention. However, the Whaley model does under/overprice out-of-the-money call/put VIX options, which is contrary to the behavior of stock index option pricing models. In Chapter IV, I explore risk pricing through a model of time-changed Lévy processes based on the joint evidence from individual stock options and underlying stocks. I specify a pricing kernel that prices idiosyncratic and systematic risks. This approach to examining risk premia on stocks deviates from existing studies. The empirical results show that the market pays positive premia for idiosyncratic and market jump-diffusion risk, and idiosyncratic volatility risk. However, there is no consensus on the premium for market volatility risk. It can be positive or negative. The positive premium on idiosyncratic risk runs contrary to the implications of traditional capital asset pricing theory.

Uma técnica de linearização por realimentação para compensação de agarramento em válvulas de controle pneumáticas

In control loops valve stiction is a very common problem. Generally, it is one of main causes of poor performance of industrial systems. Its most commonly observed effect is oscillation in the process variables. To circumvent the undesirable effects, friction compensators have been proposed in order to reduce the variability in the output. This work analyzes the friction compensation in pneumatic control valves by using feedback linearization technique. The valve model includes both dead zone and jump. Simulations show that the use of this more complete model results in controllers with superior performance. The method is also compared through simulations with the method known as Constant Reinforcement (CR), widely used in this problem.

Measuring Tail Risks at High Frequency

I develop a new methodology for measuring tail risks using the cross section of bid-ask spreads. Market makers embed tail risk information into spreads because (1) they lose to arbitrageurs when changes to asset values exceed the cost of liquidity and (2) underlying price movements and potential costs are linear in factor loadings. Using this insight, simple cross-sectional regressions relating spreads and trading volume to factor betas can recover tail risks in real time for priced or non-priced return factors. The methodology disentangles financial and aggregate market risks during the 2007-2008 Financial Crisis; anticipates jump risks associated with Federal Open Market Committee announcements; and quantifies a sharp, temporary increase in market tail risk before and throughout the 2010 Flash Crash. The recovered time series of implied market risks also aligns closely with both realized market jumps and the VIX.

The application of PCA as a movement pattern recognition technique: A proof of principle

Quantitative methods can help us understand how underlying attributes contribute to movement patterns. Applying principal components analysis (PCA) to whole-body motion data may provide an objective data-driven method to identify unique and statistically important movement patterns. Therefore, the primary purpose of this study was to determine if athletes’ movement patterns can be differentiated based on skill level or sport played using PCA. Motion capture data from 542 athletes performing three sport-screening movements (i.e. bird-dog, drop jump, T-balance) were analyzed. A PCA-based pattern recognition technique was used to analyze the data. Prior to analyzing the effects of skill level or sport on movement patterns, methodological considerations related to motion analysis reference coordinate system were assessed. All analyses were addressed as case-studies. For the first case study, referencing motion data to a global (lab-based) coordinate system compared to a local (segment-based) coordinate system affected the ability to interpret important movement features. Furthermore, for the second case study, where the interpretability of PCs was assessed when data were referenced to a stationary versus a moving segment-based coordinate system, PCs were more interpretable when data were referenced to a stationary coordinate system for both the bird-dog and T-balance task. As a result of the findings from case study 1 and 2, only stationary segment-based coordinate systems were used in cases 3 and 4. During the bird-dog task, elite athletes had significantly lower scores compared to recreational athletes for principal component (PC) 1. For the T-balance movement, elite athletes had significantly lower scores compared to recreational athletes for PC 2. In both analyses the lower scores in elite athletes represented a greater range of motion. Finally, case study 4 reported differences in athletes’ movement patterns who competed in different sports, and significant differences in technique were detected during the bird-dog task. Through these case studies, this thesis highlights the feasibility of applying PCA as a movement pattern recognition technique in athletes. Future research can build on this proof-of-principle work to develop robust quantitative methods to help us better understand how underlying attributes (e.g. height, sex, ability, injury history, training type) contribute to performance.