Optimal maintenance policy for equipment subject to random deterioration and random failure A modern control theory approach.

The stochastic version of Pontryagin's maximum principle is applied to determine an optimal maintenance policy of equipment subject to random deterioration. The deterioration of the equipment with age is modelled as a random process. Next the model is generalized to include random catastrophic failure of the equipment. The optimal maintenance policy is derived for two special probability distributions of time to failure of the equipment, namely, exponential and Weibull distributions Both the salvage value and deterioration rate of the equipment are treated as state variables and the maintenance as a control variable. The result is illustrated by an example

Low-field hopping conductivity in granular metals

The hopping conductivity of granular metals is known to be of the form sigma varies as exp (-(T0/T)12/) in the temperature range 20K

Sequence distribution in Acrylonitrile-methylacrylate random copolymers by N.M.R spectroscopy

The sequence distribution studies on the acrylonitrile-methylmethacrylate copolymer of high methylmethacrylate (M) content (30%

Nonsimilar incompressible laminar boundary layers with magnetic field.

The solution of the steady laminar incompressible nonsimilar magneto-hydrodynamic boundary layer flow and heat transfer problem with viscous dissipation for electrically conducting fluids over two-dimensional and axisymmetric bodies with pressure gradient and magnetic field has been presented. The partial differential equations governing the flow have been solved numerically using an implicit finite-difference scheme. The computations have been carried out for flow over a cylinder and a sphere. The results indicate that the magnetic field tends to delay or prevent separation. The heat transfer strongly depends on the viscous dissipation parameter. When the dissipation parameter is positive (i.e. when the temperature of the wall is greater than the freestream temperature) and exceeds a certain value, the hot wall ceases to be cooled by the stream of cooler air because the ‘heat cushion’ provided by the frictional heat prevents cooling whereas the effect of the magnetic field is to remove the ‘heat cushion’ so that the wall continues to be cooled. The results are found to be in good agreement with those of the local similarity and local nonsimilarity methods except near the point of separation, but they are in excellent agreement with those of the difference-differential technique even near the point of separation.

Elements of Volatility at High Frequency

Volatility is central in options pricing and risk management. It reflects the uncertainty of investors and the inherent instability of the economy. Time series methods are among the most widely applied scientific methods to analyze and predict volatility. Very frequently sampled data contain much valuable information about the different elements of volatility and may ultimately reveal the reasons for time varying volatility. The use of such ultra-high-frequency data is common to all three essays of the dissertation. The dissertation belongs to the field of financial econometrics. The first essay uses wavelet methods to study the time-varying behavior of scaling laws and long-memory in the five-minute volatility series of Nokia on the Helsinki Stock Exchange around the burst of the IT-bubble. The essay is motivated by earlier findings which suggest that different scaling laws may apply to intraday time-scales and to larger time-scales, implying that the so-called annualized volatility depends on the data sampling frequency. The empirical results confirm the appearance of time varying long-memory and different scaling laws that, for a significant part, can be attributed to investor irrationality and to an intraday volatility periodicity called the New York effect. The findings have potentially important consequences for options pricing and risk management that commonly assume constant memory and scaling. The second essay investigates modelling the duration between trades in stock markets. Durations convoy information about investor intentions and provide an alternative view at volatility. Generalizations of standard autoregressive conditional duration (ACD) models are developed to meet needs observed in previous applications of the standard models. According to the empirical results based on data of actively traded stocks on the New York Stock Exchange and the Helsinki Stock Exchange the proposed generalization clearly outperforms the standard models and also performs well in comparison to another recently proposed alternative to the standard models. The distribution used to derive the generalization may also prove valuable in other areas of risk management. The third essay studies empirically the effect of decimalization on volatility and market microstructure noise. Decimalization refers to the change from fractional pricing to decimal pricing and it was carried out on the New York Stock Exchange in January, 2001. The methods used here are more accurate than in the earlier studies and put more weight on market microstructure. The main result is that decimalization decreased observed volatility by reducing noise variance especially for the highly active stocks. The results help risk management and market mechanism designing.

Enhancing the shopping experience with ambient displays: A field study in a retail store

This paper discusses the prototypical implementation of an ambient display and the results of an empirical study in a retail store. It presents the context of shopping as an application area for Ambient Intelligence (AmI) technologies. The prototype consists of an ambient store map that enhances the awareness of customer activity. The results of our study indicate potentials and challenges for an improvement of the shopping experience with AmI technologies. Based on our findings we discuss challenges and future developments for applying AmI technologies to shopping environments.

Finite field computation technique for exact solution of systems of linear equations and interval linear programming problems

An error-free computational approach is employed for finding the integer solution to a system of linear equations, using finite-field arithmetic. This approach is also extended to find the optimum solution for linear inequalities such as those arising in interval linear programming probloms.

Effect of creep deformations in mechanical systems under combined deterministic and random inputs

The effect of creep on the vibrations of a single degree of freedom system subjected to combined random and deterministic excitation has been studied in this paper. The deterministic part of the excitation is assumed to be a sinusoidal function while the random part of the excitation is considered as a narrow band process with a central frequency equal to the frequency of sinusoidal part of the excitation. Creep, an energy absorbing process, introduces an equivalent damping into the system. A measure of this damping and the statistical properties of the response of the mechanical system have been derived.

The effect of suction on boundary layer for rotating flows with or without magnetic field

The effect of suction on the steady laminar incompressible boundarylayer flow for a stationary infinite disc with or without magnetic field, when the fluid at a large distance from the surface of the disc undergoes a solid body rotation, has been studied. The governing coupled nonlinear equations have been solved numerically using the shooting method with least square convergence criterion. It has been found that suction tends to reduce the velocity overshoot and damp the oscillation.

Intersoliton forces in weak-coupling quantum field theories

We offer a procedure for evaluating the forces exerted by solitons of weak-coupling field theories on one another. We illustrate the procedure for the kink and the antikink of the two-dimensional φ4 theory. To do this, we construct analytically a static solution of the theory which can be interpreted as a kink and an antikink held a distance R apart. This leads to a definition of the potential energy U(R) for the pair, which is seen to have all the expected features. A corresponding evaluation is also done for U(R) between a soliton and an antisoliton of the sine-Gordon theory. When this U(R) is inserted into a nonrelativistic two-body problem for the pair, it yields a set of bound states and phase shifts. These are found to agree with exact results known for the sine-Gordon field theory in those regions where U(R) is expected to be significant, i.e., when R is large compared to the soliton size. We take this agreement as support that our procedure for defining U(R) yields the correct description of the dynamics of well-separated soliton pairs. An important feature of U(R) is that it seems to give strong intersoliton forces when the coupling constant is small, as distinct from the forces between the ordinary quanta of the theory. We suggest that this is a general feature of a class of theories, and emphasize the possible relevance of this feature to real strongly interacting hadrons.

Exploring literacy lives: Returning to the field

The challenges of conducting lengthy field work in today’s busy academic world have impacted the types of research that are able to be carried out. In particular, traditional educational ethnography has become problematic for research beyond initial doctoral research programs. This paper analyzes data collected during a return to the field of a study about literate lives, eleven years after the initial data collection. It considers the implications of exploring people’s lives over time.

Entanglement production due to quench dynamics of an anisotropic XY chain in a transverse field

We compute concurrence and negativity as measures of two-spin entanglement generated by a power-law quench (characterized by a rate tau(-1) and an exponent alpha) which takes an anisotropic XY chain in a transverse field through a quantum critical point (QCP). We show that only spins separated by an even number of lattice spacings get entangled in such a process. Moreover, there is a critical rate of quench, tau(-1)(c), above which no two-spin entanglement is generated; the entire entanglement is multipartite. The ratio of the entanglements between consecutive even neighbors can be tuned by changing the quench rate. We also show that for large tau, the concurrence (negativity) scales as root alpha/tau(alpha/tau), and we relate this scaling behavior to defect production by the quench through a QCP.

Field-Effect and Frequency Dependent Transport in Semiconductor-Enriched Single-Wall Carbon Nanotube Network Device

The electrical and optical response of a field-effect device comprising a network of semiconductor-enriched single-wall carbon nanotubes, gated with sodium chloride solution is investigated. Field-effect is demonstrated in a device that uses facile fabrication techniques along with a small-ion as the gate electrolyte-and this is accomplished as a result of the semiconductor enhancement of the tubes. The optical transparency and electrical resistance of the device are modulated with gate voltage. A time-response study of the modulation of optical transparency and electrical resistance upon application of gate voltage suggests the percolative charge transport in the network. Also the ac response in the network is investigated as a function of frequency and temperature down to 5 K. An empirical relation between onset frequency and temperature is determined.

Response of a turbulent boundary layer to a step change in surface heat flux

Measurements of both the velocity and the temperature field have been made in the thermal layer that grows inside a turbulent boundary layer which is subjected to a small step change in surface heat flux. Upstream of the step, the wall heat flux is zero and the velocity boundary layer is nearly self-preserving. The thermal-layer measurements are discussed in the context of a self-preserving analysis for the temperature disturbance which grows underneath a thick external turbulent boundary layer. A logarithmic mean temperature profile is established downstream of the step but the budget for the mean-square temperature fluctuations shows that, in the inner region of the thermal layer, the production and dissipation of temperature fluctuations are not quite equal at the furthest downstream measurement station. The measurements for both the mean and the fluctuating temperature field indicate that the relaxation distance for the thermal layer is quite large, of the order of 1000θ0, where θ0 is the momentum thickness of the boundary layer at the step. Statistics of the thermal-layer interface and conditionally sampled measurements with respect to this interface are presented. Measurements of the temperature intermittency factor indicate that the interface is normally distributed with respect to its mean position. Near the step, the passive heat contaminant acts as an effective marker of the organized turbulence structure that has been observed in the wall region of a boundary layer. Accordingly, conditional averages of Reynolds stresses and heat fluxes measured in the heated part of the flow are considerably larger than the conventional averages when the temperature intermittency factor is small.

Fungal flora of rice field soils

Qualitative and quantitative assessment of the fungal flora of rice field soils yielded 102 species of fungi belonging to 44 genera, when dilution plate, soil plate, root-washing and baiting techniques were employed. The order of efficacy of the methods used was: root-washing > soil plate > dilution plate > baiting. Baiting method, used specifically to isolate aquatic and keratinophilic fungi from soils was studied in detail with reference to the former. Qualitatively, corn leaf bait was the most efficient one while pine pollens and hemp seeds were least efficient. A semi-quantitative method was employed to study the statistically significant differences among the different factors used. Among the keratinophilic baits,viz., human hair, fowl’s feather and wool, wool bait was least efficient. The results of this investigation are discussed.