Process variability-aware statistical hybrid modeling of dynamic power dissipation in 65 nm CMOS designs

A generalized technique is proposed for modeling the effects of process variations on dynamic power by directly relating the variations in process parameters to variations in dynamic power of a digital circuit. The dynamic power of a 2-input NAND gate is characterized by mixed-mode simulations, to be used as a library element for 65mn gate length technology. The proposed methodology is demonstrated with a multiplier circuit built using the NAND gate library, by characterizing its dynamic power through Monte Carlo analysis. The statistical technique of Response. Surface Methodology (RSM) using Design of Experiments (DOE) and Least Squares Method (LSM), are employed to generate a "hybrid model" for gate power to account for simultaneous variations in multiple process parameters. We demonstrate that our hybrid model based statistical design approach results in considerable savings in the power budget of low power CMOS designs with an error of less than 1%, with significant reductions in uncertainty by atleast 6X on a normalized basis, against worst case design.

Modeling of formation of gold nanoparticles by citrate method

Properties of nanoparticles are size dependent, and a model to predict particle size is of importance. Gold nanoparticles are commonly synthesized by reducing tetrachloroauric acid with trisodium citrate, a method pioneered by Turkevich et al (Discuss. Faraday Soc. 1951, 11, 55). Data from several investigators that used this method show that when the ratio of initial concentrations of citrate to gold is varied from 0.4 to similar to 2, the final mean size of the particles formed varies by a factor of 7, while subsequent increases in the ratio hardly have any effect on the size. In this paper, a model is developed to explain this widely varying dependence. The steps that lead to the formation of particles are as follows: reduction of Au3+ in solution, disproportionation of Au+ to gold atoms and their nucleation, growth by disproportionation on particle surface, and coagulation. Oxidation of citrate results in the formation of dicarboxy acetone, which aids nucleation but also decomposes into side products. A detailed kinetic model is developed on the basis of these steps and is combined with population balance to predict particle-size distribution. The model shows that, unlike the usual balance between nucleation and growth that determines the particle size, it is the balance between rate of nucleation and degradation of dicarboxy acetone that determines the particle size in the citrate process. It is this feature that is able to explain the unusual dependence of the mean particle size on the ratio of citrate to gold salt concentration. It is also found that coagulation plays an important role in determining the particle size at high concentrations of citrate.

Smoldering combustion of "incense" sticks - Experiments and modeling

This paper is concerned with the experimental and modeling studies on the smoldering rates of incense sticks as a function of ambient oxygen fraction in air, the flow velocity and size. The experimental results are obtained both for forward and reverse smolder conditions. The results are explained on the basis of surface combustion due to diffusion of oxygen to the surface by both free and forced convection supporting the heat transfer into the solid by conduction, into the stream by convection and the radiant heat transfer from the surface. The heat release at the surface is controlled by the convective transport of the oxidizer to the surface. To obtain the diffusion rates particularly for the reverse smolder, CFD calculations of fluid flow with along with a passive scalar are needed; these calculations have been made both for forward and reverse smolder. The interesting aspect of the CFD calculations is that while the Nusselt umber for forward smolder shows a clear root( Re-u) dependence ( Re-u = Flow Reynolds Number), the result for reverse smolder shows a peak in the variation with Reynolds number with the values lower than for forward smolder and unsteadiness in the flow beyond a certain flow rate. The results of flow behavior and Nusselt number are used in a simple model for the heat transfer at the smoldering surface to obtain the dependence of the smoldering rate on the diameter of the incense stick, the flow rate of air and the oxygen fraction. The results are presented in terms of a correlation for the non-dimensional smoldering rate with radiant flux from the surface and heat generation rate at the surface. The correlations appear reasonable for both forward and reverse smolder cases.

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.

Computer modeling studies on the binding of 2',5'-linked dinucleoside phosphates to ribonuclease T1-influence of subsite interactions on the substrate specificity

The modes of binding of Gp(2',5')A, Gp(2',5')C, Gp(2',5')G and Gp(2',5')U to RNase T1 have been determined by computer modelling studies. All these dinucleoside phosphates assume extended conformations in the active site leading to better interactions with the enzyme. The 5'-terminal guanine of all these ligands is placed in the primary base binding site of the enzyme in an orientation similar to that of 2'-GMP in the RNase T1-2'-GMP complex. The 2'-terminal purines are placed close to the hydrophobic pocket formed by the residues Gly71, Ser72, Pro73 and Gly74 which occur in a loop region. However, the orientation of the 2'-terminal pyrimidines is different from that of 2'-terminal purines. This perhaps explains the higher binding affinity of the 2',5'-linked guanine dinucleoside phosphates with 2'-terminal purines than those with 2'-terminal pyrimidines. A comparison of the binding of the guanine dinucleoside phosphates with 2',5'- and 3',5'-linkages suggests significant differences in the ribose pucker and hydrogen bonding interactions between the catalytic residues and the bound nucleoside phosphate implying that 2',5'-linked dinucleoside phosphates may not be the ideal ligands to probe the role of the catalytic amino acid residues. A change in the amino acid sequence in the surface loop region formed by the residues Gly71 to Gly74 drastically affects the conformation of the base binding subsite, and this may account for the inactivity of the enzyme with altered sequence i.e., with Pro, Gly and Ser at positions 71 to 73 respectively. These results thus suggest that in addition to recognition and catalytic sites, interactions at the loop regions which constitute the subsite for base binding are also crucial in determining the substrate specificity.

Modeling re-ignition and chuffing in solid rocket motors

A nonlinear model is developed to numerically simulate dynamic combustion inside a solid rocket motor chamber. Using this model, the phenomena of re-ignition and chuffing are investigated under low-L* conditions. The model consists of two separate submodels (coupled to each other), one for unsteady burning of propellant and the other for unsteady conservation of mass and energy within the chamber. The latter yields instantaneous pressure and temperature within the chamber. The instantaneous burning rate is calculated using a one-dimensional, nonlinear, transient gas-phase model previously developed by the authors. The results presented in this paper show that the model predicts not only the critical L*, but also the various regimes of L*-instabihty. Specifically, the results exhibit (1) amplifying pressure oscillations leading to extinction, and (2) re-ignition after a dormant period following extinction. The re-ignition could be observed only when a radiation heat flux (from the combustion chamber to the propellant surface) was included. Certain high-frequency oscillations, possibly due to intrinsic instability, are observed when the pressure overshoots during re-ignition. At very low values of initial L*, successive cycles of extinction/reignition displaying typical characteristics of chuffing are predicted. Variations of the chuffing frequency and the thickness of propellant burned off during a chuff with L* are found to be qualitatively the same as that reported from experimental observations.

Sandwich propellant combustion: Modeling and experimental comparison

This paper reports reacting fluid dynamics calculations for an ammonium percholrate binder sandwich and extracts experimentally observed features including surface profiles and maximum regression rates as a function of pressure and binder thickness. These studies have been carried out by solving the two-dimensional unsteady Navier-Stokes equations with energy and species conservation equations and a kinetic model of three reaction steps (ammonium perchlorate decomposition flame, primary diffusion flame, and final diffusion flame) in the gas phase. The unsteady two-dimensional conduction equation is solved in the condensed phase. The regressing surface is unsteady and two dimensional. Computations have been carried out for a binder thickness range of 25-125 mum and a pressure range of 1.4 to 6.9 MPa. Good comparisons at several levels of detail are used to demonstrate the need for condensed-phase two-dimensional unsteady conduction and three-step gas-phase reactions. The choice of kinetic and thermodynamic parameters is crucial to good comparison with experiments. The choice of activation energy parameters for ammonium percholrate combustion has been made with stability of combustion in addition to experimentally determined values reported in literature. The choice of gas-phase parameters for the diffusion flames are made considering that (a) primary diffusion flame affects the low-pressure behavior and (b) final diffusion flame affects high-pressure behavior. The predictions include the low-pressure deflagration limit of the sandwich apart from others noted above. Finally, this study demonstrates the possibility of making meaningful comparisons with experimental observations on sandwich propellant combustion.

Modeling Indian Ocean circulation: Bay of Bengal fresh water plume and the Arabian Sea Mini Warm Pool

The Indian subcontinent divides the north Indian Ocean into two tropical basins, namely the Arabian Sea and the Bay of Bengal. The Arabian Sea has high salinity whereas the salinity of the Bay of Bengal is much lower due to the contrast in freshwater forcing of the two basins. The freshwater received by the Bay in large amounts during the summer monsoon through river discharge is flushed out annually by ocean circulation. After the withdrawal of the summer monsoon, the Ganga – Brahmaputra river plume flows first along the Indian coast and then around Sri Lanka into the Arabian Sea creating a low salinity pool in the southeastern Arabian Sea (SEAS). In the same region, during the pre-monsoon months of February – April, a warm pool, known as the Arabian Sea Mini Warm Pool (ASMWP), which is distinctly warmer than the rest of the Indian Ocean, takes shape. In fact, this is the warmest region in the world oceans during this period. Simulation of the river plume and its movement as well as its implications to thermodynamics has been a challenging problem for models of Indian Ocean. Here we address these issues using an ocean general circulation model – first we show that the model is capable of reproducing fresh plumes in the Bay of Bengal as well as its movement and then we use the model to determine the processes that lead to formation of the ASMWP. Hydrographic observations from the western Bay of Bengal have shown the presence of a fresh plume along the northern part of the Indian coast during summer monsoon. The Indian Ocean model when forced by realistic winds and climatological river discharge reproduces the fresh plume with reasonable accuracy. The fresh plume does not advect along the Indian coast until the end of summer monsoon. The North Bay Monsoon Current, which flows eastward in the northern Bay, separates the low salinity water from the more saline southern parts of the bay and thus plays an important role in the fresh water budget of the Bay of Bengal. The model also reproduces the surge of the fresh-plume along the Indian coast, into the Arabian Sea during northeast monsoon. Mechanisms that lead to the formation of the Arabian Sea Mini Warm Pool are investigated using several numerical experiments. Contrary to the existing theories, we find that salinity effects are not necessary for the formation of the ASMWP. The orographic effects of the Sahyadris (Western Ghats) and resulting reduction in wind speed leads to the formation of the ASMWP. During November – April, the SEAS behave as a low-wind heatdominated regime where the evolution of sea surface temperature is solely determined by atmospheric forcing. In such regions the evolution of surface layer temperature is not dependent on the characteristics of the subsurface ocean such as the barrier layer and temperature inversion.

Spatial Data Mining and Modeling for visualisation of Rapid Urbanisation

Rapid urbanisation in India has posed serious challenges to the decision makers in regional planning involving plethora of issues including provision of basic amenities (like electricity, water, sanitation, transport, etc.). Urban planning entails an understanding of landscape and urban dynamics with causal factors. Identifying, delineating and mapping landscapes on temporal scale provide an opportunity to monitor the changes, which is important for natural resource management and sustainable planning activities. Multi-source, multi-sensor, multi-temporal, multi-frequency or multi-polarization remote sensing data with efficient classification algorithms and pattern recognition techniques aid in capturing these dynamics. This paper analyses the landscape dynamics of Greater Bangalore by: (i) characterisation of direct impervious surface, (ii) computation of forest fragmentation indices and (iii) modeling to quantify and categorise urban changes. Linear unmixing is used for solving the mixed pixel problem of coarse resolution super spectral MODIS data for impervious surface characterisation. Fragmentation indices were used to classify forests – interior, perforated, edge, transitional, patch and undetermined. Based on this, urban growth model was developed to determine the type of urban growth – Infill, Expansion and Outlying growth. This helped in visualising urban growth poles and consequence of earlier policy decisions that can help in evolving strategies for effective land use policies.

Modeling of wheeled mobile robots using dextrous manipulation kinematics

Abstract—This document introduces a new kinematic simulation of a wheeled mobile robot operating on uneven terrain. Our modeling method borrows concepts from dextrous manipulation. This allows for an accurate simulation of the way 3-dimensional wheels roll over a smooth ground surface. The purpose of the simulation is to validate a new concept for design of off-road wheel suspensions, called Passive Variable Camber (PVC). We show that PVC eliminates kinematic slip for an outdoor robot. Both forward and inverse kinematics are discussed and simulation results are presented.

Modeling of seepage flow through layered solis

A two-dimensional finite difference model, which solves mixed type of Richards' equation, whose non-linearity is dealt with modified Picard's iteration and strongly implicit procedure to solve the resulting equations, is presented. Modeling of seepage flow through heterogeneous soils, which is common in the field is addressed in the present study. The present model can be applied to both unsaturated and saturated soils and can handle very dry initial condition and steep wetting fronts. The model is validated by comparing experimental results reported in the literature. Newness of this two dimensional model is its application on layered soils with transient seepage face development, which has not been reported in the literature. Application of the two dimensional model for studying unconfined drainage due to sudden drop of water table at seepage face in layered soils is demonstrated. In the present work different sizes of rectangular flow domain with different types of layering are chosen. Sensitivity of seepage height due to problem dimension of layered system is studied. The effect of aspect ratio on seepage face development in case of the flow through layered soil media is demonstrated. The model is also applied to random heterogeneous soils in which the randomness of the model parameters is generated using the turning band technique. The results are discussed in terms of phreatic surface and seepage height development and also flux across the seepage face. Such accurate modeling of seepage face development and quantification of flux moving across the seepage face becomes important while modeling transport problems in variably saturated media.

Modeling and optimization of a natural convection-based agricultural dryer

This study presents development of a computational fluid dynamic (CFD) model to predict unsteady, two-dimensional temperature, moisture and velocity distributions inside a novel, biomass-fired, natural convection-type agricultural dryer. Results show that in initial stages of drying, when material surface is wet and moisture is easily available, moisture removal rate from surface depends upon the condition of drying air. Subsequently, material surface becomes dry and moisture removal rate is driven by diffusion of moisture from inside to the material surface. An optimum 9-tray configuration is found to be more efficient than for the same mass of material and volume of dryer. A new configuration of dryer, mainly to explore its potential to increasing uniformity in drying across all trays, is also analyzed. This configuration involves diverting a portion of hot air before it enters over the first tray and is supplied directly at an intermediate location in the dryer. Uniformity in drying across trays has increased for the kind of material simulated.

Piecewise Linearization Technique for Compact Charge Modeling of Independent DG MOSFET

Charge linearization techniques have been used over the years in advanced compact models for bulk and double-gate MOSFETs in order to approximate the position along the channel as a quadratic function of the surface potential (or inversion charge densities) so that the terminal charges can be expressed as a compact closed-form function of source and drain end surface potentials (or inversion charge densities). In this paper, in case of the independent double-gate MOSFETs, we show that the same technique could be used to model the terminal charges quite accurately only when the 1-D Poisson solution along the channel is fully hyperbolic in nature or the effective gate voltages are same. However, for other bias conditions, it leads to significant error in terminal charge computation. We further demonstrate that the amount of nonlinearity that prevails between the surface potentials along the channel actually dictates if the conventional charge linearization technique could be applied for a particular bias condition or not. Taking into account this nonlinearity, we propose a compact charge model, which is based on a novel piecewise linearization technique and shows excellent agreement with numerical and Technology Computer-Aided Design (TCAD) simulations for all bias conditions and also preserves the source/drain symmetry which is essential for Radio Frequency (RF) circuit design. The model is implemented in a professional circuit simulator through Verilog-A, and simulation examples for different circuits verify good model convergence.

Parameter estimation of a two-horizon soil profile by combining crop canopy and surface soil moisture observations using GLUE

Estimation of soil parameters by inverse modeling using observations on either surface soil moisture or crop variables has been successfully attempted in many studies, but difficulties to estimate root zone properties arise when heterogeneous layered soils are considered. The objective of this study was to explore the potential of combining observations on surface soil moisture and crop variables - leaf area index (LAI) and above-ground biomass for estimating soil parameters (water holding capacity and soil depth) in a two-layered soil system using inversion of the crop model STICS. This was performed using GLUE method on a synthetic data set on varying soil types and on a data set from a field experiment carried out in two maize plots in South India. The main results were (i) combination of surface soil moisture and above-ground biomass provided consistently good estimates with small uncertainity of soil properties for the two soil layers, for a wide range of soil paramater values, both in the synthetic and the field experiment, (ii) above-ground biomass was found to give relatively better estimates and lower uncertainty than LAI when combined with surface soil moisture, especially for estimation of soil depth, (iii) surface soil moisture data, either alone or combined with crop variables, provided a very good estimate of the water holding capacity of the upper soil layer with very small uncertainty whereas using the surface soil moisture alone gave very poor estimates of the soil properties of the deeper layer, and (iv) using crop variables alone (else above-ground biomass or LAI) provided reasonable estimates of the deeper layer properties depending on the soil type but provided poor estimates of the first layer properties. The robustness of combining observations of the surface soil moisture and the above-ground biomass for estimating two layer soil properties, which was demonstrated using both synthetic and field experiments in this study, needs now to be tested for a broader range of climatic conditions and crop types, to assess its potential for spatial applications. (C) 2012 Elsevier B.V. All rights reserved.

Markov chain modeling of evolution of strains in reinforced concrete flexural beams

From the analysis of experimentally observed variations in surface strains with loading in reinforced concrete beams, it is noted that there is a need to consider the evolution of strains (with loading) as a stochastic process. Use of Markov Chains for modeling stochastic evolution of strains with loading in reinforced concrete flexural beams is studied in this paper. A simple, yet practically useful, bi-level homogeneous Gaussian Markov Chain (BLHGMC) model is proposed for determining the state of strain in reinforced concrete beams. The BLHGMC model will be useful for predicting behavior/response of reinforced concrete beams leading to more rational design.