Charged-soliton excitations in statistical mechanics

A method is developed for demonstrating how solitons with some internal periodic motion may emerge as elementary excitations in the statistical mechanics of field systems. The procedure is demonstrated in the context of complex scalar fields which can, for appropriate choices of the Lagrangian, yield charge-carrying solitons with such internal motion. The derivation uses the techniques of the steepest-descent method for functional integrals. It is shown that, despite the constraint of some fixed total charge, a gaslike excitation of such charged solitons does emerge.

Water-wave scattering by two submerged plane vertical barriers-Abel integral-equation approach

The classical problem of surface water-wave scattering by two identical thin vertical barriers submerged in deep water and extending infinitely downwards from the same depth below the mean free surface, is reinvestigated here by an approach leading to the problem of solving a system of Abel integral equations. The reflection and transmission coefficients are obtained in terms of computable integrals. Known results for a single barrier are recovered as a limiting case as the separation distance between the two barriers tends to zero. The coefficients are depicted graphically in a number of figures which are identical with the corresponding figures given by Jarvis (J Inst Math Appl 7:207-215, 1971) who employed a completely different approach involving a Schwarz-Christoffel transformation of complex-variable theory to solve the problem.

Boundedness of weakly singular integral operators on domains

The monograph dissertation deals with kernel integral operators and their mapping properties on Euclidean domains. The associated kernels are weakly singular and examples of such are given by Green functions of certain elliptic partial differential equations. It is well known that mapping properties of the corresponding Green operators can be used to deduce a priori estimates for the solutions of these equations. In the dissertation, natural size- and cancellation conditions are quantified for kernels defined in domains. These kernels induce integral operators which are then composed with any partial differential operator of prescribed order, depending on the size of the kernel. The main object of study in this dissertation being the boundedness properties of such compositions, the main result is the characterization of their Lp-boundedness on suitably regular domains. In case the aforementioned kernels are defined in the whole Euclidean space, their partial derivatives of prescribed order turn out to be so called standard kernels that arise in connection with singular integral operators. The Lp-boundedness of singular integrals is characterized by the T1 theorem, which is originally due to David and Journé and was published in 1984 (Ann. of Math. 120). The main result in the dissertation can be interpreted as a T1 theorem for weakly singular integral operators. The dissertation deals also with special convolution type weakly singular integral operators that are defined on Euclidean spaces.

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Numerical computation of the module of a quadrilateral

The module of a quadrilateral is a positive real number which divides quadrilaterals into conformal equivalence classes. This is an introductory text to the module of a quadrilateral with some historical background and some numerical aspects. This work discusses the following topics: 1. Preliminaries 2. The module of a quadrilateral 3. The Schwarz-Christoffel Mapping 4. Symmetry properties of the module 5. Computational results 6. Other numerical methods Appendices include: Numerical evaluation of the elliptic integrals of the first kind. Matlab programs and scripts and possible topics for future research. Numerical results section covers additive quadrilaterals and the module of a quadrilateral under the movement of one of its vertex.

Two-dimensional heat conduction with phase change in a semi-infinite mould

Analytical solution of a 2-dimensional problem of solidification of a superheated liquid in a semi-infinite mould has been studied in this paper. On the boundary, the prescribed temperature is such that the solidification starts simultaneously at all points of the boundary. Results are also given for the 2-dimensional ablation problem. The solution of the heat conduction equation has been obtained in terms of multiple Laplace integrals involving suitable unknown fictitious initial temperatures. These fictitious initial temperatures have interesting physical interpretations. By choosing suitable series expansions for fictitious initial temperatures and moving interface boundary, the unknown quantities can be determined. Solidification thickness has been calculated for short time and effect of parameters on the solidification thickness has been shown with the help of graphs.

Axisymmetric stress distribution in a transversely isotropic thick plate with a circular hole

An exact solution for the stresses in a transversely isotropic infinite thick plate having a circular hole and subjected to axisymmetric uniformly distributed load on the plane surfaces has been given. The solution is in the form of Fourier-Bessel series and integrals. Numerical results for the stresses are given using the elastic constants for magnesium, and are compared with the isotropic case.

HR-MAS NMR spectroscopy shows regional metabolite variation in bovine articular cartilage

Mechanical stress is an important external factor effecting the development and maintenance of articular cartilage. The metabolite profile of diseased cartilage has been well studied but there is limited information about the variation in metabolite profile of healthy cartilage. With the importance of load in maintaining healthy cartilage, regional differences in metabolite profile associated with differences in load may provide information on how load contributes to the maintenance of healthy cartilage. HR-MAS NMR spectroscopy allows the assessment of tissue samples without modification and was used for assessing the difference in metabolic profile between the load bearing and non-load bearing regions of the bovine articular cartilage. In this preliminary study, we examined cartilage from tibia and femur of four knee joints. Sixteen pairs of 1D-NOESY spectra were acquired. Principle component analysis (PCA) identified chemical shifts responsible for variance. SBASE (AMIX) and the Human Metabolome Database were used in conjunction with previous reported cartilage data for identifying metabolites associated with the PCA results. The major contributors to load-related differences in metabolite profile were N-acetyl groups, lactate and phosphocholine peaks. Integrals of these regions were further analysed using a Student's t-test. In load bearing cartilage regions. N-acetyl groups and phosphocholine were found at significantly higher concentration (p < 0.05 and p < 0.005, respectively) in both femur and tibia, while lactate was reduced in load bearing cartilage (p < 0.005). The results of this pilot HR-MAS NMR study demonstrate its ability to provide useful metabolite information for healthy cartilage.

The reproducibility of acquiring three dimensional gait and plantar pressure data using established protocols in participants with and without type 2 diabetes and foot ulcers

Background Several prospective studies have suggested that gait and plantar pressure abnormalities secondary to diabetic peripheral neuropathy contributes to foot ulceration. There are many different methods by which gait and plantar pressures are assessed and currently there is no agreed standardised approach. This study aimed to describe the methods and reproducibility of three-dimensional gait and plantar pressure assessments in a small subset of participants using pre-existing protocols. Methods Fourteen participants were conveniently sampled prior to a planned longitudinal study; four patients with diabetes and plantar foot ulcers, five patients with diabetes but no foot ulcers and five healthy controls. The repeatability of measuring key biomechanical data was assessed including the identification of 16 key anatomical landmarks, the measurement of seven leg dimensions, the processing of 22 three-dimensional gait parameters and the analysis of four different plantar pressures measures at 20 foot regions. Results The mean inter-observer differences were within the pre-defined acceptable level (<7 mm) for 100 % (16 of 16) of key anatomical landmarks measured for gait analysis. The intra-observer assessment concordance correlation coefficients were > 0.9 for 100 % (7 of 7) of leg dimensions. The coefficients of variations (CVs) were within the pre-defined acceptable level (<10 %) for 100 % (22 of 22) of gait parameters. The CVs were within the pre-defined acceptable level (<30 %) for 95 % (19 of 20) of the contact area measures, 85 % (17 of 20) of mean plantar pressures, 70 % (14 of 20) of pressure time integrals and 55 % (11 of 20) of maximum sensor plantar pressure measures. Conclusion Overall, the findings of this study suggest that important gait and plantar pressure measurements can be reliably acquired. Nearly all measures contributing to three-dimensional gait parameter assessments were within predefined acceptable limits. Most plantar pressure measurements were also within predefined acceptable limits; however, reproducibility was not as good for assessment of the maximum sensor pressure. To our knowledge, this is the first study to investigate the reproducibility of several biomechanical methods in a heterogeneous cohort.

Multicarrier conduction and Boltzmann transport analysis of heavy hole mobility in HgCdTe near room temperature

Magnetotransport measurements in pulsed fields up to 15 T have been performed on mercury cadmium telluride (Hg1-xCdxTe, x similar to 0.2) bulk as well as liquid phase epitaxially grown samples to obtain the resistivity and conductivity tensors in the temperature range 220-300 K. Mobilities and densities of various carriers participating in conduction have been extracted using both conventional multicarrier fitting (MCF) and mobility spectrum analysis. The fits to experimental data, particularly at the highest magnetic fields, were substantially improved when MCF is applied to minimize errors simultaneously on both resistivity and conductivity tensors. The semiclassical Boltzmann transport equation has been solved without using adjustable parameters by incorporating the following scattering mechanisms to fit the mobility: ionized impurity, polar and nonpolar optical phonons, acoustic deformation potential, and alloy disorder. Compared to previous estimates based on the relaxation time approximation with outscattering only, polar optical scattering and ionized impurity scattering limited mobilities are shown to be larger due to the correct incorporation of the inscattering term taking into account the overlap integrals in the valence band.

Cardiac function before and after treatment for various types of loading conditions and in myocardial restriction : A prospective study on pediatric patients with two- and three-dimensional echocardiography and measurement of serum natriuretic peptides

Background: The incidence of all forms of congenital heart defects is 0.75%. For patients with congenital heart defects, life-expectancy has improved with new treatment modalities. Structural heart defects may require surgical or catheter treatment which may be corrective or palliative. Even those with corrective therapy need regular follow-up due to residual lesions, late sequelae, and possible complications after interventions. Aims: The aim of this thesis was to evaluate cardiac function before and after treatment for volume overload of the right ventricle (RV) caused by atrial septal defect (ASD), volume overload of the left ventricle (LV) caused by patent ductus arteriosus (PDA), and pressure overload of the LV caused by coarctation of the aorta (CoA), and to evaluate cardiac function in patients with Mulibrey nanism. Methods: In Study I, of the 24 children with ASD, 7 underwent surgical correction and 17 percutaneous occlusion of ASD. Study II had 33 patients with PDA undergoing percutaneous occlusion. In Study III, 28 patients with CoA underwent either surgical correction or percutaneous balloon dilatation of CoA. Study IV comprised 26 children with Mulibrey nanism. A total of 76 healthy voluntary children were examined as a control group. In each study, controls were matched to patients. All patients and controls underwent clinical cardiovascular examinations, two-dimensional (2D) and three-dimensional (3D) echocardiographic examinations, and blood sampling for measurement of natriuretic peptides prior to the intervention and twice or three times thereafter. Control children were examined once by 2D and 3D echocardiography. M-mode echocardiography was performed from the parasternal long axis view directed by 2D echocardiography. The left atrium-to-aorta (LA/Ao) ratio was calculated as an index of LA size. The end-diastolic and end-systolic dimensions of LV as well as the end-diastolic thicknesses of the interventricular septum and LV posterior wall were measured. LV volumes, and the fractional shortening (FS) and ejection fraction (EF) as indices of contractility were then calculated, and the z scores of LV dimensions determined. Diastolic function of LV was estimated from the mitral inflow signal obtained by Doppler echocardiography. In three-dimensional echocardiography, time-volume curves were used to determine end-diastolic and end-systolic volumes, stroke volume, and EF. Diastolic and systolic function of LV was estimated from the calculated first derivatives of these curves. Results: (I): In all children with ASD, during the one-year follow-up, the z score of the RV end-diastolic diameter decreased and that of LV increased. However, dilatation of RV did not resolve entirely during the follow-up in either treatment group. In addition, the size of LV increased more slowly in the surgical subgroup but reached control levels in both groups. Concentrations of natriuretic peptides in patients treated percutaneously increased during the first month after ASD closure and normalized thereafter, but in patients treated surgically, they remained higher than in controls. (II): In the PDA group, at baseline, the end-diastolic diameter of LV measured over 2SD in 5 of 33 patients. The median N-terminal pro-brain natriuretic peptide (proBNP) concentration before closure measured 72 ng/l in the control group and 141 ng/l in the PDA group (P = 0.001) and 6 months after closure measured 78.5 ng/l (P = NS). Patients differed from control subjects in indices of LV diastolic and systolic function at baseline, but by the end of follow-up, all these differences had disappeared. Even in the subgroup of patients with normal-sized LV at baseline, the LV end-diastolic volume decreased significantly during follow-up. (III): Before repair, the size and wall thickness of LV were higher in patients with CoA than in controls. Systolic blood pressure measured a median 123 mm Hg in patients before repair (P < 0.001) and 103 mm Hg one year thereafter, and 101 mm Hg in controls. The diameter of the coarctation segment measured a median 3.0 mm at baseline, and 7.9 at the 12-month (P = 0.006) follow-up. Thicknesses of the interventricular septum and posterior wall of the LV decreased after repair but increased to the initial level one year thereafter. The velocity time integrals of mitral inflow increased, but no changes were evident in LV dimensions or contractility. During follow-up, serum levels of natriuretic peptides decreased correlating with diastolic and systolic indices of LV function in 2D and 3D echocardiography. (IV): In 2D echocardiography, the interventricular septum and LV posterior wall were thicker, and velocity time integrals of mitral inflow shorter in patients with Mulibrey nanism than in controls. In 3D echocardiography, LV end-diastolic volume measured a median 51.9 (range 33.3 to 73.4) ml/m² in patients and 59.7 (range 37.6 to 87.6) ml/m² in controls (P = 0.040), and serum levels of ANPN and proBNP a median 0.54 (range 0.04 to 4.7) nmol/l and 289 (range 18 to 9170) ng/l, in patients and 0.28 (range 0.09 to 0.72) nmol/l (P < 0.001) and 54 (range 26 to 139) ng/l (P < 0.001) in controls. They correlated with several indices of diastolic LV function. Conclusions (I): During the one-year follow-up after the ASD closure, RV size decreased but did not normalize in all patients. The size of the LV normalized after ASD closure but the increase in LV size was slower in patients treated surgically than in those treated with the percutaneous technique. Serum levels of ANPN and proBNP were elevated prior to ASD closure but decreased thereafter to control levels in patients treated with the percutaneous technique but not in those treated surgically. (II): Changes in LV volume and function caused by PDA disappeared by 6 months after percutaneous closure. Even the children with normal-sized LV benefited from the procedure. (III): After repair of CoA, the RV size and the velocity time integrals of mitral inflow increased, and serum levels of natriuretic peptides decreased. Patients need close follow-up, despite cessation of LV pressure overload, since LV hypertrophy persisted even in normotensive patients with normal growth of the coarctation segment. (IV): In children with Mulibrey nanism, the LV wall was hypertrophied, with myocardial restriction and impairment of LV function. Significant correlations appeared between indices of LV function, size of the left atrium, and levels of natriuretic peptides, indicating that measurement of serum levels of natriuretic peptides can be used in the clinical follow-up of this patient group despite its dependence on loading conditions.

The third post-Newtonian gravitational wave polarizations and associated spherical harmonic modes for inspiralling compact binaries in quasi-circular orbits

The gravitational waveform (GWF) generated by inspiralling compact binaries moving in quasi-circular orbits is computed at the third post-Newtonian (3PN) approximation to general relativity. Our motivation is two-fold: (i) to provide accurate templates for the data analysis of gravitational wave inspiral signals in laser interferometric detectors; (ii) to provide the associated spin-weighted spherical harmonic decomposition to facilitate comparison and match of the high post-Newtonian prediction for the inspiral waveform to the numerically-generated waveforms for the merger and ringdown. This extension of the GWF by half a PN order (with respect to previous work at 2.5PN order) is based on the algorithm of the multipolar post-Minkowskian formalism, and mandates the computation of the relations between the radiative, canonical and source multipole moments for general sources at 3PN order. We also obtain the 3PN extension of the source multipole moments in the case of compact binaries, and compute the contributions of hereditary terms (tails, tails-of-tails and memory integrals) up to 3PN order. The end results are given for both the complete plus and cross polarizations and the separate spin-weighted spherical harmonic modes.

Fluorescent resonant excitation energy transfer in linear polyenes

We have studied the dynamics of excitation transfer between two conjugated polyene molecules whose intermolecular separation is comparable to the molecular dimensions. We have employed a correlated electron model that includes both the charge-charge, charge-bond, and bond-bond intermolecular electron repulsion integrals. We have shown that the excitation transfer rate varies as inverse square of donor-acceptor separation R-2 rather than as R-6, suggested by the Foumlrster type of dipolar approximation. Our time-evolution study alsom shows that the orientational dependence on excitation transfer at a fixed short donor-acceptor separation cannot be explained by Foumlrster type of dipolar approximation beyond a certain orientational angle of rotation of an acceptor polyene with respect to the donor polyene. The actual excitation transfer rate beyond a certain orientational angle is faster than the Foumlrster type of dipolar approximation rate. We have also studied the excitation transfer process in a pair of push-pull polyenes for different push-pull strengths. We have seen that, depending on the push-pull strength, excitation transfer could occur to other dipole coupled states. Our study also allows for the excitation energy transfer to optically dark states which are excluded by Foumlrster theory since the one-photon transition intensity to these states (from the ground state) is zero.

Thermal stresses in rectangular plates

A method of determining the thermal stresses in a flat rectangular isotropic plate of constant thickness with arbitrary temperature distribution in the plane of the plate and with no variation in temperature through the thickness is presented. The thermal stress have been obtained in terms of Fourier series and integrals that satisfy the differential equation and the boundary conditions. Several examples have been presented to show the application of the method.

Coherent quantum Boltzmann equations from cQPA

We reformulate and extend our recently introduced quantum kinetic theory for interacting fermion and scalar fields. Our formalism is based on the coherent quasiparticle approximation (cQPA) where nonlocal coherence information is encoded in new spectral solutions at off-shell momenta. We derive explicit forms for the cQPA propagators in the homogeneous background and show that the collision integrals involving the new coherence propagators need to be resummed to all orders in gradient expansion. We perform this resummation and derive generalized momentum space Feynman rules including coherent propagators and modified vertex rules for a Yukawa interaction. As a result we are able to set up self-consistent quantum Boltzmann equations for both fermion and scalar fields. We present several examples of diagrammatic calculations and numerical applications including a simple toy model for coherent baryogenesis.