Fixed mesh front‐tracking methodology for finite element simulations

A direct front‐tracking method using an Eulerian–Lagrangian formulation is developed in two space dimensions. The front‐tracking method is general in that it can track any type of interface once its local velocity is specified or has been determined by calculation. The method uses marker points to describe the interface position and tracks the interface evolution on a fixed finite‐element mesh, including growth, contraction, splitting and merging. Interfacial conditions are applied directly at the interface position. The method is applied to three scenarios that involve different interface conditions and are based on energy and mass diffusion. The three calculations are for the dendritic solidification of a pure substance, the cellular growth of an alloy, and the Ostwald ripening of silica particles in silicon. Numerical results show that very complicated interface morphologies and topological changes can be simulated properly and efficiently. Copyright © 2004 John Wiley & Sons, Ltd.     

Implicit Bayesian Inference Using Option Prices

Abstract. A Bayesian approach to option pricing is presented in which posterior inference about the underlying returns process is conducted implicitly via observed option prices. A range of models allowing for conditional leptokurtosis, skewness and time‐varying volatility in returns are considered, with posterior parameter distributions and model probabilities backed out from the option prices. Models are ranked according to several criteria, including out‐of‐sample predictive and hedging performance. The methodology accommodates heteroscedasticity and autocorrelation in the option pricing errors, as well as regime shifts across contract groups. The method is applied to intraday option price data on the S&P500 stock index for 1995. While the results provide support for models that accommodate leptokurtosis and skewness, no one model dominates when all criteria are considered.     

Repellency of oral exudate to eastern and western spruce budworm larvae (Lepidoptera: Tortricidae)

A two-choice feeding bioassay was used to investigate the intra-specific repellency of the larval oral exudate of eastern and western spruce budworms,Choristoneura fumiferana (Clem.) andC. occidentalis Free., respectively. Results of the bioassay indicated that feeding behavior on artificial diet-drop feeding stations was modified in the presence of exudate, with feeding stations treated with conspecific exudate being avoided when an untreated station was available 3 cm away. Feeding was suppressed when a single, exudate-treated station was provided, or when the treated and untreated stations were separated by only 1 cm. The repellent effect functioned both inter- and intraspecifically. When induced to produce exudate,C. occidentalis larvae were not immediately repelled by either their own or other individuals' exudate. However, 24 hr after induction, test larvae were repelled by exudate from either source. In both species, larval oral exudate probably functions to repel conspecific competitors.     

Inductive transfer with context-sensitive neural networks

Context-sensitive Multiple Task Learning, or csMTL, is presented as a method of inductive transfer which uses a single output neural network and additional contextual inputs for learning multiple tasks. Motivated by problems with the application of MTL networks to machine lifelong learning systems, csMTL encoding of multiple task examples was developed and found to improve predictive performance. As evidence, the csMTL method is tested on seven task domains and shown to produce hypotheses for primary tasks that are often better than standard MTL hypotheses when learning in the presence of related and unrelated tasks. We argue that the reason for this performance improvement is a reduction in the number of effective free parameters in the csMTL network brought about by the shared output node and weight update constraints due to the context inputs. An examination of IDT and SVM models developed from csMTL encoded data provides initial evidence that this improvement is not shared across all machine learning models.     

In vivo platelet kinetics in 31 diabetic patients. Correlation with the degree of vascular impairment

In vivo platelet survival was estimated, in 31 diabetic patients, using 51Cr-labelled autologous platelets. A mathematical analysis attempted to measure the "potential" life span (senescence process) and the degree of a superimposed aleatory destruction (consumption process). The potential platelet life span in diabetics did not differ from normal values. However, excessive consumption was observed in one third of the studied cases, without correlation with the age of the patients, the clinical duration of diabetes, and the degree of vascular impairment. Thus, platelet kinetic studies did not provide presently useful indications, in a particular patient, regarding the prognosis of the vascular disease, and the justification of anti-aggregant therapy.     

Finite Volume Time Domain modelling of microwave breakdown and plasma formation in a metallic aperture

The modelling of plasma formation during microwave breakdown is a difficult task because of the strong non-linear coupling between Maxwell?s equations and plasma equations, and of the large plasma density gradients that form during breakdown. An original Finite Volume Time Domain (FVTD) method has been developed to solve Maxwell?s equations coupled with a simplified fluid plasma model and is described in this paper. This method is illustrated with the study of the shielding of a metallic aperture by the plasma generated by an incident high power electromagnetic wave. Typical results obtained with the FVTD method for this shielding problem are shown.     

Correlation of Mechanical Properties with Diameter and Cooling Rate of 1080 Wire-Rod

More than 540 heats of 1080 wire-rod were statistically analyzed by regression analyses to see whether tensile strength and percent reduction in area (%RA) relate to wire-rod diameter and composition. As diameter increases from 5.6 to 12.7 mm, the trend in %RA shows a decrease with negligible effect on the trend of the tensile strength. It was found that the estimated cooling rate at 700 °C during controlled cooling is responsible for the “diameter effect.” The effect of composition on %RA is minor when contrasted to the “diameter effect.” In particular, the effect of the concentrations of the residual elements on %RA within the compositional range studied is negligible.     

Ram‐air kite airfoil and reinforcements optimization for airborne wind energy applications

We present a multidisciplinary design optimization method for the profile and structural reinforcement layout of a ram‐air kite rib. The aim is to minimize the structural elastic energy and to maximize the traction power of a ram‐air kite used for airborne wind energy generation. Because of the large deformations occurring during flight, a fluid‐structure interaction (FSI) routine is included in the optimization, which determines the actual deformed rib geometry and its corresponding aerodynamic characteristics. A qualitative comparison between FSI inclusion and exclusion in the optimization is given. Discrepancies in airfoil profile and structural layout are observed.