A new moment matching algorithm for sampling from partially specified symmetric distributions

A new algorithm is proposed for generating scenarios from a partially specified symmetric multivariate distribution. The algorithm generates samples which match the first two moments exactly, and match the marginal fourth moments approximately, using a semidefinite programming procedure. The performance of the algorithm is illustrated by a numerical example.     

On space-time permeated by the perfect magnetofluid

A space-time permeated by the self-gravitating perfect fluid with infinite electrical conductivity and constant magnetic permeability (perfect magnetofluid) is investigated. For aC space defined as the space in which the divergence of conformal curvature vanishes, it is proved that the rotation explicitly depends on the magnetic field. In aJ space characterized by the vanishing of the divergence of Petrov space-matter tensor, the invariance of the energy density, the isotropic pressure, and the magnitude of the magnetic field along the divergence-free magnetic lines is established. It is found that if the stress-energy tensor of the perfect magnetofluid is a Killing tensor, the energy density, the isotropic pressure, and the magnitude of the magnetic field are constant. Moreover it is shown that the stream lines are expansion-free and the magnetic lines are divergence-free. It is proved that the complexion of the field of the perfect magnetofluid remains invariant along the magnetic lines if and only if these lines are normal to the lines of vorticity.     

Provably secure dynamic identity-based three-factor password authentication scheme using extended chaotic maps

With the aim of guaranteeing secure communication through public networks, three-factor password authentication (TF-PWA) scheme plays a key role in many internet applications. Since in TF-PWA scheme, the communicating entities can mutually authenticate each other and generate a shared session key, which will be used for secure exchange of messages in succeeding communication among them. As a result, the TF-PWA schemes gain enormous consideration in recent years. More recently, due to light-weight features of the extended chaotic map, it is also extensively applied in designing of public key encryption, key agreement, image encryption, S-box, hash function, digital signature, password authentication, etc. The aim of this paper was to design a dynamic identity-based three-factor password authentication scheme using extended chaotic map (ECM-TF-PWA) in the random oracle model. The proposed scheme is provably secure based on the intractability assumption of chaotic map-based Diffie–Hellman problem. The informal security analysis gives the evidence that our scheme protects all attacks and provides functionality attributes that are needed in a three-factor authentication system. Besides, the performance discussion shows that our scheme performs better than others in respect of computation and communication cost.     

Linear Gaussian affine term structure models with unobservable factors: Calibration and yield forecasting

This paper provides a significant numerical evidence for out-of-sample forecasting ability of linear Gaussian interest rate models with unobservable underlying factors. We calibrate one, two and three factor linear Gaussian models using the Kalman filter on two different bond yield data sets and compare their out-of-sample forecasting performance. One-step ahead as well as four-step ahead out-of-sample forecasts are analyzed based on the weekly data. When evaluating the one-step ahead forecasts, it is shown that a one factor model may be adequate when only the short-dated or only the long-dated yields are considered, but two and three factor models performs significantly better when the entire yield spectrum is considered. Furthermore, the results demonstrate that the predictive ability of multi-factor models remains intact far ahead out-of-sample, with accurate predictions available up to one year after the last calibration for one data set and up to three months after the last calibration for the second, more volatile data set. The experimental data denotes two different periods with different yield volatilities, and the stability of model parameters after calibration in both the cases is deemed to be both significant and practically useful. When it comes to four-step ahead predictions, the quality of forecasts deteriorates for all models, as can be expected, but the advantage of using a multi-factor model as compared to a one factor model is still significant.     

Generalised Risk-Sensitive Control with Full and Partial State Observation

This paper generalises the risk-sensitive cost functional by introducing noise dependent penalties on the state and control variables. The optimal control problems for the full and partial state observation are considered. Using a change of probability measure approach, explicit closed-form solutions are found in both cases. This has resulted in a new risk-sensitive regulator and filter, which are generalisations of the well-known classical results.     

Synthesis of N-substituted C-normorphinans and their pharmacological properties.

Several N-substituted C-normorphinans (VIII and IX) were synthesized and tested for their analgetic and narcotic antagonist activities and physical dependence capacity. Treatment of N-formyl- octahydro-2-pyrindine (IIIc) with polyphosphoric acid readily gave N-formyl-C-normorphinan (IV). The N-nor bases (V and VII) obtained from IV were converted to VIII and IX. The N-methyl derivative (I), which was previously reported to be inactive by Haffner's method, exhibited potent analgetic activity by the hot plate method and the AcOH-induced writhing test. Compounds VIII and IX showed pharmacological properties similar to those of N-substituted morphinans and exhibited agonist (analgetic) and/or narcotic antagonist activities. The C-nor analogue (IXa) of cyclorphan (IIc) exhibited potent analgetic and antagonist activities with no physical dependence capacity in the single-dose suppression tests both in rats and monkeys.     

Numerical prediction of laminar flow and heat transfer characteristics in a tube fitted with regularly spaced twisted-tape elements

By numerically solving the Navier-Stokes and energy equations in their three-dimensional parabolic form, the friction and heat transfer characteristics are predicted for laminar flow in a circular tube fitted with regularly spaced twisted-tape elements that are connected by circular rods. The predictions have agreed closely with the experimental data for water. It is shown that a strong L/D effect is associated with the configuration under consideration. By extending the predictions outside the range of experimental data, it is found that considerably enhanced thermohydraulic performance is achievable by increasing the number of turns on the tape elements, by reducing the connecting rod diameter, and at high fluid Prandtl numbers.     

New modifications in 15 UD pelletron at nuclear science centre

The 15 UD pelletron at NSC has been operational and performed well during the last 11 years. There have been major modifications performed for upgradation of pelletron system over this period. Major upgradations which have been implemented are new resistor network system for voltage gradient, doublet to singlet unit conversion for accelerator units, turbopump based gas stripper system etc. In addition accelerator mass spectroscopy program has also been started. A new multi-cathode source, Wien filter etc. have been procured and will be added soon in the system. An overview of the most significant upgradations undertaken and other activities for the system are being reported in the present paper.     

Temperature variation of piezoelectric moduli in oriented poly(γ-methyl L-glutamate)

The real and imaginary components of the complex piezoelectric strain constant, which relates the polarization to the applied stress, have been determined for elongated films of poly(γ-methyl L -glutamate) over the temperature range ?170°C to +170°C at a frequency of 20 Hz. The variation of the piezoelectric constant with temperature is similar for both α-helical and β-form molecular conformations. The sign of piezoelectric polarization is opposite for L and D polymers. A simple model, representing the piezoelectric crystallites as embedded in nonpiezoelectric amorphous regions, is proposed to account for the piezoelectric temperature dispersion curves.