Analysis of a shielded TE011 mode composite dielectric resonator for stable frequency reference

Analysis of a TE₀₁₁ mode composite sapphire-rutile dielectric resonator has been carried out to study the temperature variation of resonance frequency, close to the Cs atomic clock hyperfine frequency of 9.192 GHz. The complementary behavior of dielectric permittivity with temperature of the composite has been exploited to obtain the desired turning point in the resonant frequency. The frequency of the composite structure is found to be independent of the shield diameter beyond four times the puck diameter.     

Estimation of an Exponential Quantile under a General Loss and an Alternative Estimator under Quadratic Loss

Estimation of the quantile + of an exponential distribution with parameters (, ) is considered under an arbitrary strictly convex loss function. For obeying a certain condition, the inadmissibility of the best affine equivariant procedure is established by exhibiting a better estimator. The LINEX loss is studied in detail. For quadratic loss, sufficient conditions are given for a scale equivariant estimator to dominate the best affine equivariant one and, when exceeds a lower bound specified below, a new minimax estimator is identified.     

Integrated simulation and optimization models for tracking international fixed income indices

Portfolio managers in the international fixed income markets must address jointly the interest rate risk in each market and the exchange rate volatility across markets. This paper develops integrated simulation and optimization models that address these issues in a common framework. Monte Carlo simulation procedures generate jointly scenarios of interest and exchange rates and, thereby, scenarios of holding period returns of the available securities. The portfolio manager’s risk tolerance is incorporated either through a utility function or a (modified) mean absolute deviation function. The optimization models prescribe asset allocation weights among the different markets and also resolve bond-picking decisions. Therefore several interrelated decisions are cast in a common framework. Two models – an expected utility maximization and a mean absolute deviation minimization – are implemented and tested empirically in tracking a composite index of the international bond markets. Backtesting over the period January 1997 to July 1998 illustrate the efficacy of the optimization models in dealing with uncertainty and tracking effectively the volatile index. Of particular interest is the empirical demostration that the integrative models generate portfolios that dominate the portfolios obtained using classical disintegrated approaches. Received: November 24, 1998 / Accepted: October 1, 2000?Published online December 15, 2000     

Plasmonic response of ordered arrays of gold nanorods immersed within a nematic liquid crystal

We study theoretically the optical properties of a two-dimensional lattice of metallic (gold) nanorods immersed within a nematic liquid crystal (NLC) strongly anchored to the surface of the nanorods. The distribution of the director field of the NLC is found by minimising the corresponding total free energy via simulated annealing. Optical properties such as transmittance, reflectance and absorbance of the structure are found by employing a hybrid discrete-dipole approximation/layer-multiple-scattering technique. We show, in particular, that when the NLC is strongly anchored to the nanorods, light absorbance is more efficient compared to the case where the liquid crystal (LC) is aligned by application of an external field. Also, the alignment of the LC molecules via an external field leads to a significant shift of the surface-plasmon resonance of the gold nanorods relative to the strong-anchoring case, an effect which can be exploited in switching applications. We also report that the rate of light absorption is a non-monotonic function of the height of nanorods due to the guiding of EM waves taking place for long enough nanorods.     

Partially ordered knapsack and applications to scheduling

In the partially ordered knapsack problem (POK) we are given a set N of items and a partial order ?_P on N. Each item has a size and an associated weight. The objective is to pack a set N^′⊆N of maximum weight in a knapsack of bounded size. N^′ should be precedence-closed, i.e., be a valid prefix of ?_P. POK is a natural generalization, for which very little is known, of the classical Knapsack problem. In this paper we present both positive and negative results. We give an FPTAS for the important case of a two-dimensional partial order, a class of partial orders which is a substantial generalization of the series-parallel class, and we identify the first non-trivial special case for which a polynomial-time algorithm exists. Our results have implications for approximation algorithms for scheduling precedence-constrained jobs on a single machine to minimize the sum of weighted completion times, a problem closely related to POK.     

Data parallel computing for network-structured optimization problems

Data level parallelism is a type of parallelism whereby operations are performed on many data elements concurrently, by many processors. These operations are (more or less) identical, and are executed in a synchronous, orderly fashion. This type of parallelism is used by massively parallel SIMD (i.e., Single Instruction, Multiple Data) architectures, like the Connection Machine CM-2, the AMT DAP and Masspar, and MIMD (i.e., Multiple Instruction, Multiple Data) architectures, like the Connection Machine CM-5. Data parallelism can also be described by a theoretical model of computation: the Vector-Random Access Machine (V-RAM).In this paper we discuss practical approaches to the data-parallel solution of large scale optimization problems with network—or embedded-network—structures. The following issues are addressed: (1) The concept of dataparallelism, (2) algorithmic principles that lead to data-parallel decomposition of optimization problems with network—or embedded-network—structures, (3) specific algorithms for several network problems, (4) data-structures needed for efficient implementations of the algorithms, and (5) empirical results that highlight the performance of the algorithms on a data-parallel computer, the Connection Machine CM-2.     

Robust Optimization for Power Systems Capacity Expansion under Uncertainty

We develop a robust optimization model for planning power system capacity expansion in the face of uncertain power demand. The model generates capacity expansion plans that are both solution and model robust. That is, the optimal solution from the model is ‘almost’ optimal for any realization of the demand scenarios (i.e. solution robustness). Furthermore, the optimal solution has reduced excess capacity for any realization of the scenarios (i.e. model robustness). Experience with a characteristic test problem illustrates not only the unavoidable trade-offs between solution and model robustness, but also the effectiveness of the model in controlling the sensitivity of its solution to the uncertain input data. The experiments also illustrate the differences of robust optimization from the classical stochastic programming formulation.     

Assigning vibrational spectra of ferryl-oxo intermediates of cytochrome C oxidase by periodic orbits and molecular dynamics

Complexity is inherent in biological molecules not only because of the large number of atoms but also because of their nonlinear interactions responsible for chaotic behaviours, localized motions, and bifurcation phenomena. Thus, versatile spectroscopic techniques have been invented to achieve temporal and spatial resolution to minimize the uncertainties in assigning the spectra of complex molecules. Can we associate spectral lines to specific chemical bonds or species in a large molecule? Can energy stay localized in a bond for a substantial period of time to leave its spectroscopic signature? These longstanding problems are investigated by studying the resonance Raman spectra of ferryl-oxo intermediates of cytochrome c oxidase. The difference spectra of isotopically substituted ferryl oxygen ((16)O minus (18)O) in the cytochrome c oxidase recorded in several laboratories show one or two prominent positive peaks which have not been completely elucidated yet. By applying the hierarchical methods of nonlinear mechanics, and particularly the study of periodic orbits in the active site of the enzyme, in conjunction with molecular dynamics calculations of larger systems which include the embraced active site by the protein and selected protonated/deprotonated conformations of amino acids, we translate the spectral lines to molecular motions. It is demonstrated that for the active site stable periodic orbits exist for a substantial energy range. Families of periodic orbits which are associated with the vibrations of Fe(IV)=O bond mark the regions of phase space where nearby trajectories remain localized, as well as assign the spectral bands of the active site in the protein matrix. We demonstrate that proton movement adjacent to active site, which occurs during the P --> F transition, can lead to significant perturbations of the Fe(IV)=O isotopic difference vibrational spectra in cytochrome c oxidase, without a change in oxidation state of the metal sites. This finding links spectroscopic characteristics to protonation events occurring during enzymatic turnover.     

Molecular modeling of liquid crystalline self-organization of fullerodendrimers: columnar to lamellar phase transitions driven by temperature and/or concentration changes

The molecular cubic-block model [ J. Chem. Phys. 2005, 123, 164904 ] is used to study a class of poly(benzyl ether) fullerodendrimers that have recently been reported to form columnar liquid crystal phases. In agreement with experiment, the model-molecules are found to self-assemble into columns which form hexagonal or rectangular lattices. The columnar cross sections are elongated in the rectangular phase. Transitions to the isotropic phase, either directly or through the intermediate formation of smectic phases, have been found. The effects of dissolving small amounts of nonbonded fullerene molecules have been explored. The results predict that the fullerene solutes restrict the range of stability of the columnar phase and may induce transitions from the columnar to the smectic or the isotropic phase.     

Molecular dynamic simulations of carbon nanotubes in CO2 atmosphere

This work investigates by means of molecular dynamics the filling of carbon nanotubes by carbon dioxide molecules. Nanotubes of various sizes are simulated and the resulting CO₂ density calculated. The effects of various CO₂ models are also investigated. The results show that the carbon dioxide molecules have a natural tendency to fill the nanotubes and the final CO₂ concentration inside the nanotube can be approximately 100 times (depending on diameter and CO₂ model) higher than that of the external atmosphere.