Ion acceleration during internal magnetic reconnection events in TST-2

Characteristics of ion acceleration in the internal magnetic reconnection events (IRE) have been studied by means of a neutral particle energy analyzer (NPA) in Tokyo Spherical Tokamak (TST-2). The major and minor radii are 0.38 m and 0.25m, respectively. The magnetic field strength is 0.3T and the maximum plasma current is up to 140 kA. The electron and ion temperatures are 0.4-0.5 keV and 0.1 keV, respectively and the electron density is ~1x1019 m-3. The NPA can be scanned toroidally from q = 74&deg; (cw) to q = 114&deg; (ccw), where q = 90&deg; corresponds to the perpendicular sightline. The direction of the plasma current is cw. The NPA signals are digitized at every 50 ms. The NPA is calibrated in the energy range of 0.1 keV < E < 8.4 keV. When the IRE occurs, it is observed that the plasma current increases by ~ 20% and the loop voltage drops from 0.6 V to-5 V for ~ 0.1 ms. The enhanced charge exchange flux is observed by more than one order of magnitude at ~ 1 keV for this reconnection phase. The ion temperature increases by 80 eV at IREs. The angle q dependence of increment of Ti shows that DTi (q = 74&deg;) is higher than that for q = 114&deg;. This observation suggests that an ion is accelerated initially in the direction of magnetic field lines. The time evolution of the ion distribution function is simulated with a Fokker-Planck code taking into account the electric field effects.Comment: 12th International Congress on Plasma Physics, 25-29 October 2004, Nice (France

Measuring NPA Levels and Its Impact on Profitability: A Study of HDFC and ICICI Banks

Purpose: this study attempts to analyse the situations of NPA levels and its impact on Profitability of HDFC Bank and ICICI Bank. Approach/Methodology/Design: As the suggested title, data of two banks HDFC Bank and ICICI Bank with aspect of NPA has been taken for the years of 2018 to 2022. The research is secondary in nature and the data collection is done by way of annual reports and the independent samples t-test is applied for the study. Findings: The Gross NPA levels and Net NPA levels have shown significant difference. This suggests the NPA levels of both banks are unequal. The return on assets were also found significantly different in both the banks. Practical Implications: This study focuses on aspect of efficiency of private sector banks in accordance with NPA levels. The NPA levels and management of NPA is found to be more effective in tackling NPA situations but the comparative study of NPA will reflect the situations of NPA in private sector banks as well

Guiding center model to interpret neutral particle analyzer results

The theoretical model is discussed, which accounts for drift and cyclotron components of ion motion in a partially ionized plasma. Density and velocity distributions are systematically precribed. The flux into the neutral particle analyzer (NPA) from this plasma is determined by summing over all charge exchange neutrals in phase space which are directed into apertures. Especially detailed data, obtained by sweeping the line of sight of the apertures across the plasma of the NASA Lewis HIP-1 burnout device, are presented. Selection of randomized cyclotron velocity distributions about mean azimuthal drift yield energy distributions which compared well with experiment. Use of data obtained with a bending magnet on the NPA showed that separation between energy distribution curves of various mass species correlate well with a drift divided by mean cyclotron energy parameter of the theory. Use of the guiding center model in conjunction with NPA scans across the plasma aid in estimates of ion density and E field variation with plasma radius

Modeling the NPA of a Midsized Indian Nationalized Bank as a Function of Advances

Non-performing assets (NPA) occur in loans given by a bank or a financial institution where in the borrower defaults or delays interest and or principal payment. The management of NPAs therefore, is a very important part of credit management of banks and financial institutions in the Country. Currently NPA estimates in India are predominantly obtained from the figures published by the Reserve Bank of India (RBI). However it would be helpful for banks and financial institutions to have an estimate of the NPA as soon as loan amounts are disbursed. This study attempted to develop a predictive model for the NPA% at both the gross and net level from the advances made at a midsized Indian national bank. A strong correlation was observed between gross and net NPA% and the advances made suggesting that estimates of gross and net NPA can be made from advances. Linear and non linear models were fit to predict the NPA% from the amounts advanced. A non linear model linking both Gross and net NPA to advances provided the best curve fit and the least deviation from actual values. Thus by simply looking at advances an overall picture of the banks NPA level can be ascertained. Keywords:, Advances, Gross NPA, Indian nationalized Bank, Linear Model, Net NPA, Non Linear Models, NPA Management

Symplectic algorithm for constant-pressure molecular dynamics using a Nose-Poincare thermostat

We present a new algorithm for isothermal-isobaric molecular-dynamics simulation. The method uses an extended Hamiltonian with an Andersen piston combined with the Nos'e-Poincar'e thermostat, recently developed by Bond, Leimkuhler and Laird [J. Comp. Phys., 151, (1999)]. This Nos'e-Poincar'e-Andersen (NPA) formulation has advantages over the Nos'e-Hoover-Andersen approach in that the NPA is Hamiltonian and can take advantage of symplectic integration schemes, which lead to enhanced stability for long-time simulations. The equations of motion are integrated using a Generalized Leapfrog Algorithm and the method is easy to implement, symplectic, explicit and time reversible. To demonstrate the stability of the method we show results for test simulations using a model for aluminum.Comment: 7 page

The Risk Aversion of Banks in Emerging Credit markets: Evidence from India

Using bank-level data from India, for nine years (1995-96 to 2003-04), we examine banks’ behavior in the context of emerging credit markets. Our results indicate that the credit market behavior of banks in emerging markets is determined by past trends, the diversity of the potential pool of borrowers to whom a bank can lend, and regulations regarding treatment of NPA and lending restrictions imposed by the Reserve Bank of India. Finally, we find evidence that suggest that credit disbursal by banks can be facilitated by regulatory and institutional changes that help banks mitigate the problems associated with enforcement of debt covenants and treatment of NPA on the balance sheets. On the basis of these results, we speculate on some possible policy recommendations.http://deepblue.lib.umich.edu/bitstream/2027.42/40160/3/wp774.pd