Shear-induced organization of forces in dense suspensions: signatures of discontinuous shear thickening

Dense suspensions can exhibit an abrupt change in their viscosity in response to increasing shear rate. The origin of this discontinuous shear thickening (DST) has been ascribed to the transformation of lubricated contacts to frictional, particle-on-particle contacts. Recent research on the flowing and jamming behavior of dense suspensions has explored the intersection of ideas from granular physics and Stokesian fluid dynamics to better understand this transition from lubricated to frictional rheology. DST is reminiscent of classical phase transitions, and a key question is how interactions between the microscopic constituents give rise to a macroscopic transition. In this paper, we extend a formalism that has proven to be successful in understanding shear jamming of dry grains to dense suspensions. Quantitative analysis of the collective evolution of the contact-force network accompanying the DST transition demonstrates clear changes in the distribution of microscopic variables, and leads to the identification of an "order parameter" characterizing DST.Comment: 4 pages. We welcome comments and criticism

Formation and Stability of Area Quantized Black Holes

We investigate the ergoregion instability of area-quantized rotating quantum black holes (QBH) under gravitational perturbation. We show that the instability can be avoided in binary systems that include QBHs if the separation between the inspiralling components at the onset of black hole formation is less than a critical value. We also analyze the formation history of such systems from stellar progenitors and demonstrate that a significant fraction of progenitor masses cannot lead to QBH formation, making it unlikely for LIGO-Virgo black hole binaries to comprise rotating QBHs.Comment: 8 pages, 6 figures, numerical codes will be made available upon reques

impact on economic growth of Bangladesh

Thesis(MBA) --KDI School:Master of Business Administration,2003masterpublishedby Kabir Sarkar Humayun

Are Islamic Equity Indices More Efficient Than Their Conventional Counterparts? Evidence From Major Global Index Families

Despite the increasing attention to ethical investments, the empirical studies on Islamic indices are scarce. Our article aims to contribute to the empirical literature by exploring the efficiency of these indices and their potential for diversification in comparison with the conventional benchmarks. We explore the existence of diversification opportunities by studying whether indices are cointegrated or not. Then, the weak-form efficiency level is analyzed by testing the random walk hypothesis using variance ratio tests. Our sample includes Islamic and mainstream indices of four indices families; among them, two Shariah-compliant indices which have not been studied before in the academic literature Our results show that Islamic indices have the same level of (in)efficiency as conventional ones, the indices of MSCI and FTSE families are the less inefficient. In terms of cointegration analysis, Islamic indices of Dow Jones and S&P have no cointegrating relations with their respective benchmarks, which suggests the existence of long-run diversification opportunities

Dynamic Integration of Domestic Equity Price, Foreign Equity Price and Macroeconomic Indicators: Evidence from Malaysia

How does the extent of integration of the Malaysian equity market with the equity markets of Japan and USA vary at different time scales? How dynamic is the extent of co-movement of equity price with the major macroeconomic indicators of Malaysia? In order to answer these two major issues, this study attempts to investigate the dynamic integration of the Malaysian equity market with the equity markets of Japan and USA, along with the three major macroeconomic control variables: exchange rate, consumer’s price index (CPI) and industrial production (IP) of Malaysia. The methodology applied initially used the standard time series techniques such as, Johansen cointegration technique, vector error correction model (VECM), variance decompositions (VDCs), followed by the application of the recent dynamic rolling cointegration, Beveridge-Nelson (BN) time series decompositions and finally, wavelet coherence of time-scale decompositions on monthly data starting from February,1990. The study finds one significant cointegrating relationship, which could be an indication of incomplete integration process as evidenced in the dynamic rolling cointegration approach. VECM and VDC indicate that the Malaysian equity market appears to be more influenced by the Japanese equity market and CPI of Malaysia. BN decompositions evidence almost simultaneous co-movement of permanent and transitory components of all variables and the co-movement appears to be closer during the financial crises. Finally, the wavelet coherence suggests closer co-movement of the Malaysian equity market with the Japanese equity market, which tends to vary according to different time scales. The findings of wavelet coherence on co-movement of the equity prices at different time scales tend to be different from those of the standard time series techniques such as, VECM and VDCs. The results of the study have strong policy implications

Are Islamic Stock Markets Integrated Globally? Evidence From Time Series Techniques

Abstract: This study attempts to investigate the issue of integration of Islamic equity markets (i) not only whether these markets are moving together or not (ii) but also whether the permanent and temporary components of these markets are moving together or not. Our evidence tends to indicate that these selected Islamic markets are bound together by one cointegrating relationship with the Euro zone Islamic equity market being the most leading one and the U.K. Islamic equity market being the follower. Beveridge-Nelson (BN) time series decomposition analysis reinforces the integration by indicating that both the permanent and transitory components of all these Islamic equity indices tend to move almost together leading to further integration of the Islamic equity markets. Finally, the study tends to suggest that the financial crises did affect the investments in Islamic Equity markets. The findings of this study are also consistent with the Shariah views of economic and financial integration and have strong policy implications

Arthritis as a presentation of acute leukemia

A 14 year old boy presented with 3 months history of low back pain as well as pain and swelling of both knee joints. The pain was inflammatory in nature. He was thoroughly evaluated but no underlying cause was detected. However, the boy was treated with NSAIDs and sulphasalazine. A few weeks later he developed anemia and took the blood transfusion. Then he developed fever and the joint pain re-appeared. On examination, the patient was found moderately anemic, positive bony tenderness and splenomegaly. Musculoskeletal examination revealed right knee joint effusion. The investigation revealed pancytopenia. Bone marrow morphology and immunophenotyping revealed acute lymphoblastic leukemia. We treated the patient according to modified UKALL-2003 protocol and patient condition improved and arthritis disappeared