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Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach (2011)
Journal Article
Walid, C., Chaker, A., Masood, O., & Fry, J. (2011). Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach. Emerging markets review, 12(3), 272-292. https://doi.org/10.1016/j.ememar.2011.04.003

In this paper we employ a Markov-Switching EGARCH model to investigate the dynamic linkage between stock price volatility and exchange rate changes for four emerging countries over the period 1994–2009. Results distinguish between two different regim... Read More about Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach.

Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices (2010)
Journal Article
Fry, J. (2010). Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices. Journal of Applied Research in Finance, 2(4), 131-137

We develop a rational expectations model of financial bubbles and study ways in which a generic risk-return interplay is incorporated into prices. We retain the interpretation of the leading Johansen-Ledoit-Sornette model, namely, that the price must... Read More about Bubbles and crashes in finance: A phase transition from random to deterministic behaviour in prices.

Multivariate Elliptical Processes (2010)
Journal Article
Bingham, B., Fry, J., & Kiesel, R. (2010). Multivariate Elliptical Processes. Statistica Neerlandica, 64(3), 352-366. https://doi.org/10.1111/j.1467-9574.2010.00465.x

We introduce and study multivariate elliptic processes, thus providing a dynamic counterpart to the (static) multivariate elliptic distributions. We pay special attention to the dynamics for Lévy processes and diffusions. We also discuss discrete ver... Read More about Multivariate Elliptical Processes.

Non-geometric backgrounds, doubled geometry and generalised T-duality (2009)
Journal Article
Hull, C. M., & Reid-Edwards, R. A. (2009). Non-geometric backgrounds, doubled geometry and generalised T-duality. Journal of High Energy Physics, 2009(09), Article 014. https://doi.org/10.1088/1126-6708/2009/09/014

String backgrounds with a local torus fibration such as T-folds are naturally formulated in a doubled formalism in which the torus fibres are doubled to include dual coordinates conjugate to winding number. Here we formulate and explore a generalisat... Read More about Non-geometric backgrounds, doubled geometry and generalised T-duality.

Flux compactifications of string theory on twisted tori (2009)
Journal Article
Hull, C., & Reid-Edwards, R. (2009). Flux compactifications of string theory on twisted tori. Fortschritte der Physik / Progress of Physics, 57(9), 862-894. https://doi.org/10.1002/prop.200900076

Global aspects of Scherk‐Schwarz dimensional reduction are discussed and it is shown that it can usually be viewed as arising from a compactification on the compact space obtained by identifying a (possibly non‐compact) group manifold 𝒢 under a discr... Read More about Flux compactifications of string theory on twisted tori.

D-branes and doubled geometry (2009)
Journal Article
Albertsson, C., Kimura, T., & Reid-Edwards, R. A. (2009). D-branes and doubled geometry. Journal of High Energy Physics, 2009(04), Article 113. https://doi.org/10.1088/1126-6708/2009/04/113

We define the open string version of the nonlinear sigma model on doubled geometry introduced by Hull and Reid-Edwards, and derive its boundary conditions. These conditions include the restriction of D-branes to maximally isotropic submanifolds as we... Read More about D-branes and doubled geometry.

Geometric and non-geometric compactifications of IIB supergravity (2008)
Journal Article
Reid-Edwards, R. A. (2008). Geometric and non-geometric compactifications of IIB supergravity. Journal of High Energy Physics, 2008(12), Article 043. https://doi.org/10.1088/1126-6708/2008/12/043

Complementary geometric and non-geometric consistent reductions of IIB supergravity are studied. The geometric reductions on the identified group manifold Script X = G/Γ are found to have a gauge symmetry with Lie algebroid structure, generalising th... Read More about Geometric and non-geometric compactifications of IIB supergravity.

𝒩 = 4 gauged supergravity from duality-twist compactifications of string theory (2008)
Journal Article
Reid-Edwards, R. A., & Spanjaard, B. (2008). 𝒩 = 4 gauged supergravity from duality-twist compactifications of string theory. Journal of High Energy Physics, 2008(12), Article 052. https://doi.org/10.1088/1126-6708/2008/12/052

We investigate the lifting of half-maximal four-dimensional gauged supergravities to compactifications of string theory. It is shown that a class of such supergravities can arise from compactifications of IIA string theory on manifolds of SU(2)-struc... Read More about 𝒩 = 4 gauged supergravity from duality-twist compactifications of string theory.

Worldsheet boundary conditions in Poisson-Lie T-duality (2007)
Journal Article
Albertsson, C., & Reid-Edwards, R. A. (2007). Worldsheet boundary conditions in Poisson-Lie T-duality. Journal of High Energy Physics, 2007(03), Article 004. https://doi.org/10.1088/1126-6708/2007/03/004

We apply canonical Poisson-Lie T-duality transformations to bosonic open string worldsheet boundary conditions, showing that the form of these conditions is invariant at the classical level, and therefore they are compatible with Poisson-Lie T-dualit... Read More about Worldsheet boundary conditions in Poisson-Lie T-duality.

Flux compactifications of M-theory on twisted tori (2006)
Journal Article
Hull, C. M., & Reid-Edwards, R. A. (2006). Flux compactifications of M-theory on twisted tori. Journal of High Energy Physics, 2006(10), 086-086. https://doi.org/10.1088/1126-6708/2006/10/086

We find the bosonic sector of the gauged supergravities that are obtained from 11-dimensional supergravity by Scherk-Schwarz dimensional reduction with flux to any dimension D. We show that, if certain obstructions are absent, the Scherk-Schwarz ansa... Read More about Flux compactifications of M-theory on twisted tori.

Vector Calculus (2005)
Book Chapter
(2005). Vector Calculus. Lecture Notes on the Mathematics of Acoustics (11383). (1). Imperial College Press

Functions of a Complex Variable (2005)
Book Chapter
(2005). Functions of a Complex Variable. Lecture Notes on the Mathematics of Accoustics (33 - 56). Imperial College Press

Integral Transforms (2005)
Book Chapter
(2005). Integral Transforms. Lecture Notes on the Mathematics of Acoustics (57 - 90). Imperial College Press

Corrugated Pipe Flow (2005)
Book Chapter
(2005). Corrugated Pipe Flow. Lecture Notes on the Mathematics of Acoustics (207 - 220). Imperial College Press

Aeroacoustics of supersonic jet issued from corrugated nozzle: new approach and prospects (2004)
Journal Article
Kopiev, V. F., Ostrikov, N. N., Chernyshev, S. A., & Elliott, J. W. (2004). Aeroacoustics of supersonic jet issued from corrugated nozzle: new approach and prospects. International journal of aeroacoustics, 3(3), 199-228. https://doi.org/10.1260/1475472042887443

It is generally accepted that one of the main sources of acoustic radiation from a supersonic jet is due to spatial instability wave packets propagating downstream within the jet. This approach has enabled us to explain and predict the principal feat... Read More about Aeroacoustics of supersonic jet issued from corrugated nozzle: new approach and prospects.

The effect of wall cooling on compressible Görtler vortices (2000)
Journal Article
Elliott, J. W., & Bassom, A. P. (2000). The effect of wall cooling on compressible Görtler vortices. European Journal of Mechanics - B/Fluids, 19(1), 37-68. https://doi.org/10.1016/S0997-7546%2800%2900106-0

It is known that in adiabatic boundary layer flow over a curved surface the detailed structure of the spanwise periodic Gortler vortex instability varies markedly over the range of spanwise wavelength. At short wavelengths the modes tend to be concen... Read More about The effect of wall cooling on compressible Görtler vortices.

Viscous-inviscid interactions for surface-cooled axisymmetric boundary-layer flows (2000)
Journal Article
Elliott, J. W., & Strange, M. E. (2000). Viscous-inviscid interactions for surface-cooled axisymmetric boundary-layer flows. International Journal of Applied Mechanics and Engineering, 5(4), 923 - 957

A theoretical, high Reynolds number, investigation into the combined influence of surface cooling and curvature on the stability and transition properties of a compressible axisymmetric boundary-layer is presented. Here we consider the boundary-layer... Read More about Viscous-inviscid interactions for surface-cooled axisymmetric boundary-layer flows.