13 resultados para U.S. Treasury Yield Curve

em CaltechTHESIS


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Deference to committees in Congress has been a much studied phenomena for close to 100 years. This deference can be characterized as the unwillingness of a potentially winning coalition on the House floor to impose its will on a small minority, a standing committee. The congressional scholar is then faced with two problems: observing such deference to committees, and explaining it. Shepsle and Weingast have proposed the existence of an ex-post veto for standing committees as an explanation of committee deference. They claim that as conference reports in the House and Senate are considered under a rule that does not allow amendments, the conferees enjoy agenda-setting power. In this paper I describe a test of such a hypothesis (along with competing hypotheses regarding the effects of the conference procedure). A random-utility model is utilized to estimate legislators' ideal points on appropriations bills from 1973 through 1980. I prove two things: 1) that committee deference can not be said to be a result of the conference procedure; and moreover 2) that committee deference does not appear to exist at all.

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Curve samplers are sampling algorithms that proceed by viewing the domain as a vector space over a finite field, and randomly picking a low-degree curve in it as the sample. Curve samplers exhibit a nice property besides the sampling property: the restriction of low-degree polynomials over the domain to the sampled curve is still low-degree. This property is often used in combination with the sampling property and has found many applications, including PCP constructions, local decoding of codes, and algebraic PRG constructions.

The randomness complexity of curve samplers is a crucial parameter for its applications. It is known that (non-explicit) curve samplers using O(log N + log(1/δ)) random bits exist, where N is the domain size and δ is the confidence error. The question of explicitly constructing randomness-efficient curve samplers was first raised in [TU06] where they obtained curve samplers with near-optimal randomness complexity.

In this thesis, we present an explicit construction of low-degree curve samplers with optimal randomness complexity (up to a constant factor) that sample curves of degree (m logq(1/δ))O(1) in Fqm. Our construction is a delicate combination of several components, including extractor machinery, limited independence, iterated sampling, and list-recoverable codes.

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Isotope dilution thorium and uranium analyses of the Harleton chondrite show a larger scatter than previously observed in equilibrated ordinary chondrites (EOC). The linear correlation of Th/U with 1/U in Harleton (and all EOC data) is produced by variation in the chlorapatite to merrillite mixing ratio. Apatite variations control the U concentrations. Phosphorus variations are compensated by inverse variations in U to preserve the Th/U vs. 1/U correlation. Because the Th/U variations reflect phosphate ampling, a weighted Th/U average should converge to an improved solar system Th/U. We obtain Th/U=3.53 (1-mean=0.10), significantly lower and more precise than previous estimates.

To test whether apatite also produces Th/U variation in CI and CM chondrites, we performed P analyses on the solutions from leaching experiments of Orgueil and Murchison meteorites.

A linear Th/U vs. 1/U correlation in CI can be explained by redistribution of hexavalent U by aqueous fluids into carbonates and sulfates.

Unlike CI and EOC, whole rock Th/U variations in CMs are mostly due to Th variations. A Th/U vs. 1/U linear correlation suggested by previous data for CMs is not real. We distinguish 4 components responsible for the whole rock Th/U variations: (1) P and actinide-depleted matrix containing small amounts of U-rich carbonate/sulfate phases (similar to CIs); (2) CAIs and (3) chondrules are major reservoirs for actinides, (4) an easily leachable phase of high Th/U. likely carbonate produced by CAI alteration. Phosphates play a minor role as actinide and P carrier phases in CM chondrites.

Using our Th/U and minimum galactic ages from halo globular clusters, we calculate relative supernovae production rates for 232Th/238U and 235U/238U for different models of r-process nucleosynthesis. For uniform galactic production, the beginning of the r-process nucleosynthesis must be less than 13 Gyr. Exponentially decreasing production is also consistent with a 13 Gyr age, but very slow decay times are required (less than 35 Gyr), approaching the uniform production. The 15 Gyr Galaxy requires either a fast initial production growth (infall time constant less than 0.5 Gyr) followed by very low decrease (decay time constant greater than 100 Gyr), or the fastest possible decrease (≈8 Gyr) preceded by slow in fall (≈7.5 Gyr).

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The differential energy spectra of cosmic-ray protons and He nuclei have been measured at energies up to 315 MeV/nucleon using balloon- and satellite-borne instruments. These spectra are presented for solar quiet times for the years 1966 through 1970. The data analysis is verified by extensive accelerator calibrations of the detector systems and by calculations and measurements of the production of secondary protons in the atmosphere.

The spectra of protons and He nuclei in this energy range are dominated by the solar modulation of the local interstellar spectra. The transport equation governing this process includes as parameters the solar-wind velocity, V, and a diffusion coefficient, K(r,R), which is assumed to be a scalar function of heliocentric radius, r, and magnetic rigidity, R. The interstellar spectra, jD, enter as boundary conditions on the solutions to the transport equation. Solutions to the transport equation have been calculated for a broad range of assumed values for K(r,R) and jD and have been compared with the measured spectra.

It is found that the solutions may be characterized in terms of a dimensionless parameter, ψ(r,R) = r V dr'/(K(r',R). The amount of modulation is roughly proportional to ψ. At high energies or far from the Sun, where the modulation is weak, the solution is determined primarily by the value of ψ (and the interstellar spectrum) and is not sensitive to the radial dependence of the diffusion coefficient. At low energies and for small r, where the effects of adiabatic deceleration are found to be large, the spectra are largely determined by the radial dependence of the diffusion coefficient and are not very sensitive to the magnitude of ψ or to the interstellar spectra. This lack of sensitivity to jD implies that the shape of the spectra at Earth cannot be used to determine the interstellar intensities at low energies.

Values of ψ determined from electron data were used to calculate the spectra of protons and He nuclei near Earth. Interstellar spectra of the form jD α (W - 0.25m)-2.65 for both protons and He nuclei were found to yield the best fits to the measured spectra for these values of ψ, where W is the total energy and m is the rest energy. A simple model for the diffusion coefficient was used in which the radial and rigidity dependence are separable and K is independent of radius inside a modulation region which has a boundary at a distance D. Good agreement was found between the measured and calculated spectra for the years 1965 through 1968, using typical boundary distances of 2.7 and 6.1 A.U. The proton spectra observed in 1969 and 1970 were flatter than in previous years. This flattening could be explained in part by an increase in D, but also seemed to require that a noticeable fraction of the observed protons at energies as high at 50 to 100 MeV be attributed to quiet-time solar emission. The turnup in the spectra at low energies observed in all years was also attributed to solar emission. The diffusion coefficient used to fit the 1965 spectra is in reasonable agreement with that determined from the power spectra of the interplanetary magnetic field (Jokipii and Coleman, 1968). We find a factor of roughly 3 increase in ψ from 1965 to 1970, corresponding to the roughly order of magnitude decrease in the proton intensity at 250 MeV. The change in ψ might be attributed to a decrease in the diffusion coefficient, or, if the diffusion coefficient is essentially unchanged over that period (Mathews et al., 1971), might be attributed to an increase in the boundary distance, D.

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(1) Equation of State of Komatiite

The equation of state (EOS) of a molten komatiite (27 wt% MgO) was detennined in the 5 to 36 GPa pressure range via shock wave compression from 1550°C and 0 bar. Shock wave velocity, Ub>S, and particle velocity, Ub>P, in km/s follow the linear relationship Ub>S = 3.13(±0.03) + 1.47(±0.03) Ub>P. Based on a calculated density at 1550°C, 0 bar of 2.745±0.005 glee, this Ub>S-Ub>P relationship gives the isentropic bulk modulus KS = 27.0 ± 0.6 GPa, and its first and second isentropic pressure derivatives, K'S = 4.9 ± 0.1 and K"S = -0.109 ± 0.003 GPa-1.

The calculated liquidus compression curve agrees within error with the static compression results of Agee and Walker [1988a] to 6 GPa. We detennine that olivine (FO94) will be neutrally buoyant in komatiitic melt of the composition we studied near 8.2 GPa. Clinopyroxene would also be neutrally buoyant near this pressure. Liquidus garnet-majorite may be less dense than this komatiitic liquid in the 20-24 GPa interval, however pyropic-garnet and perovskite phases are denser than this komatiitic liquid in their respective liquidus pressure intervals to 36 GPa. Liquidus perovskite may be neutrally buoyant near 70 GPa.

At 40 GPa, the density of shock-compressed molten komatiite would be approximately equal to the calculated density of an equivalent mixture of dense solid oxide components. This observation supports the model of Rigden et al. [1989] for compressibilities of liquid oxide components. Using their theoretical EOS for liquid forsterite and fayalite, we calculate the densities of a spectrum of melts from basaltic through peridotitic that are related to the experimentally studied komatiitic liquid by addition or subtraction of olivine. At low pressure, olivine fractionation lowers the density of basic magmas, but above 14 GPa this trend is reversed. All of these basic to ultrabasic liquids are predicted to have similar densities at 14 GPa, and this density is approximately equal to the bulk (PREM) mantle. This suggests that melts derived from a peridotitic mantle may be inhibited from ascending from depths greater than 400 km.

The EOS of ultrabasic magmas was used to model adiabatic melting in a peridotitic mantle. If komatiites are formed by >15% partial melting of a peridotitic mantle, then komatiites generated by adiabatic melting come from source regions in the lower transition zone (≈500-670 km) or the lower mantle (>670 km). The great depth of incipient melting implied by this model, and the melt density constraint mentioned above, suggest that komatiitic volcanism may be gravitationally hindered. Although komatiitic magmas are thought to separate from their coexisting crystals at a temperature =200°C greater than that for modern MORBs, their ultimate sources are predicted to be diapirs that, if adiabatically decompressed from initially solid mantle, were more than 700°C hotter than the sources of MORBs and derived from great depth.

We considered the evolution of an initially molten mantle, i.e., a magma ocean. Our model considers the thermal structure of the magma ocean, density constraints on crystal segregation, and approximate phase relationships for a nominally chondritic mantle. Crystallization will begin at the core-mantle boundary. Perovskite buoyancy at > 70 GPa may lead to a compositionally stratified lower mantle with iron-enriched mangesiowiistite content increasing with depth. The upper mantle may be depleted in perovskite components. Olivine neutral buoyancy may lead to the formation of a dunite septum in the upper mantle, partitioning the ocean into upper and lower reservoirs, but this septum must be permeable.

(2) Viscosity Measurement with Shock Waves

We have examined in detail the analytical method for measuring shear viscosity from the decay of perturbations on a corrugated shock front The relevance of initial conditions, finite shock amplitude, bulk viscosity, and the sensitivity of the measurements to the shock boundary conditions are discussed. The validity of the viscous perturbation approach is examined by numerically solving the second-order Navier-Stokes equations. These numerical experiments indicate that shock instabilities may occur even when the Kontorovich-D'yakov stability criteria are satisfied. The experimental results for water at 15 GPa are discussed, and it is suggested that the large effective viscosity determined by this method may reflect the existence of ice VII on the Rayleigh path of the Hugoniot This interpretation reconciles the experimental results with estimates and measurements obtained by other means, and is consistent with the relationship of the Hugoniot with the phase diagram for water. Sound waves are generated at 4.8 MHz at in the water experiments at 15 GPa. The existence of anelastic absorption modes near this frequency would also lead to large effective viscosity estimates.

(3) Equation of State of Molybdenum at 1400°C

Shock compression data to 96 GPa for pure molybdenum, initially heated to 1400°C, are presented. Finite strain analysis of the data gives a bulk modulus at 1400°C, K'S. of 244±2 GPa and its pressure derivative, K'OS of 4. A fit of shock velocity to particle velocity gives the coefficients of Ub>S = CO+S Ub>P to be CO = 4.77±0.06 km/s and S = 1.43±0.05. From the zero pressure sound speed, CO, a bulk modulus of 232±6 GPa is calculated that is consistent with extrapolation of ultrasonic elasticity measurements. The temperature derivative of the bulk modulus at zero pressure, θKOSθT|P, is approximately -0.012 GPa/K. A thermodynamic model is used to show that the thermodynamic Grüneisen parameter is proportional to the density and independent of temperature. The Mie-Grüneisen equation of state adequately describes the high temperature behavior of molybdenum under the present range of shock loading conditions.

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Consider the Royden compactification R* of a Riemannian n-manifold R, Γ = R*\R its Royden boundary, Δ its harmonic boundary and the elliptic differential equation Δu = Pu, P ≥ 0 on R. A regular Borel measure mP can be constructed on Γ with support equal to the closure of ΔP = {q ϵ Δ : q has a neighborhood U in R* with UʃᴖRP ˂ ∞ }. Every enegy-finite solution to u (i.e. E(u) = D(u) + ʃRup>2P ˂ ∞, where D(u) is the Dirichlet integral of u) can be represented by u(z) = ʃΓu(q)K(z,q)dmP(q) where K(z,q) is a continuous function on Rx Γ . A P~E-function is a nonnegative solution which is the infimum of a downward directed family of energy-finite solutions. A nonzero P~E-function is called P~E-minimal if it is a constant multiple of every nonzero P~E-function dominated by it. THEOREM. There exists a P~E-minimal function if and only if there exists a point in q ϵ Γ such that mP(q) > 0. THEOREM. For q ϵ ΔP , mP(q) > 0 if and only if m0(q) > 0 .

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Polyoma virus can undergo two different types of interactions with susceptible cells; one type of interaction leads to the production of new infectious virus and eventual cell death while the other leads to a neoplastically transformed cell which is able to continue to divide under conditions that inhibit the multiplication of uninfected normal cells. In order to study the viral genes involved in both of these virus-cell interactions the isolation of temperature sensitive mutants of polyoma virus was undertaken.

Two strains (TS-a, TS-b) which were temperature sensitive in their plaque forming ability at 38.5˚C, but not at 31.5˚C, were isolated from a mutagenized stock of the polyoma wild type virus (PY). TS-a was studied in further detail.

TS-a grown at 31.5˚C was found to be indistinguishable from PY in a number of physical characteristics including the heat sensitivity of the completed viral components. TS-a was inhibited in its ability to produce infectious virus in mouse cells when incubated at 38.5˚C; this inhibition could be overcome by infection with high multiplicities.

The nature of the intracellular temperature sensitive step of TS-a was analysed to some degree. It was found that this step occurs after uncoating of the infecting virus particles and about the time of new viral DNA synthesis. New infectious viral DNA does not appear to be made at the nonpermissive temperature; in contrast noninfectious capsids are made at 38.5˚C, but in amounts smaller than a full yield, such as made by TS-a at 31.5˚C or by PY at both the high and low temperature.

TS-a has also been found to be temperature sensitive in its transforming ability in vitro. Cells transformed at 31.5˚C by TS-a retain their transformed characteristics upon cultivation at 38.5˚C. Thus the temperature sensitive function seems to be important for the initiation of transformation, but not essential for the maintenance of the transformed state. TS-a also appears to be temperature sensitive in the production of tumors in newborn hamsters.

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Yields were measured for 235U sputtered from UF4 by 16O, 19F, and 35Cl over the energy range ~.12 to 1.5 MeV/ amu sing a charge equilibrated beam in the stripped beam arrangement for all the incident ions and in the transmission arrangement for 19F and 35Cl. In addition, yields were measured for 19F incident in a wide range of discrete charge states. The angular dependence of all the measured yields were consistent with cosʋ. The stripped beam and transmission data were well fit by the form (Az2eqln(BƐ)/Ɛ)4 (where Ɛ was the ion energy in MeV/amu and zeq(Ɛ) was taken from Zeigler(80). The fitted values of B for the various sets of data were consistent with a constant B0, equal to 36.3 ± 2.7, independent of incident ion. The fitted values of A show no consistent variation with incident ion although a difference can be noted between the stripped beam and transmission values, the transmission values being higher.

The incident charge data were well fit by the assumptions that the sputtering yield depended locally on a power of the incident ion charge and that the sputtering from the surface is exponentially correlated to conditions in the bulk. The equilibrated sputtering yields derived from these data are in agreement with the stripped beam yields.

In addition, to aid in the understanding of these data, the data of Hakansson(80,81a,81b) were examined and contrasted with the UF4 results. The thermal models of Seiberling(80) and Watson(81) were discussed and compared to the data.

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Part I

Solutions of Schrödinger’s equation for system of two particles bound in various stationary one-dimensional potential wells and repelling each other with a Coulomb force are obtained by the method of finite differences. The general properties of such systems are worked out in detail for the case of two electrons in an infinite square well. For small well widths (1-10 a.u.) the energy levels lie above those of the noninteresting particle model by as much as a factor of 4, although excitation energies are only half again as great. The analytical form of the solutions is obtained and it is shown that every eigenstate is doubly degenerate due to the “pathological” nature of the one-dimensional Coulomb potential. This degeneracy is verified numerically by the finite-difference method. The properties of the square-well system are compared with those of the free-electron and hard-sphere models; perturbation and variational treatments are also carried out using the hard-sphere Hamiltonian as a zeroth-order approximation. The lowest several finite-difference eigenvalues converge from below with decreasing mesh size to energies below those of the “best” linear variational function consisting of hard-sphere eigenfunctions. The finite-difference solutions in general yield expectation values and matrix elements as accurate as those obtained using the “best” variational function.

The system of two electrons in a parabolic well is also treated by finite differences. In this system it is possible to separate the center-of-mass motion and hence to effect a considerable numerical simplification. It is shown that the pathological one-dimensional Coulomb potential gives rise to doubly degenerate eigenstates for the parabolic well in exactly the same manner as for the infinite square well.

Part II

A general method of treating inelastic collisions quantum mechanically is developed and applied to several one-dimensional models. The formalism is first developed for nonreactive “vibrational” excitations of a bound system by an incident free particle. It is then extended to treat simple exchange reactions of the form A + BC →AB + C. The method consists essentially of finding a set of linearly independent solutions of the Schrödinger equation such that each solution of the set satisfies a distinct, yet arbitrary boundary condition specified in the asymptotic region. These linearly independent solutions are then combined to form a total scattering wavefunction having the correct asymptotic form. The method of finite differences is used to determine the linearly independent functions.

The theory is applied to the impulsive collision of a free particle with a particle bound in (1) an infinite square well and (2) a parabolic well. Calculated transition probabilities agree well with previously obtained values.

Several models for the exchange reaction involving three identical particles are also treated: (1) infinite-square-well potential surface, in which all three particles interact as hard spheres and each two-particle subsystem (i.e. BC and AB) is bound by an attractive infinite-square-well potential; (2) truncated parabolic potential surface, in which the two-particle subsystems are bound by a harmonic oscillator potential which becomes infinite for interparticle separations greater than a certain value; (3) parabolic (untruncated) surface. Although there are no published values with which to compare our reaction probabilities, several independent checks on internal consistency indicate that the results are reliable.

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The subject under investigation concerns the steady surface wave patterns created by small concentrated disturbances acting on a non-uniform flow of a heavy fluid. The initial value problem of a point disturbance in a primary flow having an arbitrary velocity distribution (U(y), 0, 0) in a direction parallel to the undisturbed free surface is formulated. A geometric optics method and the classical integral transformation method are employed as two different methods of solution for this problem. Whenever necessary, the special case of linear shear (i.e. U(y) = 1+ϵy)) is chosen for the purpose of facilitating the final integration of the solution.

The asymptotic form of the solution obtained by the method of integral transforms agrees with the leading terms of the solution obtained by geometric optics when the latter is expanded in powers of small ϵ r.

The overall effect of the shear is to confine the wave field on the downstream side of the disturbance to a region which is smaller than the wave region in the case of uniform flows. If U(y) vanishes, and changes sign at a critical plane y = ycr (e.g. ϵycr = -1 for the case of linear shear), then the boundary of this asymmetric wave field approaches this critical vertical plane. On this boundary the wave crests are all perpendicular to the x-axis, indicating that waves are reflected at this boundary.

Inside the wave field, as in the case of a point disturbance in a uniform primary flow, there exist two wave systems. The loci of constant phases (such as the crests or troughs) of these wave systems are not symmetric with respect to the x-axis. The geometric optics method and the integral transform method yield the same result of these loci for the special case of U(y) = Ub>o(1 + ϵy) and for large Kr (ϵr ˂˂ 1 ˂˂ Kr).

An expression for the variation of the amplitude of the waves in the wave field is obtained by the integral transform method. This is in the form of an expansion in small ϵr. The zeroth order is identical to the expression for the uniform stream case and is thus not applicable near the boundary of the wave region because it becomes infinite in that neighborhood. Throughout this investigation the viscous terms in the equations of motion are neglected, a reasonable assumption which can be justified when the wavelengths of the resulting waves are sufficiently large.

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In order to determine the properties of the bicycloheptatrienyl anion (Ia) (predicted to be conjugatively stabilized by Hückel Molecular Orbital Theory) the neutral precursor, bicyclo[3. 2. 0] hepta-1, 4, 6-triene (I) was prepared by the following route.

Reaction of I with potassium-t-butoxide, potassium, or lithium dicyclohexylamide gave anion Ia in very low yield. Reprotonation of I was found to occur solely at the 1 or 5 position to give triene II, isolated as to its dimers.

A study of the acidity of I and of other conjugated hydrocarbons by means of ion cyclotron resonance spectroscopy resulted in determination of the following order of relative acidities:

H2S ˃ C5H6 ˃ CH3NO2 ˃ 1, 4- C5H8 ˃ I ˃ C2H5OH ˃ H2O; cyclo-C7H8 ˃ C2 H5OH; фCH3 ˃ CH3OH

In addition, limits for the proton affinities of the conjugate bases were determined:

350 kcal/mole ˂ PA(C5 H5-) ˂ 360 kcal/mole

362 kcal/mole ˂ PA(C5H7-, Ia, cyclo-C7H7-) ˂ 377 kcal/mole PA(фCH2-) ˂ 385 kcal/mole

Gas phase kinetics of the trans-XVIII to I transformation gave the following activation parameters: Ea = 43.0 kcal/mole, log A = 15.53 and ∆Sǂ (220°) = 9.6 cu. The results were interpreted as indicating initial 1,2 bond cleavage to give the 1,3-diradical which closed to I. Similar studies on cis-XVIII gave results consistent with a surface component to the reaction (Ea = 22.7 kcal/mole; log A = 9.23, ∆Sǂ (119°) = -18.9 eu).

The low pressure (0.01 to 1 torr) pyrolysis of trans-XVIII gave in addition to I, fulvenallene (LV), ethynylcyclopentadiene (LVI) and heptafulvalene (LVII). The relative ratios of the C7H6 isomers were found to be dependent upon temperature and pressure, higher relative pressure and lower temperatures favoring formation of I. The results were found to be consistent with the intermediacy of vibrationally excited I and subsequent reaction to give LV and LVI.

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The reaction K-p→K-π+n has been studied for incident kaon momenta of 2.0 GeV/c. A sample of 19,881 events was obtained by a measurement of film taken as part of the K-63 experiment in the Berkeley 72 inch bubble chamber.

Based upon our analysis, we have reached four conclusions. (1) The magnitude of the extrapolated Kπ cross section differs by a factor of 2 from the P-wave unitarity prediction and the K+n results; this is probably due to absorptive effects. (2) Fits to the moments yield precise values for the Kπ S-wave which agree with other recent statistically accurate experiments. (3) An anomalous peak is present in our backward K-p→(π+n) K- u-distribution. (4) We find a non-linear enhancement due to interference similiar to the one found by Bland et al. (Bland 1966).

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PART I

The total cross-section for the reaction 21Ne(α, n)24Mg has been measured in the energy range 1.49 Mev ≤ Ecm ≤ 2.6 Mev. The cross-section factor, S(O), for this reaction has been determined, by means of an optical model calculation, to be in the range 1.52 x 1012 mb-Mev to 2.67 x 1012 mb-Mev, for interaction radii in the range 5.0 fm to 6.6 fm. With S(O) ≈ 2 x 1012 mb-Mev, the reaction 21Ne(α, n)24Mg can produce a large enough neutron flux to be a significant astrophysical source of neutrons.

PART II

The reaction12C(3He, p)14N has been studied over the energy range 12 Mev ≤ Elab ≤ 18 Mev. Angular distributions of the proton groups leading to the lowest seven levels in 14N were obtained.

Distorted wave calculations, based on two-nucleon transfer theory, were performed, and were found to be reliable for obtaining the value of the orbital angular momentum transferred. The present work shows that such calculations do not yield unambiguous values for the spectroscopic factors.