Post-industrial Intervention : An Activity-Theoretical Expedition Tracing the Proximal Development of Forms of Conducting Interventions

Ei saatavilla

Mathematical Aspects of Financial Markets with Frictions

Frictions are factors that hinder trading of securities in financial markets. Typical frictions include limited market depth, transaction costs, lack of infinite divisibility of securities, and taxes. Conventional models used in mathematical finance often gloss over these issues, which affect almost all financial markets, by arguing that the impact of frictions is negligible and, consequently, the frictionless models are valid approximations. This dissertation consists of three research papers, which are related to the study of the validity of such approximations in two distinct modeling problems. Models of price dynamics that are based on diffusion processes, i.e., continuous strong Markov processes, are widely used in the frictionless scenario. The first paper establishes that diffusion models can indeed be understood as approximations of price dynamics in markets with frictions. This is achieved by introducing an agent-based model of a financial market where finitely many agents trade a financial security, the price of which evolves according to price impacts generated by trades. It is shown that, if the number of agents is large, then under certain assumptions the price process of security, which is a pure-jump process, can be approximated by a one-dimensional diffusion process. In a slightly extended model, in which agents may exhibit herd behavior, the approximating diffusion model turns out to be a stochastic volatility model. Finally, it is shown that when agents' tendency to herd is strong, logarithmic returns in the approximating stochastic volatility model are heavy-tailed. The remaining papers are related to no-arbitrage criteria and superhedging in continuous-time option pricing models under small-transaction-cost asymptotics. Guasoni, Rásonyi, and Schachermayer have recently shown that, in such a setting, any financial security admits no arbitrage opportunities and there exist no feasible superhedging strategies for European call and put options written on it, as long as its price process is continuous and has the so-called conditional full support (CFS) property. Motivated by this result, CFS is established for certain stochastic integrals and a subclass of Brownian semistationary processes in the two papers. As a consequence, a wide range of possibly non-Markovian local and stochastic volatility models have the CFS property.

Copper Diffusion Barrier Deposition on Integrated Circuit Devices by Atomic Layer Deposition Technique

Transfer from aluminum to copper metallization and decreasing feature size of integrated circuit devices generated a need for new diffusion barrier process. Copper metallization comprised entirely new process flow with new materials such as low-k insulators and etch stoppers, which made the diffusion barrier integration demanding. Atomic Layer Deposition technique was seen as one of the most promising techniques to deposit copper diffusion barrier for future devices. Atomic Layer Deposition technique was utilized to deposit titanium nitride, tungsten nitride, and tungsten nitride carbide diffusion barriers. Titanium nitride was deposited with a conventional process, and also with new in situ reduction process where titanium metal was used as a reducing agent. Tungsten nitride was deposited with a well-known process from tungsten hexafluoride and ammonia, but tungsten nitride carbide as a new material required a new process chemistry. In addition to material properties, the process integration for the copper metallization was studied making compatibility experiments on different surface materials. Based on these studies, titanium nitride and tungsten nitride processes were found to be incompatible with copper metal. However, tungsten nitride carbide film was compatible with copper and exhibited the most promising properties to be integrated for the copper metallization scheme. The process scale-up on 300 mm wafer comprised extensive film uniformity studies, which improved understanding of non-uniformity sources of the ALD growth and the process-specific requirements for the ALD reactor design. Based on these studies, it was discovered that the TiN process from titanium tetrachloride and ammonia required the reactor design of perpendicular flow for successful scale-up. The copper metallization scheme also includes process steps of the copper oxide reduction prior to the barrier deposition and the copper seed deposition prior to the copper metal deposition. Easy and simple copper oxide reduction process was developed, where the substrate was exposed gaseous reducing agent under vacuum and at elevated temperature. Because the reduction was observed efficient enough to reduce thick copper oxide film, the process was considered also as an alternative method to make the copper seed film via copper oxide reduction.

Modeling ecological and evolutionary processes in spatially structured populations

Many species inhabit fragmented landscapes, resulting either from anthropogenic or from natural processes. The ecological and evolutionary dynamics of spatially structured populations are affected by a complex interplay between endogenous and exogenous factors. The metapopulation approach, simplifying the landscape to a discrete set of patches of breeding habitat surrounded by unsuitable matrix, has become a widely applied paradigm for the study of species inhabiting highly fragmented landscapes. In this thesis, I focus on the construction of biologically realistic models and their parameterization with empirical data, with the general objective of understanding how the interactions between individuals and their spatially structured environment affect ecological and evolutionary processes in fragmented landscapes. I study two hierarchically structured model systems, which are the Glanville fritillary butterfly in the Åland Islands, and a system of two interacting aphid species in the Tvärminne archipelago, both being located in South-Western Finland. The interesting and challenging feature of both study systems is that the population dynamics occur over multiple spatial scales that are linked by various processes. My main emphasis is in the development of mathematical and statistical methodologies. For the Glanville fritillary case study, I first build a Bayesian framework for the estimation of death rates and capture probabilities from mark-recapture data, with the novelty of accounting for variation among individuals in capture probabilities and survival. I then characterize the dispersal phase of the butterflies by deriving a mathematical approximation of a diffusion-based movement model applied to a network of patches. I use the movement model as a building block to construct an individual-based evolutionary model for the Glanville fritillary butterfly metapopulation. I parameterize the evolutionary model using a pattern-oriented approach, and use it to study how the landscape structure affects the evolution of dispersal. For the aphid case study, I develop a Bayesian model of hierarchical multi-scale metapopulation dynamics, where the observed extinction and colonization rates are decomposed into intrinsic rates operating specifically at each spatial scale. In summary, I show how analytical approaches, hierarchical Bayesian methods and individual-based simulations can be used individually or in combination to tackle complex problems from many different viewpoints. In particular, hierarchical Bayesian methods provide a useful tool for decomposing ecological complexity into more tractable components.

Towards real-time understanding of processes in pharmaceutical powder technology

There is a need for better understanding of the processes and new ideas to develop traditional pharmaceutical powder manufacturing procedures. Process analytical technology (PAT) has been developed to improve understanding of the processes and establish methods to monitor and control processes. The interest is in maintaining and even improving the whole manufacturing process and the final products at real-time. Process understanding can be a foundation for innovation and continuous improvement in pharmaceutical development and manufacturing. New methods are craved for to increase the quality and safety of the final products faster and more efficiently than ever before. The real-time process monitoring demands tools, which enable fast and noninvasive measurements with sufficient accuracy. Traditional quality control methods have been laborious and time consuming and they are performed off line i.e. the analysis has been removed from process area. Vibrational spectroscopic methods are responding this challenge and their utilisation have increased a lot during the past few years. In addition, other methods such as colour analysis can be utilised in noninvasive real-time process monitoring. In this study three pharmaceutical processes were investigated: drying, mixing and tabletting. In addition tablet properties were evaluated. Real-time monitoring was performed with NIR and Raman spectroscopies, colour analysis, particle size analysis and compression data during tabletting was evaluated using mathematical modelling. These methods were suitable for real-time monitoring of pharmaceutical unit operations and increase the knowledge of the critical parameters in the processes and the phenomena occurring during operations. They can improve our process understanding and therefore, finally, enhance the quality of final products.

The ozone transfer between atmosphere and vegetation. A study on Scots pine in the field

Ozone (O3) is a reactive gas present in the troposphere in the range of parts per billion (ppb), i.e. molecules of O3 in 109 molecules of air. Its strong oxidative capacity makes it a key element in tropospheric chemistry and a threat to the integrity of materials, including living organisms. Knowledge and control of O3 levels are an issue in relation to indoor air quality, building material endurance, respiratory human disorders, and plant performance. Ozone is also a greenhouse gas and its abundance is relevant to global warming. The interaction of the lower troposphere with vegetated landscapes results in O3 being removed from the atmosphere by reactions that lead to the oxidation of plant-related components. Details on the rate and pattern of removal on different landscapes as well as the ultimate mechanisms by which this occurs are not fully resolved. This thesis analysed the controlling processes of the transfer of ozone at the air-plant interface. Improvement in the knowledge of these processes benefits the prediction of both atmospheric removal of O3 and its impact on vegetation. This study was based on the measurement and analysis of multi-year field measurements of O3 flux to Scots pine (Pinus sylvestris L.) foliage with a shoot-scale gas-exchange enclosure system. In addition, the analyses made use of simultaneous CO2 and H2O exchange, canopy-scale O3, CO2 and H2O exchange, foliage surface wetness, and environmental variables. All data was gathered at the SMEAR measuring station (southern Finland). Enclosure gas-exchange techniques such as those commonly used for the measure of CO2 and water vapour can be applied to the measure of ozone gas-exchange in the field. Through analysis of the system dynamics the occurring disturbances and noise can be identified. In the system used in this study, the possible artefacts arising from the ozone reactivity towards the system materials in combination with low background concentrations need to be taken into account. The main artefact was the loss of ozone towards the chamber walls, which was found to be very variable. The level of wall-loss was obtained from simultaneous and continuous measurements, and was included in the formulation of the mass balance of O3 concentration inside the chamber. The analysis of the field measurements in this study show that the flux of ozone to the Scots pine foliage is generated in about equal proportions by stomatal and non-stomatal controlled processes. Deposition towards foliage and forest is sustained also during night and winter when stomatal gas-exchange is low or absent. The non-stomatal portion of the flux was analysed further. The pattern of flux in time was found to be an overlap of the patterns of biological activity and presence of wetness in the environment. This was seen to occur both at the shoot and canopy scale. The presence of wetness enhanced the flux not only in the presence of liquid droplets but also during existence of a moisture film on the plant surfaces. The existence of these films and their relation to the ozone sinks was determined by simultaneous measurements of leaf surface wetness and ozone flux. The results seem to suggest ozone would be reacting at the foliage surface and the reaction rate would be mediated by the presence of surface wetness. Alternative mechanisms were discussed, including nocturnal stomatal aperture and emission of reactive volatile compounds. The prediction of the total flux could thus be based on a combination of a model of stomatal behaviour and a model of water absorption on the foliage surfaces. The concepts behind the division of stomatal and non-stomatal sinks were reconsidered. This study showed that it is theoretically possible that a sink located before or near the stomatal aperture prevents or diminishes the diffusion of ozone towards the intercellular air space of the mesophyll. This obstacle to stomatal diffusion happens only under certain conditions, which include a very low presence of reaction sites in the mesophyll, an extremely strong sink located on the outer surfaces or stomatal pore. The relevance, or existence, of this process in natural conditions would need to be assessed further. Potentially strong reactions were considered, including dissolved sulphate, volatile organic compounds, and apoplastic ascorbic acid. Information on the location and the relative abundance of these compounds would be valuable. The highest total flux towards the foliage and forest happens when both the plant activity and ambient moisture are high. The highest uptake into the interior of the foliage happens at large stomatal apertures, provided that scavenging reactions located near the stomatal pore are weak or non-existent. The discussion covers the methodological developments of this study, the relevance of the different controlling factors of ozone flux, the partition amongst its component, and the possible mechanisms of non-stomatal uptake.

Plant secondary compounds and soil microbial processes in carbon and nitrogen cycling in relation to tree species

The aim of this study was to explore soil microbial activities related to C and N cycling and the occurrence and concentrations of two important groups of plant secondary compounds, terpenes and phenolic compounds, under silver birch (Betula pendula Roth), Norway spruce (Picea abies (L.) Karst) and Scots pine (Pinus sylvestris L.) as well as to study the effects of volatile monoterpenes and tannins on soil microbial activities. The study site, located in Kivalo, northern Finland, included ca. 70-year-old adjacent stands dominated by silver birch, Norway spruce and Scots pine. Originally the soil was very probably similar in all three stands. All forest floor layers (litter (L), fermentation layer (F) and humified layer (H)) under birch and spruce showed higher rates of CO2 production, greater net mineralisation of nitrogen and higher amounts of carbon and nitrogen in microbial biomass than did the forest floor layers under pine. Concentrations of mono-, sesqui-, di- and triterpenes were higher under both conifers than under birch, while the concentration of total water-soluble phenolic compounds as well as the concentration of condensed tannins tended to be higher or at least as high under spruce as under birch or pine. In general, differences between tree species in soil microbial activities and in concentrations of secondary compounds were smaller in the H layer than in the upper layers. The rate of CO2 production and the amount of carbon in the microbial biomass correlated highly positively with the concentration of total water-soluble phenolic compounds and positively with the concentration of condensed tannins. Exposure of soil to volatile monoterpenes and tannins extracted and fractionated from spruce and pine needles affected carbon and nitrogen transformations in soil, but the effects were dependent on the compound and its molecular structure. Monoterpenes decreased net mineralisation of nitrogen and probably had a toxic effect on part of the microbial population in soil, while another part of the microbes seemed to be able to use monoterpenes as a carbon source. With tannins, low-molecular-weight compounds (also compounds other than tannins) increased soil CO2 production and nitrogen immobilisation by soil microbes while the higher-molecular-weight condensed tannins had inhibitory effects. In conclusion, plant secondary compounds may have a great potential in regulation of C and N transformations in forest soils, but the real magnitude of their significance in soil processes is impossible to estimate.

Ecological processes and large-scale climate relationships in northern coniferous forests

Ilmasto vaikuttaa ekologisiin prosesseihin eri tasoilla. Suuren mittakaavan ilmastoprosessit, yhdessä ilmakehän ja valtamerien kanssa, säätelevät paikallisia sääilmiöitä suurilla alueilla (mantereista pallopuoliskoihin). Tämä väistöskirja pyrkii selittämään kuinka suuren mittakaavan ilmasto on vaikuttanut tiettyihin ekologisiin prosesseihin pohjoisella havumetsäalueella. Valitut prosessit olivat puiden vuosilustojen kasvu, metsäpalojen esiintyminen ja vuoristomäntykovakuoriaisen aiheuttamat puukuolemat. Suuren mittakaavan ilmaston löydettiin vaikuttaneen näiden prosessien esiintymistiheyteen, kestoon ja levinneisyyteen keskeisten sään muuttujien välityksellä hyvin laajoilla alueilla. Tutkituilla prosesseilla oli vahva yhteys laajan mittakaavan ilmastoon. Yhteys on kuitenkin ollut hyvin dynaaminen ja muuttunut 1900-luvulla ilmastonmuutoksen aiheuttaessa muutoksia suuren mittakaavan ja alueellisten ilmastoprosessien välisiin sisäisiin suhteisiin.

Integral Transformations of Volterra Gaussian Processes

We study integral representations of Gaussian processes with a pre-specified law in terms of other Gaussian processes. The dissertation consists of an introduction and of four research articles. In the introduction, we provide an overview about Volterra Gaussian processes in general, and fractional Brownian motion in particular. In the first article, we derive a finite interval integral transformation, which changes fractional Brownian motion with a given Hurst index into fractional Brownian motion with an other Hurst index. Based on this transformation, we construct a prelimit which formally converges to an analogous, infinite interval integral transformation. In the second article, we prove this convergence rigorously and show that the infinite interval transformation is a direct consequence of the finite interval transformation. In the third article, we consider general Volterra Gaussian processes. We derive measure-preserving transformations of these processes and their inherently related bridges. Also, as a related result, we obtain a Fourier-Laguerre series expansion for the first Wiener chaos of a Gaussian martingale. In the fourth article, we derive a class of ergodic transformations of self-similar Volterra Gaussian processes.

Below-ground processes in meadow soil under elevated ozone and carbon dioxide : - Greenhouse gas fluxes, N cycling and microbial communities

This thesis focuses on how elevated CO2 and/or O3 affect the below-ground processes in semi-natural vegetation, with an emphasis on greenhouse gases, N cycling and microbial communities. Meadow mesocosms mimicking lowland hay meadows in Jokioinen, SW Finland, were enclosed in open-top chambers and exposed to ambient and elevated levels of O3 (40-50 ppb) and/or CO2 (+100 ppm) for three consecutive growing season, while chamberless plots were used as chamber controls. Chemical and microbiological analyses as well as laboratory incubations of the mesocosm soils under different treatments were used to study the effects of O3 and/or CO2. Artificially constructed mesocosms were also compared with natural meadows with regards to GHG fluxes and soil characteristics. In addition to research conducted at the ecosystem level (i.e. the mesocosm study), soil microbial communities were also examined in a pot experiment with monocultures of individual species. By comparing mesocosms with similar natural plant assemblage, it was possible to demonstrate that artificial mesocosms simulated natural habitats, even though some differences were found in the CH4 oxidation rate, soil mineral N, and total C and N concentrations in the soil. After three growing seasons of fumigations, the fluxes of N2O, CH4, and CO2 were decreased in the NF+O3 treatment, and the soil NH4+-N and mineral N concentrations were lower in the NF+O3 treatment than in the NF control treatment. The mesocosm soil microbial communities were affected negatively by the NF+O3 treatment, as the total, bacterial, actinobacterial, and fungal PLFA biomasses as well as the fungal:bacterial biomass ratio decreased under elevated O3. In the pot survey, O3 decreased the total, bacterial, actinobacterial, and mycorrhizal PLFA biomasses in the bulk soil and affected the microbial community structure in the rhizosphere of L. pratensis, whereas the bulk soil and rhizosphere of the other monoculture, A. capillaris, remained unaffected by O3. Elevated CO2 caused only minor and insignificant changes in the GHG fluxes, N cycling, and the microbial community structure. In the present study, the below-ground processes were modified after three years of moderate O3 enhancement. A tentative conclusion is that a decrease in N availability may have feedback effects on plant growth and competition and affect the N cycling of the whole meadow ecosystem. Ecosystem level changes occur slowly, and multiplication of the responses might be expected in the long run.