Molecular dynamics studies of nanoparticle impacts

This thesis concerns the dynamics of nanoparticle impacts on solid surfaces. These impacts occur, for instance, in space, where micro- and nanometeoroids hit surfaces of planets, moons, and spacecraft. On Earth, materials are bombarded with nanoparticles in cluster ion beam devices, in order to clean or smooth their surfaces, or to analyse their elemental composition. In both cases, the result depends on the combined effects of countless single impacts. However, the dynamics of single impacts must be understood before the overall effects of nanoparticle radiation can be modelled. In addition to applications, nanoparticle impacts are also important to basic research in the nanoscience field, because the impacts provide an excellent case to test the applicability of atomic-level interaction models to very dynamic conditions. In this thesis, the stopping of nanoparticles in matter is explored using classical molecular dynamics computer simulations. The materials investigated are gold, silicon, and silica. Impacts on silicon through a native oxide layer and formation of complex craters are also simulated. Nanoparticles up to a diameter of 20 nm (315000 atoms) were used as projectiles. The molecular dynamics method and interatomic potentials for silicon and gold are examined in this thesis. It is shown that the displacement cascade expansionmechanism and crater crown formation are very sensitive to the choice of atomic interaction model. However, the best of the current interatomic models can be utilized in nanoparticle impact simulation, if caution is exercised. The stopping of monatomic ions in matter is understood very well nowadays. However, interactions become very complex when several atoms impact on a surface simultaneously and within a short distance, as happens in a nanoparticle impact. A high energy density is deposited in a relatively small volume, which induces ejection of material and formation of a crater. Very high yields of excavated material are observed experimentally. In addition, the yields scale nonlinearly with the cluster size and impact energy at small cluster sizes, whereas in macroscopic hypervelocity impacts, the scaling 2 is linear. The aim of this thesis is to explore the atomistic mechanisms behind the nonlinear scaling at small cluster sizes. It is shown here that the nonlinear scaling of ejected material yield disappears at large impactor sizes because the stopping mechanism of nanoparticles gradually changes to the same mechanism as in macroscopic hypervelocity impacts. The high yields at small impactor size are due to the early escape of energetic atoms from the hot region. In addition, the sputtering yield is shown to depend very much on the spatial initial energy and momentum distributions that the nanoparticle induces in the material in the first phase of the impact. At the later phases, the ejection of material occurs by several mechanisms. The most important mechanism at high energies or at large cluster sizes is atomic cluster ejection from the transient liquid crown that surrounds the crater. The cluster impact dynamics detected in the simulations are in agreement with several recent experimental results. In addition, it is shown that relatively weak impacts can induce modifications on the surface of an amorphous target over a larger area than was previously expected. This is a probable explanation for the formation of the complex crater shapes observed on these surfaces with atomic force microscopy. Clusters that consist of hundreds of thousands of atoms induce long-range modifications in crystalline gold.

Fen ecosystem carbon gas dynamics in changing hydrological conditions

Northern peatlands are thought to store one third of all soil carbon (C). Besides the C sink function, peatlands are one of the largest natural sources of methane (CH4) to the atmosphere. Climate change may affect the C gas dynamics as well as the labile C pool. Because the peatland C sequestration and CH4 emissions are governed by high water levels, changes in hydrology are seen as the driving factor in peatland ecosystem change. This study aimed to quantify the carbon dioxide (CO2) and CH4 dynamics of a fen ecosystem at different spatial scales: plant community components scale, plant community scale and ecosystem scale, under hydrologically normal and water level drawdown conditions. C gas exchange was measured in two fens in southern Finland applying static chamber and eddy covariance techniques. During hydrologically normal conditions, the ecosystem was a CO2 sink and CH4 source to the atmosphere. Sphagnum mosses and sedges were the most important contributors to the community photosynthesis. The presence of sedges had a major positive impact on CH4 emissions while dwarf shrubs had a slightly attenuating impact. C fluxes varied considerably between the plant communities. Therefore, their proportions determined the ecosystem scale fluxes. An experimental water level drawdown markedly reduced the photosynthesis and respiration of sedges and Sphagnum mosses and benefited shrubs. Consequently, changes were smaller at the ecosystem scale than at the plant group scale. The decrease in photosynthesis and the increase in respiration, mostly peat respiration, made the fen a smaller CO2 sink. CH4 fluxes were significantly lowered, close to zero. The impact of natural droughts was similar to, although more modest than, the impact of the experimental water level drawdown. The results are applicable to the short term impacts of the water level drawdown and to climatic conditions in which droughts become more frequent.

Stand structural dynamics on pristine and managed boreal peatlands

The objectives of this study were to investigate the stand structure and succession dynamics in Scots pine (Pinus sylvestris L.) stands on pristine peatlands and in Scots pine and Norway spruce (Picea abies (L.) Karst.) dominated stands on drained peatlands. Furthermore, my focus was on characterising how the inherent and environmental factors and the intermediate thinnings modify the stand structure and succession. For pristine peatlands, the study was based on inventorial stand data, while for drained peatlands, longitudinal data from repeatedly measured stands were utilised. The studied sites covered the most common peatland site types in Finland. They were classified into two categories according to the ecohydrological properties related to microsite variation and nutrient levels within sites. Tree DBH and age distributions in relation to climate and site type were used to study the stand dynamics on pristine sites. On drained sites, the Weibull function was used to parameterise the DBH distributions and mixed linear models were constructed to characterise the impacts of different ecological factors on stand dynamics. On pristine peatlands, both climate and the ecohydrology of the site proved to be crucial factors determining the stand structure and its dynamics. Irrespective of the vegetation succession, enhanced site productivity and increased stand stocking they significantly affected the stand dynamics also on drained sites. On the most stocked sites on pristine peatlands the inter-tree competition seemed to also be a significant factor modifying stand dynamics. Tree age and size diversity increased with stand age, but levelled out in the long term. After drainage, the stand structural unevenness increased due to the regeneration and/or ingrowth of the trees. This increase was more pronounced on sparsely forested composite sites than on more fully stocked genuine forested sites in Scots pine stands, which further undergo the formation of birch and spruce undergrowth beneath the overstory as succession proceeds. At 20-30 years after drainage the structural heterogeneity started to decrease, indicating increased inter-tree competition, which increased the mortality of suppressed trees within stand. Peatland stands are more dynamic than anticipated and are generally not characterized by a balanced, self-perpetuating structure. On pristine sites, various successional pathways are possible, whereas on drained sites the succession has more uniform trend. Typically, stand succession proceeds without any distinct developmental stages on pristine peatlands, whereas on drained peatlands, at least three distinct stages could be identified. Thinnings had only little impact on the stand succession. The new information on stand dynamics may be utilised, e.g. in forest management planning to facilitate the allocation of the growth resources to the desired crop component by appropriate silvicultural treatments, as well as assist in assessing the effects of the climate change on the forested boreal peatlands.

The decline of northern malaria and population dynamics of Plamodium vivax

Europe was declared malaria free in 1975. The disappearance of malaria has traditionally been attributed to numerous deliberate actions like vector control, the screening of houses, more efficient medication etc. Malaria, however, disappeared from many countries like Finland before any counter measures had even started. The aim of this thesis is to study the population ecology of P. vivax and its interaction with the human host and the vector. By finding the factors that attributed to the extinction of vivax malaria it might be possible to improve the modern strategy against P. vivax. The parasite was studied with data from Finland, which provides the longest time series (1749-2008) of malaria statistics in the world. The malaria vectors, Anopheles messeae and A. beklemishevi are still common species in the country. The eradication of vivax malaria is difficult because the parasite has a dormant stage that can cause a relapse long after a primary infection. It was now shown that P. vivax is able to detect the presence of a potential vector. A dormant stage is triggered even from a bite of an uninfected Anopheles mosquito. This optimizes the chances for the Plasmodium to reach a mosquito vector for sexual reproduction. The longevity of the dormant stage could be shown to be at least nine years. The parasite spends several years in its human host and the behaviour of the human carrier had a profound impact on the decline of the disease in Finland. Malaria spring epidemics could be explained by a previous warm summer. Neither annual nor summer mean temperature had any impact on the long term malaria trend. Malaria disappeared slowly from Finland without mosquito control. The sociological change from extended families to nuclear families led to decreased household size. The decreased household size correlated strongly with the decline of malaria. That led to an increased isolation of the subpopulations of P. vivax. Their habitat consisted of the bedrooms in which human carriers slept together with the overwintering vectors. The isolation of the parasite ultimately led to the extinction of vivax malaria. Metapopulation models adapted to local conditions should therefore be implemented as a tool for settlement planning and socio-economic development and become an integrated part of the fight against malaria.

Eurasian large mammal dynamics in response to changing environments during the Late Neogene

Nisäkkäiden levinneisyyteen, niiden morfologisiin ja ekologisiin piirteisiin vaikuttavat ympäristön sekä lyhyet että pitkäkestoiset muutokset, etenkin ilmaston ja kasvillisuuden vaihtelut. Työssä tutkittiin nisäkkäiden sopeutumista ilmastonmuutoksiin Euraasiassa viimeisen 24 miljoonan vuoden aikana. Tutkimuksessa keskityttiin varsinkin viimeiseen kahteen miljoonaan vuoteen, jonka aikana ilmasto muuttui voimakkaasti ja ihmisen toiminta alkoi tulla merkittäväksi. Tämän takia on usein vaikea erottaa, kummasta em. seikasta jonkin nisäkäslajin sukupuutto tai häviäminen alueelta johtui. Aineistona käytettiin laajaa venäjänkielistä kirjallisuutta, josta löytyvät tiedot ovat kääntämättöminä jääneet aiemmin länsimaisen tutkimuksen ulkopuolelle. Työssä käytettiin myös NOW-tietokantaa, jossa on fossiilisten nisäkkäiden löytöpaikat sekä niiden iät.

Computational fluid dynamics simulations in aerosol and nucleation studies

Nucleation is the first step in the formation of a new phase inside a mother phase. Two main forms of nucleation can be distinguished. In homogeneous nucleation, the new phase is formed in a uniform substance. In heterogeneous nucleation, on the other hand, the new phase emerges on a pre-existing surface (nucleation site). Nucleation is the source of about 30% of all atmospheric aerosol which in turn has noticeable health effects and a significant impact on climate. Nucleation can be observed in the atmosphere, studied experimentally in the laboratory and is the subject of ongoing theoretical research. This thesis attempts to be a link between experiment and theory. By comparing simulation results to experimental data, the aim is to (i) better understand the experiments and (ii) determine where the theory needs improvement. Computational fluid dynamics (CFD) tools were used to simulate homogeneous onecomponent nucleation of n-alcohols in argon and helium as carrier gases, homogeneous nucleation in the water-sulfuric acid-system, and heterogeneous nucleation of water vapor on silver particles. In the nucleation of n-alcohols, vapor depletion, carrier gas effect and carrier gas pressure effect were evaluated, with a special focus on the pressure effect whose dependence on vapor and carrier gas properties could be specified. The investigation of nucleation in the water-sulfuric acid-system included a thorough analysis of the experimental setup, determining flow conditions, vapor losses, and nucleation zone. Experimental nucleation rates were compared to various theoretical approaches. We found that none of the considered theoretical descriptions of nucleation captured the role of water in the process at all relative humidities. Heterogeneous nucleation was studied in the activation of silver particles in a TSI 3785 particle counter which uses water as its working fluid. The role of the contact angle was investigated and the influence of incoming particle concentrations and homogeneous nucleation on counting efficiency determined.

Carbon dynamics in peatlands under changing hydrology : Effects of water level drawdown on litter quality, microbial enzyme activities and litter decomposition rates

Pristine peatlands are carbon (C) accumulating wetland ecosystems sustained by a high water level (WL) and consequent anoxia that slows down decomposition. Persistent WL drawdown as a response to climate and/or land-use change directly affects decomposition: increased oxygenation stimulates decomposition of the old C (peat) sequestered under prior anoxic conditions. Responses of the new C (plant litter) in terms of quality, production and decomposability, and the consequences for the whole C cycle of peatlands are not fully understood. WL drawdown induces changes in plant community resulting in shift in dominance from Sphagnum and graminoids to shrubs and trees. There is increasing evidence that the indirect effects of WL drawdown via the changes in plant communities will have more impact on the ecosystem C cycling than any direct effects. The aim of this study is to disentangle the direct and indirect effects of WL drawdown on the new C by measuring the relative importance of 1) environmental parameters (WL depth, temperature, soil chemistry) and 2) plant community composition on litter production, microbial activity, litter decomposition rates and, consequently, on the C accumulation. This information is crucial for modelling C cycle under changing climate and/or land-use. The effects of WL drawdown were tested in a large-scale experiment with manipulated WL at two time scales and three nutrient regimes. Furthermore, the effect of climate on litter decomposability was tested along a north-south gradient. Additionally, a novel method for estimating litter chemical quality and decomposability was explored by combining Near infrared spectroscopy with multivariate modelling. WL drawdown had direct effects on litter quality, microbial community composition and activity and litter decomposition rates. However, the direct effects of WL drawdown were overruled by the indirect effects via changes in litter type composition and production. Short-term (years) responses to WL drawdown were small. In long-term (decades), dramatically increased litter inputs resulted in large accumulation of organic matter in spite of increased decomposition rates. Further, the quality of the accumulated matter greatly changed from that accumulated in pristine conditions. The response of a peatland ecosystem to persistent WL drawdown was more pronounced at sites with more nutrients. The study demonstrates that the shift in vegetation composition as a response to climate and/or land-use change is the main factor affecting peatland ecosystem C cycle and thus dynamic vegetation is a necessity in any models applied for estimating responses of C fluxes to changes in the environment. The time scale for vegetation changes caused by hydrological changes needs to extend to decades. This study provides grouping of litter types (plant species and part) into functional types based on their chemical quality and/or decomposability that the models could utilize. Further, the results clearly show a drop in soil temperature as a response to WL drawdown when an initially open peatland converts into a forest ecosystem, which has not yet been considered in the existing models.

Intraday Dynamics of International Equity Markets

The increased availability of high frequency data sets have led to important new insights in understanding of financial markets. The use of high frequency data is interesting and persuasive, since it can reveal new information that cannot be seen in lower data aggregation. This dissertation explores some of the many important issues connected with the use, analysis and application of high frequency data. These include the effects of intraday seasonal, the behaviour of time varying volatility, the information content of various market data, and the issue of inter market linkages utilizing high frequency 5 minute observations from major European and the U.S stock indices, namely DAX30 of Germany, CAC40 of France, SMI of Switzerland, FTSE100 of the UK and SP500 of the U.S. The first essay in the dissertation shows that there are remarkable similarities in the intraday behaviour of conditional volatility across European equity markets. Moreover, the U.S macroeconomic news announcements have significant cross border effect on both, European equity returns and volatilities. The second essay reports substantial intraday return and volatility linkages across European stock indices of the UK and Germany. This relationship appears virtually unchanged by the presence or absence of the U.S stock market. However, the return correlation among the U.K and German markets rises significantly following the U.S stock market opening, which could largely be described as a contemporaneous effect. The third essay sheds light on market microstructure issues in which traders and market makers learn from watching market data, and it is this learning process that leads to price adjustments. This study concludes that trading volume plays an important role in explaining international return and volatility transmissions. The examination concerning asymmetry reveals that the impact of the positive volume changes is larger on foreign stock market volatility than the negative changes. The fourth and the final essay documents number of regularities in the pattern of intraday return volatility, trading volume and bid-ask spreads. This study also reports a contemporaneous and positive relationship between the intraday return volatility, bid ask spread and unexpected trading volume. These results verify the role of trading volume and bid ask quotes as proxies for information arrival in producing contemporaneous and subsequent intraday return volatility. Moreover, asymmetric effect of trading volume on conditional volatility is also confirmed. Overall, this dissertation explores the role of information in explaining the intraday return and volatility dynamics in international stock markets. The process through which the information is incorporated in stock prices is central to all information-based models. The intraday data facilitates the investigation that how information gets incorporated into security prices as a result of the trading behavior of informed and uninformed traders. Thus high frequency data appears critical in enhancing our understanding of intraday behavior of various stock markets’ variables as it has important implications for market participants, regulators and academic researchers.

Volatility Smile Dynamics in Scenario Analysis

The objective of this paper is to suggest a method that accounts for the impact of the volatility smile dynamics when performing scenario analysis for a portfolio consisting of vanilla options. As the volatility smile is documented to change at least with the level of implied at-the-money volatility, a suitable model is here included in the calculation process of the simulated market scenarios. By constructing simple portfolios of index options and comparing the ex ante risk exposure measured using different pricing methods to realized market values, ex post, the improvements of the incorporation of the model are monitored. The analyzed examples in the study generate results that statistically support that the most accurate scenarios are those calculated using the model accounting for the dynamics of the smile. Thus, we show that the differences emanating from the volatility smile are apparent and should be accounted for and that the methodology presented herein is one suitable alternative for doing so.

Trade Liberalization, Heterogeneous Firms and Industrial Dynamics

This master thesis studies how trade liberalization affects the firm-level productivity and industrial evolution. To do so, I built a dynamic model that considers firm-level productivity as endogenous to investigate the influence of trade on firm’s productivity and the market structure. In the framework, heterogeneous firms in the same industry operate differently in equilibrium. Specifically, firms are ex ante identical but heterogeneity arises as an equilibrium outcome. Under the setting of monopolistic competition, this type of model yields an industry that is represented not by a steady-state outcome, but by an evolution that rely on the decisions made by individual firms. I prove that trade liberalization has a general positive impact on technological adoption rates and hence increases the firm-level productivity. Besides, this endogenous technology adoption model also captures the stylized facts: exporting firms are larger and more productive than their non-exporting counterparts in the same sector. I assume that the number of firms is endogenous, since, according to the empirical literature, the industrial evolution shows considerably different patterns across countries; some industries experience large scale of firms’ exit in the period of contracting market shares, while some industries display relative stable number of firms or gradually increase quantities. The special word “shakeout” is used to describe the dramatic decrease in the number of firms. In order to explain the causes of shakeout, I construct a model where forward-looking firms decide to enter and exit the market on the basis of their state of technology. In equilibrium, firms choose different dates to adopt innovation which generate a gradual diffusion process. It is exactly this gradual diffusion process that generates the rapid, large-scale exit phenomenon. Specifically, it demonstrates that there is a positive feedback between firm’s exit and adoption, the reduction in the number of firms increases the incentives for remaining firms to adopt innovation. Therefore, in the setting of complete information, this model not only generates a shakeout but also captures the stability of an industry. However, the solely national view of industrial evolution neglects the importance of international trade in determining the shape of market structure. In particular, I show that the higher trade barriers lead to more fragile markets, encouraging the over-entry in the initial stage of industry life cycle and raising the probability of a shakeout. Therefore, more liberalized trade generates more stable market structure from both national and international viewpoints. The main references are Ederington and McCalman(2008,2009).