104 resultados para robust hedging


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Modeling volcanic phenomena is complicated by free-surfaces often supporting large rheological gradients. Analytical solutions and analogue models provide explanations for fundamental characteristics of lava flows. But more sophisticated models are needed, incorporating improved physics and rheology to capture realistic events. To advance our understanding of the flow dynamics of highly viscous lava in Peléean lava dome formation, axi-symmetrical Finite Element Method (FEM) models of generic endogenous dome growth have been developed. We use a novel technique, the level-set method, which tracks a moving interface, leaving the mesh unaltered. The model equations are formulated in an Eulerian framework. In this paper we test the quality of this technique in our numerical scheme by considering existing analytical and experimental models of lava dome growth which assume a constant Newtonian viscosity. We then compare our model against analytical solutions for real lava domes extruded on Soufrière, St. Vincent, W.I. in 1979 and Mount St. Helens, USA in October 1980 using an effective viscosity. The level-set method is found to be computationally light and robust enough to model the free-surface of a growing lava dome. Also, by modeling the extruded lava with a constant pressure head this naturally results in a drop in extrusion rate with increasing dome height, which can explain lava dome growth observables more appropriately than when using a fixed extrusion rate. From the modeling point of view, the level-set method will ultimately provide an opportunity to capture more of the physics while benefiting from the numerical robustness of regular grids.

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Recently Adams and Bischof (1994) proposed a novel region growing algorithm for segmenting intensity images. The inputs to the algorithm are the intensity image and a set of seeds - individual points or connected components - that identify the individual regions to be segmented. The algorithm grows these seed regions until all of the image pixels have been assimilated. Unfortunately the algorithm is inherently dependent on the order of pixel processing. This means, for example, that raster order processing and anti-raster order processing do not, in general, lead to the same tessellation. In this paper we propose an improved seeded region growing algorithm that retains the advantages of the Adams and Bischof algorithm fast execution, robust segmentation, and no tuning parameters - but is pixel order independent. (C) 1997 Elsevier Science B.V.

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The avian hippocampus plays a pivotal role in memory required for spatial navigation and food storing. Here we have examined synaptic transmission and plasticity within the hippocampal formation of the domestic chicken using an in vitro slice preparation. With the use of sharp microelectrodes we have shown that excitatory synaptic inputs in this structure are glutamatergic and activate both NMDA-and AMPA-type receptors on the postsynaptic membrane. In response to tetanic stimulation, the EPSP displayed a robust long-term potentiation (LTP) lasting >1 hr. This LTP was unaffected by blockade of NMDA receptors or chelation of postsynaptic calcium. Application of forskolin increased the EPSP and reduced paired-pulse facilitation: (PPF), indicating an increase in release probability. In contrast, LTP was not associated with a change in the PPF ratio. Induction of LTP did not occlude the effects of forskolin. Thus, in contrast to NMDA receptor-independent LTP in the mammalian brain, LTP in the chicken hippocampus is not attributable to a change in the probability of transmitter release and does not require activation of adenylyl cyclase, These findings indicate that a novel form of synaptic plasticity might underlie learning in the avian hippocampus.

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The problem of extracting pore size distributions from characterization data is solved here with particular reference to adsorption. The technique developed is based on a finite element collocation discretization of the adsorption integral, with fitting of the isotherm data by least squares using regularization. A rapid and simple technique for ensuring non-negativity of the solutions is also developed which modifies the original solution having some negativity. The technique yields stable and converged solutions, and is implemented in a package RIDFEC. The package is demonstrated to be robust, yielding results which are less sensitive to experimental error than conventional methods, with fitting errors matching the known data error. It is shown that the choice of relative or absolute error norm in the least-squares analysis is best based on the kind of error in the data. (C) 1998 Elsevier Science Ltd. All rights reserved.

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A sensitive high-performance liquid chromatographic assay has been developed for measuring plasma concentrations of methotrexate and its major metabolite, 7-hydroxymethotrexate. Methotrexate and metabolite were extracted from plasma using solid-phase extraction. An internal standard, aminopterin was used. Chromatographic separation was achieved using a 15-cm poly(styrene-divinylbenzene) (PRP-1(R)) column. This column is more robust than a silica-based stationary phase. Post column, the eluent was irradiated with UV light, producing fluorescent photolytic degradation products of methotrexate and the metabolite. The excitation and emission wavelengths of fluorescence detection were at 350 and 435 nm, respectively. The mobile phase consisted of 0.1 M phosphate buffer (pH 6.5), with 6% N,N-dimethylformamide and 0.2% of 30% hydrogen peroxide. The absolute recoveries for methotrexate and 7-hydroxymethotrexate were greater than 86%. Precision, expressed as a coefficient of variation (n=6), was

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Krylov subspace techniques have been shown to yield robust methods for the numerical computation of large sparse matrix exponentials and especially the transient solutions of Markov Chains. The attractiveness of these methods results from the fact that they allow us to compute the action of a matrix exponential operator on an operand vector without having to compute, explicitly, the matrix exponential in isolation. In this paper we compare a Krylov-based method with some of the current approaches used for computing transient solutions of Markov chains. After a brief synthesis of the features of the methods used, wide-ranging numerical comparisons are performed on a power challenge array supercomputer on three different models. (C) 1999 Elsevier Science B.V. All rights reserved.AMS Classification: 65F99; 65L05; 65U05.

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Multiple sampling is widely used in vadose zone percolation experiments to investigate the extent in which soil structure heterogeneities influence the spatial and temporal distributions of water and solutes. In this note, a simple, robust, mathematical model, based on the beta-statistical distribution, is proposed as a method of quantifying the magnitude of heterogeneity in such experiments. The model relies on fitting two parameters, alpha and zeta to the cumulative elution curves generated in multiple-sample percolation experiments. The model does not require knowledge of the soil structure. A homogeneous or uniform distribution of a solute and/or soil-water is indicated by alpha = zeta = 1, Using these parameters, a heterogeneity index (HI) is defined as root 3 times the ratio of the standard deviation and mean. Uniform or homogeneous flow of water or solutes is indicated by HI = 1 and heterogeneity is indicated by HI > 1. A large value for this index may indicate preferential flow. The heterogeneity index relies only on knowledge of the elution curves generated from multiple sample percolation experiments and is, therefore, easily calculated. The index may also be used to describe and compare the differences in solute and soil-water percolation from different experiments. The use of this index is discussed for several different leaching experiments. (C) 1999 Elsevier Science B.V. All rights reserved.

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An automated method for extracting brain volumes from three commonly acquired three-dimensional (3D) MR images (proton density, T1 weighted, and T2-weighted) of the human head is described. The procedure is divided into four levels: preprocessing, segmentation, scalp removal, and postprocessing. A user-provided reference point is the sole operator-dependent input required, The method's parameters were first optimized and then fixed and applied to 30 repeat data sets from 15 normal older adult subjects to investigate its reproducibility. Percent differences between total brain volumes (TBVs) for the subjects' repeated data sets ranged from .5% to 2.2%. We conclude that the method is both robust and reproducible and has the potential for wide application.

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The macrocyclic cobalt hexaamines [Co(trans-diammac)](3+) and [Co(cis-diammac)](3+) (diammac = 6,13-dimethyl-1,4,8,11-tetraazacyclotetradecane-6,13-diamine) are capable of reducing the overpotential for hydrogen evolution on a mercury cathode in aqueous solution. Protons are reduced in a catalytic process involving reoxidation of the Co-II species to its parent Co-III complex. The cycle is robust at neutral pH with no decomposition of catalyst. The stability of the [Co(trans-diammac)](2+) and [Co(cis-diammac)](2+) complexes depends on the pH of the solution and the coordinating properties of the supporting electrolyte. Electrochemical studies indicate that the adsorbed Co-II complex on the surface of mercury is the active catalyst for the reduction of protons to dihydrogen.

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Hypoechinorhynchus robustus sp. n. is described from Notolabrus parilus (Richardson) (Labridae) from Pt Peron, Western Australia. It has a proboscis with 30 hooks arranged in ten longitudinal rows: 5 rows of a small apical spine, a large anterior hook and a small posterior spine, 5 rows of a large anterior hook, a middle spine and a posterior spine. The new species is distinguished from other species of the genus by having a set of 5 small apical spines anterior to the large hooks on the proboscis, by having lemnisci that barely extend beyond the proboscis receptacle and testes which are more adjacent than tandem. H. robustus also has robust trunk spines anteriorly. Re-examination of Hypoechinorhynchus alaeopis Yamaguti, 1939 (type species) revealed trunk spines that had been overlooked previously. The Hypoechinorhynchidae is made a junior synonym of Arhythmacanthidae because there is considerable overlap between the two family diagnoses, particularly in that both families have a proboscis armature that changes abruptly from small basal spines to large apical (or subapical if present) hooks. The genus Hypoechinorhynchus is placed in the subfamily Arhythmacanthinae because it has trunk spines and a spherical proboscis with few hooks (relative to other arhythmacanthid genera). It is also proposed that Heterosentis magellanicus (Szidat, 1950) be returned to the genus Hypoechinorhynchus since it was transferred to Heterosentis primarily because it had trunk spines. The other hypoechinorhynchid genus contained only Bolborhynchoides exiguus (Achmerov et Dombrowskaja-Achmerova, 1941) Achmerov, 1959 and is relegated to incertae sedis.

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We use the finite element method to model and predict the dissipative structures of chemical species for a nonequilibrium chemical reaction system in a fluid-saturated porous medium. In particular, we explore the conditions under which dissipative structures of the species may exist in the Brusselator type of nonequilibrium chemical reaction. Since this is the first time the finite element method and related strategies have been used to study the chemical instability problems in a fluid-saturated porous medium, it is essential to validate the method and strategies before they are put into application. For this purpose, we have rigorously derived the analytical solutions for dissipative structures of chemical species in a benchmark problem, which geometrically is a square. Comparison of the numerical solutions with the analytical ones demonstrates that the proposed numerical method and strategy are robust enough to solve chemical instability problems in a fluid-saturated porous medium. Finally, the related numerical results from two application examples indicate that both the regime and the magnitude of pore-fluid flow have significant effects on the nature of the dissipative structures that developed for a nonequilibrium chemical reaction system in a fluid-saturated porous medium. The motivation for this study is that self-organization under conditions of pore-fluid flow in a porous medium is a potential mechanism of the orebody formation and mineralization in the upper crust of the Earth. (C) 2000 Elsevier Science S.A. All rights reserved.

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This paper is devoted to the problems of finding the load flow feasibility, saddle node, and Hopf bifurcation boundaries in the space of power system parameters. The first part contains a review of the existing relevant approaches including not-so-well-known contributions from Russia. The second part presents a new robust method for finding the power system load flow feasibility boundary on the plane defined by any three vectors of dependent variables (nodal voltages), called the Delta plane. The method exploits some quadratic and linear properties of the load now equations and state matrices written in rectangular coordinates. An advantage of the method is that it does not require an iterative solution of nonlinear equations (except the eigenvalue problem). In addition to benefits for visualization, the method is a useful tool for topological studies of power system multiple solution structures and stability domains. Although the power system application is developed, the method can be equally efficient for any quadratic algebraic problem.

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1. The role of myoplasmic [Mg2+] on Ca2+ release from the sarcoplasmic reticulum (SR) was examined in the two major types of crustacean muscle fibres, the tonic, long sarcomere fibres and the phasic, short sarcomere fibres of the fresh mater decapod crustacean Cherax: destructor (yabby) and in the fast-twitch rat muscle fibres using the mechanically skinned muscle fibre preparation. 2. A robust Ca2+-induced Ca2+-release (CICR) mechanism was present in both long and short sarcomere fibres and 1 mM Mg2+ exerted a strong inhibitory action on the XR Ca2+ release in both fibre types. 3. The XR displayed different properties with respect to Ca2+ loading in the long and the short sarcomere fibres and marked functional differences were identified with respect to Mg2+ inhibition between the two crustacean fibre types. Thus, in long sarcomere fibres, the submaximally loaded XR was able to release Ca2+ when [Mg2+] was lowered from 1 to 0.01 mw in the presence of 8 mM ATP(total) and in the virtual absence of Ca2+ (< 5 nM) even when the CICR was suppressed. In contrast, negligible Ca2+ was released from the submaximally loaded SR of short sarcomere yabby fibres when [Mg2+] was lowered from 1. to 0.01 mM under the same conditions as for the long sarcomere fibres. Nevertheless, the rate of XR Ca2+ release in short sarcomere fibres increased markedly when [Mg2+] was lowered in the presence of [Ca2+] approaching the normal resting levels (50-100 nM). 4. Rat fibres were able to release SR Ca2+ at a faster rate than the long sarcomere yabby fibres when [Mg2+] was lowered from 1 to 0.01 mM in the virtual absence of Ca2+ but, unlike with yabby fibres, the net rate of Ca2+ release was actually increased for conditions that were considerably less favourable to CICR. 5. In summary it is concluded that crustacean skeletal muscles have more that one functional type of Ca2+-release channels, that these channels display properties that are intermediate between those of mammalian skeletal and cardiac isoforms, that the inhibition exerted by Mg2+ at rest on the crustacean SR Ca2+-release channels must be removed during excitation-contraction coupling and that, unlike in crustacean fibres, CICR cannot play the major role in the activation of XR Ca2+-release channels in the rat skeletal muscle.

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The Australian unemployment rate has fallen to its lowest level since 1989, and looks likely to fall further, perhaps even reaching the rate of 5 per cent, widely regarded as full employment. However, this relatively favourable outcome has been achieved only after a cyclical expansion so long and robust that it has been widely regarded as miraculous. It is important therefore, to consider whether recent reductions in unemployment will be maintained when the current expansion ends, and whether alternative policies could produce stronger and more sustainable growth in employment.

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Matrix population models, elasticity analysis and loop analysis can potentially provide powerful techniques for the analysis of life histories. Data from a capture-recapture study on a population of southern highland water skinks (Eulamprus tympanum) were used to construct a matrix population model. Errors in elasticities were calculated by using the parametric bootstrap technique. Elasticity and loop analyses were then conducted to identify the life history stages most important to fitness. The same techniques were used to investigate the relative importance of fast versus slow growth, and rapid versus delayed reproduction. Mature water skinks were long-lived, but there was high immature mortality. The most sensitive life history stage was the subadult stage. It is suggested that life history evolution in E. tympanum may be strongly affected by predation, particularly by birds. Because our population declined over the study, slow growth and delayed reproduction were the optimal life history strategies over this period. Although the techniques of evolutionary demography provide a powerful approach for the analysis of life histories, there are formidable logistical obstacles in gathering enough high-quality data for robust estimates of the critical parameters.