Term structure of interest rates. European financial integration

In this paper we estimate, analyze and compare the term structures of interest rates in six different countries over the period 1992-2004. We apply the Nelson-Siegel model to obtain the term structures of interest rates at weekly intervals. A total of 4,038 curves are estimated and analyzed. Four European Monetary Union countries¿Spain, France, Germany and Italy¿are included. The UK is also included as a European non-member of the Monetary Union. Finally the US completes the analysis. The goal is to determine the differences in the shapes of the term structure of interest rates among these countries. Likewise, we can determine the most usual term structure shapes that appear for each country.*****

Growth of unstable interfaces in disordered media

The effects of a disordered medium in the growth of unstable interfaces are studied by means of two local models with multiplicative and additive quenched disorder, respectively. For short times and large pushing the multiplicative quenched disorder is equivalent to a time-dependent noise. In this regime, the linear dispersion relation contains a destabilizing contribution introduced by the noise. For long times, the interface always gets pinned. We model the systematics of the pinned shapes by means of an effective nonlinear model. These results show good agreement with numerical simulations. For the additive noise we find numerically that a depinning transition occurs.

Pattern formation during mesophase growth in a homologous series

Remarkable differences in the shape of the nematic-smectic-B interface in a quasi-two-dimensional geometry have been experimentally observed in three liquid crystals of very similar molecular structure, i.e., neighboring members of a homologous series. In the thermal equilibrium of the two mesophases a faceted rectanglelike shape was observed with considerably different shape anisotropies for the three homologs. Various morphologies such as dendritic, dendriticlike, and faceted shapes of the rapidly growing smectic-B germ were also observed for the three substances. Experimental results were compared with computer simulations based on the phase field model. The pattern forming behavior of a binary mixture of two homologs was also studied.

An analytical approach to sorting in periodic and random potentials

There has been a recent revolution in the ability to manipulate micrometer-sized objects on surfaces patterned by traps or obstacles of controllable configurations and shapes. One application of this technology is to separate particles driven across such a surface by an external force according to some particle characteristic such as size or index of refraction. The surface features cause the trajectories of particles driven across the surface to deviate from the direction of the force by an amount that depends on the particular characteristic, thus leading to sorting. While models of this behavior have provided a good understanding of these observations, the solutions have so far been primarily numerical. In this paper we provide analytic predictions for the dependence of the angle between the direction of motion and the external force on a number of model parameters for periodic as well as random surfaces. We test these predictions against exact numerical simulations.

Charged AdS black holes and catastrophic holography

We compute the properties of a class of charged black holes in antide Sitter space-time, in diverse dimensions. These black holes are solutions of consistent Einstein-Maxwell truncations of gauged supergravities, which are shown to arise from the inclusion of rotation in the transverse space. We uncover rich thermodynamic phase structures for these systems, which display classic critical phenomena, including structures isomorphic to the van der WaalsMaxwell liquid-gas system. In that case, the phases are controlled by the universal cusp and swallowtail shapes familiar from catastrophe theory. All of the thermodynamics is consistent with field theory interpretations via holography, where the dual field theories can sometimes be found on the world volumes of coincident rotating branes.

Hydrodynamic induced deformation of and orientation of a microscopic elastic filament

We describe simulations of an elastic filament immersed in a fluid and subjected to a body force. The coupling between the fluid flow and the friction that the filament experiences induces bending and alignment perpendicular to the force. With increasing force there are four shape regimes, ranging from slight distortion to an unsteady tumbling motion. We also find marginally stable structures. The instability of these shapes and the alignment are explained by induced bending and nonlocal hydrodynamic interactions. These effects are experimentally relevant for stiff microfilaments.

Term structure of interest rates. European financial integration

In this paper we estimate, analyze and compare the term structures of interest rates in six different countries over the period 1992-2004. We apply the Nelson-Siegel model to obtain the term structures of interest rates at weekly intervals. A total of 4,038 curves are estimated and analyzed. Four European Monetary Union countries¿Spain, France, Germany and Italy¿are included. The UK is also included as a European non-member of the Monetary Union. Finally the US completes the analysis. The goal is to determine the differences in the shapes of the term structure of interest rates among these countries. Likewise, we can determine the most usual term structure shapes that appear for each country.*****

Experiments on anisotropic radial viscous fingering

We observe dendritic patterns in fluid flow in an anisotropic Hele-Shaw cell and measure the tip shapes and trajectories of individual dendritic branches under conditions where the pattern growth appears to be dominated by surface tension anisotropy and also under conditions where kinetic effects appear dominant. In each case, the tip position depends on a power law in the time, but the exponent of this power law can vary significantly among flow realizations. Averaging many growth exponents a yields a =0.640.09 in the surface tension dominated regime and a =0.660.09 in the kinetic regime. Restricting the analysis to realizations when a is very close to 0.6 shows great regularity across pattern regimes in the coefficient of the temporal dependence of the tip trajectory.

Parameterization of written signatures based on EFD

In this work we propose a method to quantify written signatures from digitalized images based on the use of Elliptical Fourier Descriptors (EFD). As usually signatures are not represented as a closed contour, and being that a necessary condition in order to apply EFD, we have developed a method that represents the signatures by means of a set of closed contours. One of the advantages of this method is that it can reconstruct the original shape from all the coefficients, or an approximated shape from a reduced set of them finding the appropriate number of EFD coefficients required for preserving the important information in each application. EFD provides accurate frequency information, thus the use of EFD opens many possibilities. The method can be extended to represent other kind of shapes.

Sobre un modelo constructivo de la arquitectura ibérica en territorio Ausetano

En este trabajo presentamos el estudio arquitectónico de un tipo de construcción identifi cado en el territorio ibérico ausetano. A partir del análisis constructivo de tres obras defensivas militares identifi cadas como murallas de compartimentos (Turó del Montgròs, Casol de Puigcastellet y l’Esquerda), planteamos una propuesta de restitución del diseño arquitectónico de estas construcciones basadas en el uso de formas geométricas simples y en la adición de módulos cuadrangulares.

Touching the void: exploring virtual objects through a vibrotactile glove

This paper describes a simple low-cost approach toadding an element of haptic interaction within a virtualenvironment. Using off-the-shelf hardware and software wedescribe a simple setup that can be used to explore physically virtual objects in space. This setup comprises of a prototype glove with a number of vibrating actuators to provide the haptic feedback, a Kinect camera for the tracking of the user's hand and a virtual reality development environment. As proof of concept and to test the efficiency of the system as well as its potential applications, we developed a simple application where we created 4 different shapes within a virtual environment in order to try toexplore them and guess their shape through touch alone.

Self-Organising Maps and Correlation Analysis as a Tool to Explore Patterns in Excitation-Emission Matrix Data Sets and to Discriminate Dissolved Organic Matter Fluorescence Components

Dissolved organic matter (DOM) is a complex mixture of organic compounds, ubiquitous in marine and freshwater systems. Fluorescence spectroscopy, by means of Excitation-Emission Matrices (EEM), has become an indispensable tool to study DOM sources, transport and fate in aquatic ecosystems. However the statistical treatment of large and heterogeneous EEM data sets still represents an important challenge for biogeochemists. Recently, Self-Organising Maps (SOM) has been proposed as a tool to explore patterns in large EEM data sets. SOM is a pattern recognition method which clusterizes and reduces the dimensionality of input EEMs without relying on any assumption about the data structure. In this paper, we show how SOM, coupled with a correlation analysis of the component planes, can be used both to explore patterns among samples, as well as to identify individual fluorescence components. We analysed a large and heterogeneous EEM data set, including samples from a river catchment collected under a range of hydrological conditions, along a 60-km downstream gradient, and under the influence of different degrees of anthropogenic impact. According to our results, chemical industry effluents appeared to have unique and distinctive spectral characteristics. On the other hand, river samples collected under flash flood conditions showed homogeneous EEM shapes. The correlation analysis of the component planes suggested the presence of four fluorescence components, consistent with DOM components previously described in the literature. A remarkable strength of this methodology was that outlier samples appeared naturally integrated in the analysis. We conclude that SOM coupled with a correlation analysis procedure is a promising tool for studying large and heterogeneous EEM data sets.

Deposición transversal de líquido de las boquillas de doble abanico TTJ60-11004 y TTJ60-11002 en distintas condiciones operacionales

El objetivo de este trabajo fue el de evaluar la deposición transversal de caldo de las boquillas pulverizadoras de doble abanico TTJ60-11004 y TTJ60-11002 en distintas condiciones operacionales. Se utilizaron 5 muestras de cada boquilla pulverizadora siendo considerada cada unidad, una repetición. La distribución de caldo fue evaluada por medio de una mesa de evaluación de distribución construida de acuerdo con la norma ISO 56821. Se evaluó el perfil de distribución individual, la distribución volumétrica simulada de la superposición de los chorros por medio del coeficiente de variación (CV%) de los volúmenes colectados, el caudal y el ángulo de abertura de los chorros. Las condiciones operacionales fueron: presión de trabajo de 200, 300 y 400 Kpa, altura de 30, 40 y 50 cm en relación al blanco y espaciamiento entre boquillas simulados en Software (Microsoft Excel) entre 45 y 100 cm. Las boquillas presentaron perfil individual descontinuo con la mayor deposición de líquido en la región central y reducción del volumen gradual en dirección a las extremidades. El aumento de la presión promovió alargamiento del perfil y de la franja de aplicación. Las boquillas proporcionaron perfil uniforme que dependió del espaciamiento entre las boquillas, con valores menores con reducción en el espaciamiento y en presiones mayores. El caudal y el ángulo del chorro aumentaron con el incremento en la presión.

Distribuição de líquido da ponta de pulverização com indução de ar e jato excêntrico AIUB 8502 sob diferentes condições

Objetivou-se com este trabalho avaliar a distribuição de líquido da ponta de pulverização com indução de ar e jato excêntrico AIUB 8502 sob diferentes condições operacionais. Foram avaliados perfil individual, vazão, ângulo de abertura do jato, faixa de aplicação e distribuição volumétrica simulada de duas pontas AIUB 8502 nas pressões de trabalho de 200, 300, 400 e 500 kPa, altura de 30, 40 e 50 cm em relação ao alvo e espaçamento entre pontas de 30 a 100 cm. Todas as análises foram realizadas seguindo a norma ISSO 5682-1, com algumas adaptações. A ponta apresentou distribuição de líquido excêntrica com um lado descontínuo e extremidade oposta excêntrica, com queda abrupta do volume de líquido. À medida que se aumentou a altura da barra e a pressão de trabalho, alongou-se o perfil do jato. O maior número de configurações uniformes foi obtido na altura de 50 cm, decrescendo nas alturas de 40 e 30 cm. A vazão e o ângulo do jato excêntrico aumentaram com o incremento na pressão, não havendo diferença entre o ângulo do jato descontínuo e o total entre as pressões de 400 e 500 kPa e de 200 e 300 kPa.

Distribuição volumétrica e espectro de gotas de pontas de pulverização de baixa deriva

Objetivou-se neste trabalho avaliar a distribuição volumétrica e o espectro de gotas das pontas de pulverização de baixa deriva TTI110015, AI110015 e AVI11001 sob diferentes condições operacionais. A distribuição volumétrica foi determinada em bancada de ensaios padronizada analisando o coeficiente de variação (CV%) de uma barra simulada em computador, utilizando pressões de 200, 300 e 400 kPa, altura de 30, 40 e 50 cm em relação à bancada e espaçamento entre pontas de 40 a 100 cm. O espectro de gotas foi produzido utilizando-se apenas água como calda em um analisador de partículas em meio aquoso, nas pressões de 200, 300 e 400 kPa. Foram avaliados o DMV, a porcentagem de gotas com diâmetro inferior a 100 µm (%100 µm) e a amplitude relativa (AR). As pontas proporcionaram perfil descontínuo nas pressões de 300 e 400 kPa e uniforme a 200 kPa. Na pressão de 200 kPa, as pontas foram adequadas apenas para aplicação em faixa, e a 300 e 400 kPa, apenas para área total. Ocorreu menor CV (abaixo de 7%) com a maior pressão de trabalho e menor espaçamento entre pontas. À medida que se aumentou a pressão de trabalho, reduziu-se o DMV. As pontas TTI110015 e AI110015 em todas as pressões e a ponta AVI11001 na pressão de 200 kPa produziram gotas extremamente grossas e gotas grossas nas pressões de 300 e 400 kPa apenas para a ponta AVI11001. As pontas proporcionaram baixos valores de amplitude relativa (AR) e gotas de tamanho uniforme, bem como produziram baixa porcentagem de gotas menores que 100 µm, principalmente TTI110015 e AI110015, com menor risco de deriva.