Intra-crystalline protein diagenesis (IcPD) in Patella vulgata. Part II: Breakdown and temperature sensitivity

Artificial diagenesis of the intra-crystalline proteins isolated from Patella vulgata was induced by isothermal heating at 140 °C, 110 °C and 80 °C. Protein breakdown was quantified for multiple amino acids, measuring the extent of peptide bond hydrolysis, amino acid racemisation and decomposition. The patterns of diagenesis are complex; therefore the kinetic parameters of the main reactions were estimated by two different methods: 1) a well-established approach based on fitting mathematical expressions to the experimental data, e.g. first-order rate equations for hydrolysis and power-transformed first-order rate equations for racemisation; and 2) an alternative model-free approach, which was developed by estimating a “scaling” factor for the independent variable (time) which produces the best alignment of the experimental data. This method allows the calculation of the relative reaction rates for the different temperatures of isothermal heating. High-temperature data were compared with the extent of degradation detected in sub-fossil Patella specimens of known age, and we evaluated the ability of kinetic experiments to mimic diagenesis at burial temperature. The results highlighted a difference between patterns of degradation at low and high temperature and therefore we recommend caution for the extrapolation of protein breakdown rates to low burial temperatures for geochronological purposes when relying solely on kinetic data.

The importance of the volatility risk premium for volatility forecasting

In this paper, we study the role of the volatility risk premium for the forecasting performance of implied volatility. We introduce a non-parametric and parsimonious approach to adjust the model-free implied volatility for the volatility risk premium and implement this methodology using more than 20 years of options and futures data on three major energy markets. Using regression models and statistical loss functions, we find compelling evidence to suggest that the risk premium adjusted implied volatility significantly outperforms other models, including its unadjusted counterpart. Our main finding holds for different choices of volatility estimators and competing time-series models, underlying the robustness of our results.

Do jumps matter for volatility forecasting? Evidence from energy markets

This paper characterizes the dynamics of jumps and analyzes their importance for volatility forecasting. Using high-frequency data on four prominent energy markets, we perform a model-free decomposition of realized variance into its continuous and discontinuous components. We find strong evidence of jumps in energy markets between 2007 and 2012. We then investigate the importance of jumps for volatility forecasting. To this end, we estimate and analyze the predictive ability of several Heterogenous Autoregressive (HAR) models that explicitly capture the dynamics of jumps. Conducting extensive in-sample and out-of-sample analyses, we establish that explicitly modeling jumps does not significantly improve forecast accuracy. Our results are broadly consistent across our four energy markets, forecasting horizons, and loss functions

Quantitative model for the kinetics of lyotropic phase transitions involving changes in monolayer curvature

We present a kinetic model for transformations between different self-assembled lipid structures. The model shows how data on the rates of phase transitions between mesophases of different geometries can be used to provide information on the mechanisms of the transformations and the transition states involved. This can be used, for example, to gain an insight into intermediate structures in cell membrane fission or fusion. In cases where the monolayer curvature changes on going from the initial to the final mesophase, we consider the phase transition to be driven primarily by the change in the relaxed curvature with pressure or temperature, which alters the relative curvature elastic energies of the two mesophase structures. Using this model, we have analyzed previously published kinetic data on the inter-conversion of inverse bicontinuous cubic phases in the 1-monoolein-30 wt% water system. The data are for a transition between QII(G) and QII(D) phases, and our analysis indicates that the transition state more closely resembles the QII(D) than the QII(G) phase. Using estimated values for the monolayer mean curvatures of the QII(G) and QII(D) phases of -0.123 nm(-1) and -0.133 nm(-1), respectively, gives values for the monolayer mean curvature of the transition state of between -0.131 nm(-1) and -0.132 nm(-1). Furthermore, we estimate that several thousand molecules undergo the phase transition cooperatively within one "cooperative unit", equivalent to 1-2 unit cells of QII(G) or 4-10 unit cells of QII(D).

LIPGENE food-exchange model for alteration of dietary fat quantity and quality in free-living participants from eight European countries

Controlled human intervention trials are required to confirm the hypothesis that dietary fat quality may influence insulin action. The aim was to develop a food-exchange model, suitable for use in free-living volunteers, to investigate the effects of four experimental diets distinct in fat quantity and quality: high SFA (HSFA); high MUFA (HMUFA) and two low-fat (LF) diets, one supplemented with 1.24g EPA and DHA/d (LFn-3). A theoretical food-exchange model was developed. The average quantity of exchangeable fat was calculated as the sum of fat provided by added fats (spreads and oils), milk, cheese, biscuits, cakes, buns and pastries using data from the National Diet and Nutrition Survey of UK adults. Most of the exchangeable fat was replaced by specifically designed study foods. Also critical to the model was the use of carbohydrate exchanges to ensure the diets were isoenergetic. Volunteers from eight centres across Europe completed the dietary intervention. Results indicated that compositional targets were largely achieved with significant differences in fat quantity between the high-fat diets (39.9 (SEM 0.6) and 38.9 (SEM 0.51) percentage energy (%E) from fat for the HSFA and HMUFA diets respectively) and the low-fat diets (29.6 (SEM 0.6) and 29.1 (SEM 0.5) %E from fat for the LF and LFn-3 diets respectively) and fat quality (17.5 (SEM 0.3) and 10.4 (SEM 0.2) %E front SFA and 12.7 (SEM 0.3) and 18.7 (SEM 0.4) %E MUFA for the HSFA and HMUFA diets respectively). In conclusion, a robust, flexible food-exchange model was developed and implemented successfully in the LIPGENE dietary intervention trial.

Successful manipulation of the quality and quantity of fat and carbohydrate consumed by free-living individuals using a food exchange model

Our objective in this study was to develop and implement an effective intervention strategy to manipulate the amount and composition of dietary fat and carbohydrate (CHO) in free-living individuals in the RISCK study. The study was a randomized, controlled dietary intervention study that was conducted in 720 participants identified as higher risk for or with metabolic syndrome. All followed a 4-wk run-in reference diet [high saturated fatty acids (SF)/high glycemic index (GI)]. Volunteers were randomized to continue this diet for a further 24 wk or to I of 4 isoenergetic prescriptions [high monounsaturated fatty acids (MUFA)/high GI; high MUFA/low GI; low fat (LF)/high GI; and LF/low GI]. We developed a food exchange model to implement each diet. Dietary records and plasma phospholipid fatty acids were used to assess the effectiveness of the intervention strategy. Reported fat intake from the LF diets was significantly reduced to 28% of energy (%E) compared with 38% E from the HM and LF diets. SF intake was successfully decreased in the HM and LF diets was similar to 10% E compared with 17% E in the reference diet (P = 0.001). Dietary MUFA in the HIM diets was similar to 17% E, significantly higher than in the reference (12% E) and LF diets (10% E) (P = 0.001). Changes in plasma phospholipid fatty acids provided further evidence for the successful manipulation of fat intake. The GI of the HGI and LGI arms differed by similar to 9 points (P = 0.001). The food exchange model provided an effective dietary strategy for the design and implementation across multiple sites of 5 experimental diets with specific targets for the proportion of fat and CHO. J. Nutr. 139: 1534-1540, 2009.

Determination of the degradation kinetics of anthocyanins in a model juice system using isothermal and non-isothermal methods

The effect of temperature on the degradation of blackcurrant anthocyanins in a model juice system was determined over a temperature range of 4–140 °C. The thermal degradation of anthocyanins followed pseudo first-order kinetics. From 4–100 °C an isothermal method was used to determine the kinetic parameters. In order to mimic the temperature profile in retort systems, a non-isothermal method was applied to determine the kinetic parameters in the model juice over the temperature range 110–140 °C. The results from both isothermal and non-isothermal methods fit well together, indicating that the non-isothermal procedure is a reliable mathematical method to determine the kinetics of anthocyanin degradation. The reaction rate constant (k) increased from 0.16 (±0.01) × 10−3 to 9.954 (±0.004) h−1 at 4 and 140 °C, respectively. The temperature dependence of the rate of anthocyanin degradation was modelled by an extension of the Arrhenius equation, which showed a linear increase in the activation energy with temperature.

Likelihood-free estimation of model evidence

Statistical methods of inference typically require the likelihood function to be computable in a reasonable amount of time. The class of “likelihood-free” methods termed Approximate Bayesian Computation (ABC) is able to eliminate this requirement, replacing the evaluation of the likelihood with simulation from it. Likelihood-free methods have gained in efficiency and popularity in the past few years, following their integration with Markov Chain Monte Carlo (MCMC) and Sequential Monte Carlo (SMC) in order to better explore the parameter space. They have been applied primarily to estimating the parameters of a given model, but can also be used to compare models. Here we present novel likelihood-free approaches to model comparison, based upon the independent estimation of the evidence of each model under study. Key advantages of these approaches over previous techniques are that they allow the exploitation of MCMC or SMC algorithms for exploring the parameter space, and that they do not require a sampler able to mix between models. We validate the proposed methods using a simple exponential family problem before providing a realistic problem from human population genetics: the comparison of different demographic models based upon genetic data from the Y chromosome.

The effect of thermal conductivity of RIM moulds in kinetics cure

Reaction Injection Moulding (RIM) is a moulding technology used for the production of large size and complex plastic parts. The RIM process is characterized essentially by the injection of a highly reactive chemical system (usually polyurethane) and fast cure, in a mould properly closed and thermally controlled. Several studies show that rapid manufacturing moulds obtained in epoxy resins for Thermoplastic Injection Moulding (TIM) affect the moulding process and the final properties of parts. The cycle time and mechanical properties of final parts are reduced, due to a low thermal conductivity of epoxy materials. In contrast, the low conductivity of materials usually applied for the rapid manufacturing of RIM moulds, increase the mechanical properties of final injected parts and reduce the cycle time. This study shows the effect of the rapid manufacturing moulds material during the RIM process. Several materials have been tested for rapid manufacturing of RIM moulds and the analysis of both, temperature profile of moulded parts during injection and the cure data experimentally obtained in a mixing and reaction cell, allow to determine and model the real effect of the mould material on the RIM process.

Uptake kinetics of metals by the earthworm Eisenia fetida exposed to field-contaminated soils

It is well known that earthworms can accumulate metals. However, most accumulation studies focus on Cd-, Cu-, Pb- or Zn-amended soils, additionally few studies consider accumulation kinetics. Here we model the accumulation kinetics of 18 elements by Eisenia fetida, exposed to 8 metal-contaminated and 2 uncontaminated soils. Tissue metal concentration was determined after 3, 7,14, 21, 28 and 42 days. Metal elimination rate was important in determining time to reach steady-state tissue metal concentration. Uptake flux to elimination rate ratios showed less variation and lower values for essential than for non-essential metals. In theory kinetic rate constants are dependent only on species and metal. Therefore it should be possible to predict steady-state tissue metal concentrations on the basis of very few measurements using the rate constants. However, our experiments show that it is difficult to extrapolate the accumulation kinetic constants derived using one soil to another. (C) 2009 Elsevier Ltd. All rights reserved.

The Wheal Jane wetlands model for bioremediation of acid mine drainage

Acid mine drainage (AMD) is a widespread environmental problem associated with both working and abandoned mining operations. As part of an overall strategy to determine a long-term treatment option for AMD, a pilot passive treatment plant was constructed in 1994 at Wheal Jane Mine in Cornwall, UK. The plant consists of three separate systems, each containing aerobic reed beds, anaerobic cell and rock filters, and represents the largest European experimental facility of its kind. The systems only differ by the type of pretreatment utilised to increase the pH of the influent minewater (pH <4): lime dosed (LD), anoxic limestone drain (ALD) and lime free (LF), which receives no form of pretreatment. Historical data (1994-1997) indicate median Fe reduction between 55% and 92%, sulphate removal in the range of 3-38% and removal of target metals (cadmium, copper and zinc) below detection limits, depending on pretreatment and flow rates through the system. A new model to simulate the processes and dynamics of the wetlands systems is described, as well as the application of the model to experimental data collected at the pilot plant. The model is process based, and utilises reaction kinetic approaches based on experimental microbial techniques rather than an equilibrium approach to metal precipitation. The model is dynamic and utilises numerical integration routines to solve a set of differential equations that describe the behaviour of 20 variables over the 17 pilot plant cells on a daily basis. The model outputs at each cell boundary are evaluated and compared with the measured data, and the model is demonstrated to provide a good representation of the complex behaviour of the wetland system for a wide range of variables. (C) 2004 Elsevier B.V/ All rights reserved.

Cone model-based SEP event calculations for applications to multipoint observations

The problem of modeling solar energetic particle (SEP) events is important to both space weather research and forecasting, and yet it has seen relatively little progress. Most important SEP events are associated with coronal mass ejections (CMEs) that drive coronal and interplanetary shocks. These shocks can continuously produce accelerated particles from the ambient medium to well beyond 1 AU. This paper describes an effort to model real SEP events using a Center for Integrated Space weather Modeling (CISM) MHD solar wind simulation including a cone model of CMEs to initiate the related shocks. In addition to providing observation-inspired shock geometry and characteristics, this MHD simulation describes the time-dependent observer field line connections to the shock source. As a first approximation, we assume a shock jump-parameterized source strength and spectrum, and that scatter-free transport occurs outside of the shock source, thus emphasizing the role the shock evolution plays in determining the modeled SEP event profile. Three halo CME events on May 12, 1997, November 4, 1997 and December 13, 2006 are used to test the modeling approach. While challenges arise in the identification and characterization of the shocks in the MHD model results, this approach illustrates the importance to SEP event modeling of globally simulating the underlying heliospheric event. The results also suggest the potential utility of such a model for forcasting and for interpretation of separated multipoint measurements such as those expected from the STEREO mission.

A kinematically distorted flux rope model for magnetic clouds

Constant-α force-free magnetic flux rope models have proven to be a valuable first step toward understanding the global context of in situ observations of magnetic clouds. However, cylindrical symmetry is necessarily assumed when using such models, and it is apparent from both observations and modeling that magnetic clouds have highly noncircular cross sections. A number of approaches have been adopted to relax the circular cross section approximation: frequently, the cross-sectional shape is allowed to take an arbitrarily chosen shape (usually elliptical), increasing the number of free parameters that are fit between data and model. While a better “fit” may be achieved in terms of reducing the mean square error between the model and observed magnetic field time series, it is not always clear that this translates to a more accurate reconstruction of the global structure of the magnetic cloud. We develop a new, noncircular cross section flux rope model that is constrained by observations of CMEs/ICMEs and knowledge of the physical processes acting on the magnetic cloud: The magnetic cloud is assumed to initially take the form of a force-free flux rope in the low corona but to be subsequently deformed by a combination of axis-centered self-expansion and heliocentric radial expansion. The resulting analytical solution is validated by fitting to artificial time series produced by numerical MHD simulations of magnetic clouds and shown to accurately reproduce the global structure.