The non-linear acousto-mechanical and thermodynamic response of spherical absorbers to laser pulses of various temporal profiles

This study is to theoretically investigate shockwave and microbubble formation due to laser absorption by microparticles and nanoparticles. The initial motivation for this research was to understand the underlying physical mechanisms responsible for laser damage to the retina, as well as the predict threshold levels for damage for laser pulses with of progressively shorter durations. The strongest absorbers in the retina are micron size melanosomes, and their absorption of laser light causes them to accrue very high energy density. I theoretically investigate how this absorbed energy is transferred to the surrounding medium. For a wide range of conditions I calculate shockwave generation and bubble growth as a function of the three parameters; fluence, pulse duration and pulse shape. In order to develop a rigorous physical treatment, the governing equations for the behavior of an absorber and for the surrounding medium are derived. Shockwave theory is investigated and the conclusion is that a shock pressure explanation is likely to be the underlying physical cause of retinal damage at threshold fluences for sub-nanosecond pulses. The same effects are also expected for non-biological micro and nano absorbers. ^

Stressors, mediators, and health care outcomes of home enteral nutrition in family caregivers and their older adult care recipients

Family caregivers manage home enteral nutrition (HEN) for over 77% of an estimated 1 of every 400 Medicare recipients. Increasing usage of HEN in older adults combined with reliance on family caregivers raises concerns for the quality, outcomes, and costs of care. These concerns are relevant in light of Medicare limitations on nursing assistance and non-reimbursement for nutrition services, despite annual costs of over $600 million. This study applied stress process theories to assess stressor, mediator, and outcome variables salient to HEN and caregiving. In-home structured interviews occurred with a multi-ethnic sample of 30 caregiving dyads at 1–3 months after discharge on HEN. Care recipients were aged ≥60 (M = 68.4 years) and did not have dementia. Caregivers were aged ≥21, unpaid, and lived within 45 minutes of care recipients. Caregivers performed an average of 19.7 tasks daily for 61.9 hours weekly. Training needs were identified for 33 functional, care management, technical, and nutritional tasks. Preparedness scores were low (M = 1.73/4.0), and positively correlated with competence, self-rated quality of care and positive feelings, and negatively with overload, role captivity, and negative feelings (Ps < .05). Caregivers had multiple changes in lifestyle and dietary behaviors. Lifestyle changes positively correlated with overload, and negatively with preparedness and positive feelings. Dietary changes positively correlated with number of tasks, overload, role captivity and negative feelings, and negatively with preparedness (Ps < .01). Fifty-seven percent of caregivers aged >50 were at nutrition risk. Care recipients fared worse. Average weight change was −4.35 pounds (P < .001). Physical complications interrupted daily enteral infusions. Water intake was half of fluid need and associated with signs of dehydration (P < .001). Physical and social function was poor, with older subjects more impaired ( P < .04). Those with better prepared or less overloaded caregivers had higher functionality and QOL (P < .002). Complications, type of feeding tube, and caregiver preparedness correlated with frequency of health care utilization (Ps < .05). Efficacy of HEN in older adults requires specialized caregiver training, attention to caregivers' needs, and frequent monitoring from a highly skilled multidisciplinary team including dietitians. ^

A study of stock market fluctuations and their relation to business conditions

Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubblelike deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the nonfundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.

A Study of Stock Market Fluctuations and their Relations to Business Conditions

Most research on stock prices is based on the present value model or the more general consumption-based model. When applied to real economic data, both of them are found unable to account for both the stock price level and its volatility. Three essays here attempt to both build a more realistic model, and to check whether there is still room for bubbles in explaining fluctuations in stock prices. In the second chapter, several innovations are simultaneously incorporated into the traditional present value model in order to produce more accurate model-based fundamental prices. These innovations comprise replacing with broad dividends the more narrow traditional dividends that are more commonly used, a nonlinear artificial neural network (ANN) forecasting procedure for these broad dividends instead of the more common linear forecasting models for narrow traditional dividends, and a stochastic discount rate in place of the constant discount rate. Empirical results show that the model described above predicts fundamental prices better, compared with alternative models using linear forecasting process, narrow dividends, or a constant discount factor. Nonetheless, actual prices are still largely detached from fundamental prices. The bubble-like deviations are found to coincide with business cycles. The third chapter examines possible cointegration of stock prices with fundamentals and non-fundamentals. The output gap is introduced to form the non-fundamental part of stock prices. I use a trivariate Vector Autoregression (TVAR) model and a single equation model to run cointegration tests between these three variables. Neither of the cointegration tests shows strong evidence of explosive behavior in the DJIA and S&P 500 data. Then, I applied a sup augmented Dickey-Fuller test to check for the existence of periodically collapsing bubbles in stock prices. Such bubbles are found in S&P data during the late 1990s. Employing econometric tests from the third chapter, I continue in the fourth chapter to examine whether bubbles exist in stock prices of conventional economic sectors on the New York Stock Exchange. The ‘old economy’ as a whole is not found to have bubbles. But, periodically collapsing bubbles are found in Material and Telecommunication Services sectors, and the Real Estate industry group.