Thin-shell instability in collisionless plasma

Thin-shell instability is one process which can generate entangled structures in astrophysical plasma on collisional (fluid) scales. It is driven by a spatially varying imbalance between the ram pressure of the inflowing upstream plasma and the downstream's thermal pressure at a nonplanar shock. Here we show by means of a particle-in-cell simulation that an analog process can destabilize a thin shell formed by two interpenetrating, unmagnetized, and collisionless plasma clouds. The amplitude of the shell's spatial modulation grows and saturates after about ten inverse proton plasma frequencies, when the shell consists of connected piecewise linear patches.

Factor models, VARMA processes and parameter instability with applications in macroeconomics

Avec les avancements de la technologie de l'information, les données temporelles économiques et financières sont de plus en plus disponibles. Par contre, si les techniques standard de l'analyse des séries temporelles sont utilisées, une grande quantité d'information est accompagnée du problème de dimensionnalité. Puisque la majorité des séries d'intérêt sont hautement corrélées, leur dimension peut être réduite en utilisant l'analyse factorielle. Cette technique est de plus en plus populaire en sciences économiques depuis les années 90. Étant donnée la disponibilité des données et des avancements computationnels, plusieurs nouvelles questions se posent. Quels sont les effets et la transmission des chocs structurels dans un environnement riche en données? Est-ce que l'information contenue dans un grand ensemble d'indicateurs économiques peut aider à mieux identifier les chocs de politique monétaire, à l'égard des problèmes rencontrés dans les applications utilisant des modèles standards? Peut-on identifier les chocs financiers et mesurer leurs effets sur l'économie réelle? Peut-on améliorer la méthode factorielle existante et y incorporer une autre technique de réduction de dimension comme l'analyse VARMA? Est-ce que cela produit de meilleures prévisions des grands agrégats macroéconomiques et aide au niveau de l'analyse par fonctions de réponse impulsionnelles? Finalement, est-ce qu'on peut appliquer l'analyse factorielle au niveau des paramètres aléatoires? Par exemple, est-ce qu'il existe seulement un petit nombre de sources de l'instabilité temporelle des coefficients dans les modèles macroéconomiques empiriques? Ma thèse, en utilisant l'analyse factorielle structurelle et la modélisation VARMA, répond à ces questions à travers cinq articles. Les deux premiers chapitres étudient les effets des chocs monétaire et financier dans un environnement riche en données. Le troisième article propose une nouvelle méthode en combinant les modèles à facteurs et VARMA. Cette approche est appliquée dans le quatrième article pour mesurer les effets des chocs de crédit au Canada. La contribution du dernier chapitre est d'imposer la structure à facteurs sur les paramètres variant dans le temps et de montrer qu'il existe un petit nombre de sources de cette instabilité. Le premier article analyse la transmission de la politique monétaire au Canada en utilisant le modèle vectoriel autorégressif augmenté par facteurs (FAVAR). Les études antérieures basées sur les modèles VAR ont trouvé plusieurs anomalies empiriques suite à un choc de la politique monétaire. Nous estimons le modèle FAVAR en utilisant un grand nombre de séries macroéconomiques mensuelles et trimestrielles. Nous trouvons que l'information contenue dans les facteurs est importante pour bien identifier la transmission de la politique monétaire et elle aide à corriger les anomalies empiriques standards. Finalement, le cadre d'analyse FAVAR permet d'obtenir les fonctions de réponse impulsionnelles pour tous les indicateurs dans l'ensemble de données, produisant ainsi l'analyse la plus complète à ce jour des effets de la politique monétaire au Canada. Motivée par la dernière crise économique, la recherche sur le rôle du secteur financier a repris de l'importance. Dans le deuxième article nous examinons les effets et la propagation des chocs de crédit sur l'économie réelle en utilisant un grand ensemble d'indicateurs économiques et financiers dans le cadre d'un modèle à facteurs structurel. Nous trouvons qu'un choc de crédit augmente immédiatement les diffusions de crédit (credit spreads), diminue la valeur des bons de Trésor et cause une récession. Ces chocs ont un effet important sur des mesures d'activité réelle, indices de prix, indicateurs avancés et financiers. Contrairement aux autres études, notre procédure d'identification du choc structurel ne requiert pas de restrictions temporelles entre facteurs financiers et macroéconomiques. De plus, elle donne une interprétation des facteurs sans restreindre l'estimation de ceux-ci. Dans le troisième article nous étudions la relation entre les représentations VARMA et factorielle des processus vectoriels stochastiques, et proposons une nouvelle classe de modèles VARMA augmentés par facteurs (FAVARMA). Notre point de départ est de constater qu'en général les séries multivariées et facteurs associés ne peuvent simultanément suivre un processus VAR d'ordre fini. Nous montrons que le processus dynamique des facteurs, extraits comme combinaison linéaire des variables observées, est en général un VARMA et non pas un VAR comme c'est supposé ailleurs dans la littérature. Deuxièmement, nous montrons que même si les facteurs suivent un VAR d'ordre fini, cela implique une représentation VARMA pour les séries observées. Alors, nous proposons le cadre d'analyse FAVARMA combinant ces deux méthodes de réduction du nombre de paramètres. Le modèle est appliqué dans deux exercices de prévision en utilisant des données américaines et canadiennes de Boivin, Giannoni et Stevanovic (2010, 2009) respectivement. Les résultats montrent que la partie VARMA aide à mieux prévoir les importants agrégats macroéconomiques relativement aux modèles standards. Finalement, nous estimons les effets de choc monétaire en utilisant les données et le schéma d'identification de Bernanke, Boivin et Eliasz (2005). Notre modèle FAVARMA(2,1) avec six facteurs donne les résultats cohérents et précis des effets et de la transmission monétaire aux États-Unis. Contrairement au modèle FAVAR employé dans l'étude ultérieure où 510 coefficients VAR devaient être estimés, nous produisons les résultats semblables avec seulement 84 paramètres du processus dynamique des facteurs. L'objectif du quatrième article est d'identifier et mesurer les effets des chocs de crédit au Canada dans un environnement riche en données et en utilisant le modèle FAVARMA structurel. Dans le cadre théorique de l'accélérateur financier développé par Bernanke, Gertler et Gilchrist (1999), nous approximons la prime de financement extérieur par les credit spreads. D'un côté, nous trouvons qu'une augmentation non-anticipée de la prime de financement extérieur aux États-Unis génère une récession significative et persistante au Canada, accompagnée d'une hausse immédiate des credit spreads et taux d'intérêt canadiens. La composante commune semble capturer les dimensions importantes des fluctuations cycliques de l'économie canadienne. L'analyse par décomposition de la variance révèle que ce choc de crédit a un effet important sur différents secteurs d'activité réelle, indices de prix, indicateurs avancés et credit spreads. De l'autre côté, une hausse inattendue de la prime canadienne de financement extérieur ne cause pas d'effet significatif au Canada. Nous montrons que les effets des chocs de crédit au Canada sont essentiellement causés par les conditions globales, approximées ici par le marché américain. Finalement, étant donnée la procédure d'identification des chocs structurels, nous trouvons des facteurs interprétables économiquement. Le comportement des agents et de l'environnement économiques peut varier à travers le temps (ex. changements de stratégies de la politique monétaire, volatilité de chocs) induisant de l'instabilité des paramètres dans les modèles en forme réduite. Les modèles à paramètres variant dans le temps (TVP) standards supposent traditionnellement les processus stochastiques indépendants pour tous les TVPs. Dans cet article nous montrons que le nombre de sources de variabilité temporelle des coefficients est probablement très petit, et nous produisons la première évidence empirique connue dans les modèles macroéconomiques empiriques. L'approche Factor-TVP, proposée dans Stevanovic (2010), est appliquée dans le cadre d'un modèle VAR standard avec coefficients aléatoires (TVP-VAR). Nous trouvons qu'un seul facteur explique la majorité de la variabilité des coefficients VAR, tandis que les paramètres de la volatilité des chocs varient d'une façon indépendante. Le facteur commun est positivement corrélé avec le taux de chômage. La même analyse est faite avec les données incluant la récente crise financière. La procédure suggère maintenant deux facteurs et le comportement des coefficients présente un changement important depuis 2007. Finalement, la méthode est appliquée à un modèle TVP-FAVAR. Nous trouvons que seulement 5 facteurs dynamiques gouvernent l'instabilité temporelle dans presque 700 coefficients.

Undulation instability in block-copolymer lamellae subjected to a perpendicular electric field

We examine the stability of lamellar stacks in the presence of an electric field, E-0, applied normal to the lamellae. Calculations are performed with self-consistent field theory (SCFT) supplemented by an exact treatment of the electrostatic energy for linear dielectric materials. The calculations identify a critical electric field, E-0*, beyond which the lamellar stack becomes unstable with respect to undulations. This E-0* rapidly decreases towards zero as the number of lamellae in the stack diverges. Our quantitative predictions for E-0* are consistent with previous experimental measurements by Xu and co-workers.

Linear nucleation of polymers

The use of high-melting fibres as linear nuclei for quiescent polymeric melts is instrumental in providing the superior mechanical properties of polymeric self-composites. It also has inherent advantages in the elucidation of fundamental aspects of polymeric crystallization and self-organization, not least in allowing systematic microscopic studies of polymeric crystallization from nucleation through to the growth interface. This has demonstrated explicitly that lamellae develop in two distinct ways, for slower and faster growth, depending on whether fold packing has or has not time to order before the next molecular layer is added with only the former leading to banded growth in linear polyethylene. Other gains in understanding concern cellulation and morphological instability, internuclear interference, isothermal lamellar thickening and banded growth being a consequence of the partial relief of initial surface stress. (c) 2006 Elsevier Ltd. All rights reserved.

A linear model for the structure of turbulence beneath surface water waves

The structure of turbulence in the ocean surface layer is investigated using a simplified semi-analytical model based on rapid-distortion theory. In this model, which is linear with respect to the turbulence, the flow comprises a mean Eulerian shear current, the Stokes drift of an irrotational surface wave, which accounts for the irreversible effect of the waves on the turbulence, and the turbulence itself, whose time evolution is calculated. By analysing the equations of motion used in the model, which are linearised versions of the Craik–Leibovich equations containing a ‘vortex force’, it is found that a flow including mean shear and a Stokes drift is formally equivalent to a flow including mean shear and rotation. In particular, Craik and Leibovich’s condition for the linear instability of the first kind of flow is equivalent to Bradshaw’s condition for the linear instability of the second. However, the present study goes beyond linear stability analyses by considering flow disturbances of finite amplitude, which allows calculating turbulence statistics and addressing cases where the linear stability is neutral. Results from the model show that the turbulence displays a structure with a continuous variation of the anisotropy and elongation, ranging from streaky structures, for distortion by shear only, to streamwise vortices resembling Langmuir circulations, for distortion by Stokes drift only. The TKE grows faster for distortion by a shear and a Stokes drift gradient with the same sign (a situation relevant to wind waves), but the turbulence is more isotropic in that case (which is linearly unstable to Langmuir circulations).

On nonlinear symmetric stability and the nonlinear saturation of symmetric instability

A nonlinear symmetric stability theorem is derived in the context of the f-plane Boussinesq equations, recovering an earlier result of Xu within a more general framework. The theorem applies to symmetric disturbances to a baroclinic basic flow, the disturbances having arbitrary structure and magnitude. The criteria for nonlinear stability are virtually identical to those for linear stability. As in Xu, the nonlinear stability theorem can be used to obtain rigorous upper bounds on the saturation amplitude of symmetric instabilities. In a simple example, the bounds are found to compare favorably with heuristic parcel-based estimates in both the hydrostatic and non-hydrostatic limits.

Flow-induced morphological instability of a mushy layer

A morphological instability of a mushy layer due to a forced flow in the melt is analysed. The instability is caused by flow induced in the mushy layer by Bernoulli suction at the crests of a sinusoidally perturbed mush–melt interface. The flow in the mushy layer advects heat away from crests which promotes solidification. Two linear stability analyses are presented: the fundamental mechanism for instability is elucidated by considering the case of uniform flow of an inviscid melt; a more complete analysis is then presented for the case of a parallel shear flow of a viscous melt. The novel instability mechanism we analyse here is contrasted with that investigated by Gilpin et al. (1980) and is found to be more potent for the case of newly forming sea ice.

Baroclinic instability on hot extrasolar planets

We investigate baroclinic instability in flow conditions relevant to hot extrasolar planets. The instability is important for transporting and mixing heat, as well as for influencing large-scale variability on the planets. Both linear normal mode analysis and non-linear initial value cal- culations are carried out – focusing on the freely-evolving, adiabatic situation. Using a high- resolution general circulation model (GCM) which solves the traditional primitive equations, we show that large-scale jets similar to those observed in current GCM simulations of hot ex- trasolar giant planets are likely to be baroclinically unstable on a timescale of few to few tens of planetary rotations, generating cyclones and anticyclones that drive weather systems. The growth rate and scale of the most unstable mode obtained in the linear analysis are in qual- itative, good agreement with the full non-linear calculations. In general, unstable jets evolve differently depending on their signs (eastward or westward), due to the change in sign of the jet curvature. For jets located at or near the equator, instability is strong at the flanks – but not at the core. Crucially, the instability is either poorly or not at all captured in simulations with low resolution and/or high artificial viscosity. Hence, the instability has not been observed or emphasized in past circulation studies of hot extrasolar planets.

High-frequency extensions of magnetorotational instability in astrophysical plasmas

High-frequency extensions of magnetorotational instability driven by the Velikhov effect beyond the standard magnetohydrodynamic (MHD) regime are studied. The existence of the well-known Hall regime and a new electron inertia regime is demonstrated. The electron inertia regime is realized for a lesser plasma magnetization of rotating plasma than that in the Hall regime. It includes the subregime of nonmagnetized electrons. It is shown that, in contrast to the standard MHD regime and the Hall regime, magnetorotational instability in this subregime can be driven only at positive values of dln Omega/dlnr, where Omega is the plasma rotation frequency and r is the radial coordinate. The permittivity of rotating plasma beyond the standard MHD regime, including both the Hall regime and the electron inertia regime, is calculated.

Fully electrochemical hyphenated flow system for preconcentration, cleanup, stripping, capillary electrophoresis with stacking and contactless conductivity detection of trace heavy metals

Successful coupling of electrochemical preconcentration (EPC) to capillary electrophoresis (CE) with contactless conductivity detection (C(4)D) is reported for the first time. The EPC-CE interface comprises a dual glassy carbon electrode (GCE) block, a spacer and an upper block with flow inlet and outlet, pseudo-reference electrode and a fitting for the CE silica column, consisting of an orifice perpendicular to the surface of a glassy carbon electrode with a bushing inside to ensure a tight press fit. The end of the capillary in contact with the GCE is slant polished, thus defining a reproducible distance from the electrode surface to the column bore. First results with EPC-CE-C(4)D are very promising, as revealed by enrichment factors of two orders of magnitude for Tl, Cu, Pb and Cd ion peak area signals. Detection limits for 10 min deposition time fall around 20 nmol L(-1) with linear calibration curves over a wide range. Besides preconcentration, easy matrix exchange between accumulation and stripping/injection favors procedures like sample cleanup and optimization of pH, ionic strength and complexing power. This was demonstrated for highly saline samples by using a low conductivity buffer for stripping/injection to improve separation and promote field-enhanced sample stacking during electromigration along the capillary. (C) 2010 Elsevier B.V. All rights reserved.

Determination of fluoroacetate and fluoride in blood serum by capillary zone electrophoresis using capacitively coupled contactless conductivity detection

Fluoroacetate is a highly toxic species naturally found in plants and in commercial products (compound 1080) for population control of several undesirable animal species. However, it is non-selective and toxic to many other animals including humans, and thus its detection is very important for forensic purposes. This paper presents a sensitive and fast method for the determination of fluoroacetate in blood serum using capillary electrophoresis with capacitively coupled contactless conductivity detection. Serum blood samples were treated with ethanol to remove proteins. The samples were analyzed in BGE containing 15 mmol/L histidine and 30 mmol/L gluconic acid (pH 3.85). The calibration curve was linear up to 75 mu mol/L (R(2) = 0.9995 for N = 12). The detection limit in the blood serum was 0.15 mg/kg, which is smaller than the lethal dose for humans and other animals. Fluoride, a metabolite of the fluoroacetate defluorination, could also be detected for levels greater than 20 mu mol/L, when polybrene was used for reversion of the EOF. CTAB and didecyldimethylammonium bromide are not useful for this task because of the severe reduction of the fluoride level. However, no interference was observed for fluoroacetate.

Determination of ciclopirox olamine in pharmaceutical products by capillary electrophoresis with capacitively coupled contactless conductivity detection

This paper describes the determination of ciclopirox olamine in pharmaceutical formulations using capillary electrophoresis with capacitively coupled contactless conductivity detection. In an alkaline medium, ciclopirox olamine is converted into an anionic species and its detection is possible in capillary electrophoresis with capacitively coupled contactless conductivity detection without an electroosmotic flow modifier, because it is a low-mobility species. A linear working range from 2.64 to 264 mu g/mL in sodium hydroxide electrolyte as well as low detection limit (0.39 mu g/mL) and a good repeatability (RSD = 3.4% for 264 mu g/mL ciclopirox solution (n = 10)) were achieved. It was also possible to determine olamine in its cationic form when acetic acid was used as the electrolyte solution. The results obtained include a linear range from 26.4 to 184.8 mu g/mL and a detection limit of 2.6 mu g/mL olamine. The proposed methods were applied to the analysis of commercial pharmaceutical products and the results were compared with the values indicated by the manufacturer as well as those obtained using a titrimetric method recommended by American Pharmacopoeia.

Simultaneous analysis of five antidepressant drugs using direct injection of biofluids in a capillary restricted-access media-liquid chromatography-tandem mass spectrometry system

Direct analysis, with minimal sample pretreatment, of antidepressant drugs, fluoxetine, imipramine, desipramine, amitriptyline, and nortriptyline in biofluids was developed with a total run time of 8 min. The setup consists of two HPLC pumps, injection valve, capillary RAM-ADS-C18 pre-column and a capillary analytical C 18 column connected by means of a six-port valve in backflush mode. Detection was performed with ESI-MS/MS and only 1 mu m of sample was injected. Validation was adequately carried out using FLU-d(5) as internal standard. Calibration curves were constructed under a linear range of 1-250 ng mL(-1) in plasma, being the limit of quantification (LOQ), determined as 1 ng mL(-1), for all the analytes. With the described approach it was possible to reach a quantified mass sensitivity of 0.3 pg for each analyte (equivalent to 1.1-1.3 fmol), translating to a lower sample consumption (in the order of 103 less sample than using conventional methods). (C) 2008 Elsevier B.V. All rights reserved.

Determination of amino acids by capillary electrophoresis-electrospray ionization-mass spectrometry: An evaluation of different protein hydrolysis procedures

In this work, a CE equipment, online hyphenated to an IT MS analyzer by a linear sheath liquid interface promoting ESI, was used to develop a method for quantitative determination of amino acids. Under appropriate conditions (BGE composition, 0.8% HCOOH, 20% CH(3)OH; sheath liquid composition, 0.8% HCOOH, 60% methanol; V(ESI), +4.50 W), analytical curves of all amino acids from 3 to 80 mg/L were recorded presenting acceptable linearity (r > 0.99). LODs in the range of 16-172 mu mol/L were obtained. BSA, a model protein, was submitted to different hydrolysis procedures (classical acid and basic, and catalyzed by the H(+) form of a cation exchanger resin) and its amino acid profiles determined. In general, the resin-mediated hydrolysis yields were overall similar or better than those obtained by classical acid or basic hydrolysis. The resulting experimental-to-theoretical BSA concentration ratios served as correction factors for the quantitation of amino acids in Brazil nut resin generated hydrolysates.

Determination of fluoroacetate and fluoride in blood serum by capillary zone electrophoresis using capacitively coupled contactless conductivity detection

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)