967 resultados para Models, Theoretical
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<p>Nature is challenged to move charge efficiently over many length scales. From sub-nm to μm distances, electron-transfer proteins orchestrate energy conversion, storage, and release both inside and outside the cell. Uncovering the detailed mechanisms of biological electron-transfer reactions, which are often coupled to bond-breaking and bond-making events, is essential to designing durable, artificial energy conversion systems that mimic the specificity and efficiency of their natural counterparts. Here, we use theoretical modeling of long-distance charge hopping (Chapter 3), synthetic donor-bridge-acceptor molecules (Chapters 4, 5, and 6), and de novo protein design (Chapters 5 and 6) to investigate general principles that govern light-driven and electrochemically driven electron-transfer reactions in biology. We show that fast, μm-distance charge hopping along bacterial nanowires requires closely packed charge carriers with low reorganization energies (Chapter 3); singlet excited-state electronic polarization of supermolecular electron donors can attenuate intersystem crossing yields to lower-energy, oppositely polarized, donor triplet states (Chapter 4); the effective static dielectric constant of a small (~100 residue) de novo designed 4-helical protein bundle can change upon phototriggering an electron transfer event in the protein interior, providing a means to slow the charge-recombination reaction (Chapter 5); and a tightly-packed de novo designed 4-helix protein bundle can drastically alter charge-transfer driving forces of photo-induced amino acid radical formation in the bundle interior, effectively turning off a light-driven oxidation reaction that occurs in organic solvent (Chapter 6). This work leverages unique insights gleaned from proteins designed from scratch that bind synthetic donor-bridge-acceptor molecules that can also be studied in organic solvents, opening new avenues of exploration into the factors critical for protein control of charge flow in biology.</p>
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Understanding why market manipulation is conducted, under which conditions it is the most profitable and investigating the magnitude of these practices are crucial questions for financial regulators. Closing price manipulation induced by derivatives’ expiration is the primary subject of this thesis. The first chapter provides a mathematical framework in continuous time to study the incentive to manipulate a set of securities induced by a derivative position. An agent holding a European-type contingent claim, depending on the price of a basket of underlying securities, is considered. The agent can affect the price of the underlying securities by trading on each of them before expiration. The elements of novelty are at least twofold: (1) a multi-asset market is considered; (2) the problem is solved by means of both classic optimisation and stochastic control techniques. Both linear and option payoffs are considered. In the second chapter an empirical investigation is conducted on the existence of expiration day effects on the UK equity market. Intraday data on FTSE 350 stocks over a six-year period from 2015-2020 are used. The results show that the expiration of index derivatives is associated with a rise in both trading activity and volatility, together with significant price distortions. The expiration of single stock options appears to have little to no impact on the underlying securities. The last chapter examines the existence of patterns in line with closing price manipulation of UK stocks on option expiration days. The main contributions are threefold: (1) this is one of the few empirical studies on manipulation induced by the options market; (2) proprietary equity orderbook and transaction data sets are used to define manipulation proxies, providing a more detailed analysis; (3) the behaviour of proprietary trading firms is studied. Despite the industry concerns, no evidence is found of this type of manipulative behaviour.
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Questa tesi intende approfondire da un punto di vista, sia teorico sia computazionale, le proprietà fondamentali dei fononi. A tal fine, sono presentati i modelli quantistici di Einstein e di Debye che permettono la derivazione analitica degli osservabili macroscopici principali di un solido, come l’energia media e la capacità termica. Ciò è possibile tramite una trattazione meccano-statistica basata sull’approssimazione armonica dei modi normali di vibrazione degli ioni reticolari. Quindi, all’inizio si mostrano brevemente i risultati principali riguardanti l’oscillatore armonico quantistico. Successivamente, si approfondiscono i temi della dispersione fononica e della densità degli stati vibrazionali per reticoli cristallini 1D e 3D. Si ottiene che la prima non può essere considerata lineare se non nel limite di alte lunghezze d’onda, e che la seconda può presentare punti di singolarità correlati alla forma della relazione di dispersione. Infine, sono state svolte alcune analisi computazionali ab initio relative alla dispersione fononica, la densità degli stati vibrazionali e la frequenza di Debye del Carbonio (diamante) tramite i programmi VASP e Phonopy, confrontando i risultati con dati sperimentali presenti in letteratura.
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Universidade Estadual de Campinas . Faculdade de Educação FÃsica
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Gene clustering is a useful exploratory technique to group together genes with similar expression levels under distinct cell cycle phases or distinct conditions. It helps the biologist to identify potentially meaningful relationships between genes. In this study, we propose a clustering method based on multivariate normal mixture models, where the number of clusters is predicted via sequential hypothesis tests: at each step, the method considers a mixture model of m components (m = 2 in the first step) and tests if in fact it should be m - 1. If the hypothesis is rejected, m is increased and a new test is carried out. The method continues (increasing m) until the hypothesis is accepted. The theoretical core of the method is the full Bayesian significance test, an intuitive Bayesian approach, which needs no model complexity penalization nor positive probabilities for sharp hypotheses. Numerical experiments were based on a cDNA microarray dataset consisting of expression levels of 205 genes belonging to four functional categories, for 10 distinct strains of Saccharomyces cerevisiae. To analyze the method's sensitivity to data dimension, we performed principal components analysis on the original dataset and predicted the number of classes using 2 to 10 principal components. Compared to Mclust (model-based clustering), our method shows more consistent results.
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The exact composition of a specific class of compact stars, historically referred to as ""neutron stars,'' is still quite unknown. Possibilities ranging from hadronic to quark degrees of freedom, including self-bound versions of the latter, have been proposed. We specifically address the suitability of strange star models (including pairing interactions) in this work, in the light of new measurements available for four compact stars. The analysis shows that these data might be explained by such an exotic equation of state, actually selecting a small window in parameter space, but still new precise measurements and also further theoretical developments are needed to settle the subject.
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Context. Previous analyses of lithium abundances in main sequence and red giant stars have revealed the action of mixing mechanisms other than convection in stellar interiors. Beryllium abundances in stars with Li abundance determinations can offer valuable complementary information on the nature of these mechanisms. Aims. Our aim is to derive Be abundances along the whole evolutionary sequence of an open cluster. We focus on the well-studied open cluster IC 4651. These Be abundances are used with previously determined Li abundances, in the same sample stars, to investigate the mixing mechanisms in a range of stellar masses and evolutionary stages. Methods. Atmospheric parameters were adopted from a previous abundance analysis by the same authors. New Be abundances have been determined from high-resolution, high signal-to-noise UVES spectra using spectrum synthesis and model atmospheres. The careful synthetic modeling of the Be lines region is used to calculate reliable abundances in rapidly rotating stars. The observed behavior of Be and Li is compared to theoretical predictions from stellar models including rotation-induced mixing, internal gravity waves, atomic diffusion, and thermohaline mixing. Results. Beryllium is detected in all the main sequence and turn-off sample stars, both slow- and fast-rotating stars, including the Li-dip stars, but is not detected in the red giants. Confirming previous results, we find that the Li dip is also a Be dip, although the depletion of Be is more modest than for Li in the corresponding effective temperature range. For post-main-sequence stars, the Be dilution starts earlier within the Hertzsprung gap than expected from classical predictions, as does the Li dilution. A clear dispersion in the Be abundances is also observed. Theoretical stellar models including the hydrodynamical transport processes mentioned above are able to reproduce all the observed features well. These results show a good theoretical understanding of the Li and Be behavior along the color-magnitude diagram of this intermediate-age cluster for stars more massive than 1.2 M(circle dot).
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The parallel mutation-selection evolutionary dynamics, in which mutation and replication are independent events, is solved exactly in the case that the Malthusian fitnesses associated to the genomes are described by the random energy model (REM) and by a ferromagnetic version of the REM. The solution method uses the mapping of the evolutionary dynamics into a quantum Ising chain in a transverse field and the Suzuki-Trotter formalism to calculate the transition probabilities between configurations at different times. We find that in the case of the REM landscape the dynamics can exhibit three distinct regimes: pure diffusion or stasis for short times, depending on the fitness of the initial configuration, and a spin-glass regime for large times. The dynamic transition between these dynamical regimes is marked by discontinuities in the mean-fitness as well as in the overlap with the initial reference sequence. The relaxation to equilibrium is described by an inverse time decay. In the ferromagnetic REM, we find in addition to these three regimes, a ferromagnetic regime where the overlap and the mean-fitness are frozen. In this case, the system relaxes to equilibrium in a finite time. The relevance of our results to information processing aspects of evolution is discussed.
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The glued- laminated lumber (glulam) technique is an efficient process for the rational use of wood. Fiber-reinforced polymer (FRPs) associated with glulam beams provide significant improvements in strength and stiffness and alter the failure mode of these structural elements. In this context, this paper presents guidance for glulam beam production, an experimental analysis of glulam beams made of Pinus caribea var. hondurensis species without and with externally-bonded FRP and theoretical models to evaluate reinforced glulam beams (bending strength and stiffness). Concerning the bending strength of the beams, this paper aims only to analyze the limit state of ultimate strength in compression and tension. A specific disposal was used in order to avoid lateral buckling, once the tested beams have a higher ratio height-to-width. The results indicate the need of production control so as to guarantee a higher efficiency of the glulam beams. The FRP introduced in the tensile section of glulam beams resulted in improvements on their bending strength and stiffness due to the reinforcement thickness increase. During the beams testing, two failure stages were observed. The first was a tensile failure on the sheet positioned under the reinforcement layer, while the second occurred as a result of a preliminary compression yielding on the upper side of the lumber, followed by both a shear failure on the fiber-lumber interface and a tensile failure in wood. The model shows a good correlation between the experimental and estimated results.
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This paper presents both the theoretical and the experimental approaches of the development of a mathematical model to be used in multi-variable control system designs of an active suspension for a sport utility vehicle (SUV), in this case a light pickup truck. A complete seven-degree-of-freedom model is successfully quickly identified, with very satisfactory results in simulations and in real experiments conducted with the pickup truth. The novelty of the proposed methodology is the use of commercial software in the early stages of the identification to speed up the process and to minimize the need for a large number of costly experiments. The paper also presents major contributions to the identification of uncertainties in vehicle suspension models and in the development of identification methods using the sequential quadratic programming, where an innovation regarding the calculation of the objective function is proposed and implemented. Results from simulations of and practical experiments with the real SUV are presented, analysed, and compared, showing the potential of the method.
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MCM-41 materials of six different pore diameters were prepared and characterized using X-ray diffraction, transmission electron microscopy, helium pycnometry, small-angle neutron scattering, and gas adsorption (argon at 77.4 and 87.4 K, nitrogen and oxygen at 77.4 K, and carbon dioxide at 194.6 K). A recent molecular continuum model of the authors, previously used for adsorption of nitrogen at 77.4 K, was applied here for adsorption of argon, oxygen, and carbon dioxide. While model predictions of single-pore adsorption isotherms for argon and oxygen are in satisfactory agreement with experimental data, significant deviation was found for carbon dioxide, most likely due to its high quadrupole moment. Predictions of critical pore diameter, below which reversible condensation occurs: were possible by the model and found to be consistent with experimental estimates, for the adsorption of the various gases. On the other hand, existing models such as the Barrett-Joyner-Halenda (BJH), Saito-Foley, and Dubinin-Astakhov models were found to be inadequate, either predicting an incorrect pore diameter or not correlating the isotherms adequately. The wall structure of MCM-41 appears to be close to that of amorphous silica, as inferred from our skeletal density measurements.
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Three kinds of integrable Kondo problems in one-dimensional extended Hubbard models are studied by means of the boundary graded quantum inverse scattering method. The boundary K matrices depending on the local moments of the impurities are presented as a nontrivial realization of the graded reflection equation algebras acting in a (2s alpha + 1)-dimensional impurity Hilbert space. Furthermore, these models are solved using the algebraic Bethe ansatz method, and the Bethe ansatz equations are obtained.
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We solve the Sp(N) Heisenberg and SU(N) Hubbard-Heisenberg models on the anisotropic triangular lattice in the large-N limit. These two models may describe respectively the magnetic and electronic properties of the family of layered organic materials K-(BEDT-TTF)(2)X, The Heisenberg model is also relevant to the frustrated antiferromagnet, Cs2CuCl4. We find rich phase diagrams for each model. The Sp(N) :antiferromagnet is shown to have five different phases as a function of the size of the spin and the degree of anisotropy of the triangular lattice. The effects of fluctuations at finite N are also discussed. For parameters relevant to Cs2CuCl4 the ground state either exhibits incommensurate spin order, or is in a quantum disordered phase with deconfined spin-1/2 excitations and topological order. The SU(N) Hubbard-Heisenberg model exhibits an insulating dimer phase, an insulating box phase, a semi-metallic staggered flux phase (SFP), and a metallic uniform phase. The uniform and SFP phases exhibit a pseudogap, A metal-insulator transition occurs at intermediate values of the interaction strength.
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Observations of accelerating seismic activity prior to large earthquakes in natural fault systems have raised hopes for intermediate-term eartquake forecasting. If this phenomena does exist, then what causes it to occur? Recent theoretical work suggests that the accelerating seismic release sequence is a symptom of increasing long-wavelength stress correlation in the fault region. A more traditional explanation, based on Reid's elastic rebound theory, argues that an accelerating sequence of seismic energy release could be a consequence of increasing stress in a fault system whose stress moment release is dominated by large events. Both of these theories are examined using two discrete models of seismicity: a Burridge-Knopoff block-slider model and an elastic continuum based model. Both models display an accelerating release of seismic energy prior to large simulated earthquakes. In both models there is a correlation between the rate of seismic energy release with the total root-mean-squared stress and the level of long-wavelength stress correlation. Furthermore, both models exhibit a systematic increase in the number of large events at high stress and high long-wavelength stress correlation levels. These results suggest that either explanation is plausible for the accelerating moment release in the models examined. A statistical model based on the Burridge-Knopoff block-slider is constructed which indicates that stress alone is sufficient to produce accelerating release of seismic energy with time prior to a large earthquake.