Quasilocal density functional theory and its application within the extended Thomas-Fermi approximation

In this paper we propose a generalization of the density functional theory. The theory leads to single-particle equations of motion with a quasilocal mean-field operator, which contains a quasiparticle position-dependent effective mass and a spin-orbit potential. The energy density functional is constructed using the extended Thomas-Fermi approximation and the ground-state properties of doubly magic nuclei are considered within the framework of this approach. Calculations were performed using the finite-range Gogny D1S forces and the results are compared with the exact Hartree-Fock calculations

Relaxation times in a bistable system with parametric, white noise: Theory and experiment

We consider the effects of external, multiplicative white noise on the relaxation time of a general representation of a bistable system from the points of view provided by two, quite different, theoretical approaches: the classical Stratonovich decoupling of correlations and the new method due to Jung and Risken. Experimental results, obtained from a bistable electronic circuit, are compared to the theoretical predictions. We show that the phenomenon of critical slowing down appears as a function of the noise parameters, thereby providing a correct characterization of a noise-induced transition.

Semiclassical coupled wave theory and its application to TE waves in one dimensional crystals

A semiclassical coupled-wave theory is developed for TE waves in one-dimensional periodic structures. The theory is used to calculate the bandwidths and reflection/transmission characteristics of such structures, as functions of the incident wave frequency. The results are in good agreement with exact numerical simulations for an arbitrary angle of incidence and for any achievable refractive index contrast on a period of the structure.

Perturbation theory and locality in the Field-Antifield formalism

The BatalinVilkovisky formalism is studied in the framework of perturbation theory by analyzing the antibracket BecchiRouetStoraTyutin (BRST) cohomology of the proper solution S0. It is concluded that the recursive equations for the complete proper solution S can be solved at any order of perturbation theory. If certain conditions on the classical action and on the gauge generators are imposed the solution can be taken local.

On the Schoenberg transformations in data analysis: theory and illustrations

The class of Schoenberg transformations, embedding Euclidean distances into higher dimensional Euclidean spaces, is presented, and derived from theorems on positive definite and conditionally negative definite matrices. Original results on the arc lengths, angles and curvature of the transformations are proposed, and visualized on artificial data sets by classical multidimensional scaling. A distance-based discriminant algorithm and a robust multidimensional centroid estimate illustrate the theory, closely connected to the Gaussian kernels of Machine Learning.

Budgeting rockfall and modeling sedimentary delivery in torrent systems

This thesis is a compilation of projects to study sediment processes recharging debris flow channels. These works, conducted during my stay at the University of Lausanne, focus in the geological and morphological implications of torrent catchments to characterize debris supply, a fundamental element to predict debris flows. Other aspects of sediment dynamics are considered, e.g. the coupling headwaters - torrent, as well as the development of a modeling software that simulates sediment transfer in torrent systems. The sediment activity at Manival, an active torrent system of the northern French Alps, was investigated using terrestrial laser scanning and supplemented with geostructural investigations and a survey of sediment transferred in the main torrent. A full year of sediment flux could be observed, which coincided with two debris flows and several bedload transport events. This study revealed that both debris flows generated in the torrent and were preceded in time by recharge of material from the headwaters. Debris production occurred mostly during winter - early spring time and was caused by large slope failures. Sediment transfers were more puzzling, occurring almost exclusively in early spring subordinated to runoffconditions and in autumn during long rainfall. Intense rainstorms in summer did not affect debris storage that seems to rely on the stability of debris deposits. The morpho-geological implication in debris supply was evaluated using DEM and field surveys. A slope angle-based classification of topography could characterize the mode of debris production and transfer. A slope stability analysis derived from the structures in rock mass could assess susceptibility to failure. The modeled rockfall source areas included more than 97% of the recorded events and the sediment budgets appeared to be correlated to the density of potential slope failure. This work showed that the analysis of process-related terrain morphology and of susceptibility to slope failure document the sediment dynamics to quantitatively assess erosion zones leading to debris flow activity. The development of erosional landforms was evaluated by analyzing their geometry with the orientations of potential rock slope failure and with the direction of the maximum joint frequency. Structure in rock mass, but in particular wedge failure and the dominant discontinuities, appear as a first-order control of erosional mechanisms affecting bedrock- dominated catchment. They represent some weaknesses that are exploited primarily by mass wasting processes and erosion, promoting not only the initiation of rock couloirs and gullies, but also their propagation. Incorporating the geological control in geomorphic processes contributes to better understand the landscape evolution of active catchments. A sediment flux algorithm was implemented in a sediment cascade model that discretizes the torrent catchment in channel reaches and individual process-response systems. Each conceptual element includes in simple manner geomorphological and sediment flux information derived from GIS complemented with field mapping. This tool enables to simulate sediment transfers in channels considering evolving debris supply and conveyance, and helps reducing the uncertainty inherent to sediment budget prediction in torrent systems. Cette thèse est un recueil de projets d'études des processus de recharges sédimentaires des chenaux torrentiels. Ces travaux, réalisés lorsque j'étais employé à l'Université de Lausanne, se concentrent sur les implications géologiques et morphologiques des bassins dans l'apport de sédiments, élément fondamental dans la prédiction de laves torrentielles. D'autres aspects de dynamique sédimentaire ont été abordés, p. ex. le couplage torrent - bassin, ainsi qu'un modèle de simulation du transfert sédimentaire en milieu torrentiel. L'activité sédimentaire du Manival, un système torrentiel actif des Alpes françaises, a été étudiée par relevés au laser scanner terrestre et complétée par une étude géostructurale ainsi qu'un suivi du transfert en sédiments du torrent. Une année de flux sédimentaire a pu être observée, coïncidant avec deux laves torrentielles et plusieurs phénomènes de charriages. Cette étude a révélé que les laves s'étaient générées dans le torrent et étaient précédées par une recharge de débris depuis les versants. La production de débris s'est passée principalement en l'hiver - début du printemps, causée par de grandes ruptures de pentes. Le transfert était plus étrange, se produisant presque exclusivement au début du printemps subordonné aux conditions d'écoulement et en automne lors de longues pluies. Les orages d'été n'affectèrent guère les dépôts, qui semblent dépendre de leur stabilité. Les implications morpho-géologiques dans l'apport sédimentaire ont été évaluées à l'aide de MNT et études de terrain. Une classification de la topographie basée sur la pente a permis de charactériser le mode de production et transfert. Une analyse de stabilité de pente à partir des structures de roches a permis d'estimer la susceptibilité à la rupture. Les zones sources modélisées comprennent plus de 97% des chutes de blocs observées et les bilans sédimentaires sont corrélés à la densité de ruptures potentielles. Ce travail d'analyses des morphologies du terrain et de susceptibilité à la rupture documente la dynamique sédimentaire pour l'estimation quantitative des zones érosives induisant l'activité torrentielle. Le développement des formes d'érosion a été évalué par l'analyse de leur géométrie avec celle des ruptures potentielles et avec la direction de la fréquence maximale des joints. Les structures de roches, mais en particulier les dièdres et les discontinuités dominantes, semblent être très influents dans les mécanismes d'érosion affectant les bassins rocheux. Ils représentent des zones de faiblesse exploitées en priorité par les processus de démantèlement et d'érosion, encourageant l'initiation de ravines et couloirs, mais aussi leur propagation. L'incorporation du control géologique dans les processus de surface contribue à une meilleure compréhension de l'évolution topographique de bassins actifs. Un algorithme de flux sédimentaire a été implémenté dans un modèle en cascade, lequel divise le bassin en biefs et en systèmes individuels répondant aux processus. Chaque unité inclut de façon simple les informations géomorpologiques et celles du flux sédimentaire dérivées à partir de SIG et de cartographie de terrain. Cet outil permet la simulation des transferts de masse dans les chenaux, considérants la variabilité de l'apport et son transport, et aide à réduire l'incertitude liée à la prédiction de bilans sédimentaires torrentiels. Ce travail vise très humblement d'éclairer quelques aspects de la dynamique sédimentaire en milieu torrentiel.

Self-dynamic structure factor of dense liquids: Theory and simulation

The self-intermediate dynamic structure factor Fs(k,t) of liquid lithium near the melting temperature is calculated by molecular dynamics. The results are compared with the predictions of several theoretical approaches, paying special attention to the Lovesey model and the Wahnstrm and Sjgren mode-coupling theory. To this end the results for the Fs(k,t) second memory function predicted by both models are compared with the ones calculated from the simulations.

Financial crisis: theory and practice

In the last 50 years, we have had approximately 40 events with characteristics related to financial crisis. The most severe crisis was in 1929, when the financial markets plummet and the US gross domestic product decline in more than 30 percent. Recently some years ago, a new crisis developed in the United States, but instantly caused consequences and effects in the rest of the world.This new economic and financial crisis has increased the interest and motivation for the academic community, professors and researchers, to understand the causes and effects of the crisis, to learn from it. This is the one of the main reasons for the compilation of this book, which begins with a meeting of a group of IAFI researchers from the University of Barcelona, where researchers form Mexico and Spain, explain causes and consequences of the crisis of 2007.For that reason, we believed this set of chapters related to methodologies, applications and theories, would conveniently explained the characteristics and events of the past and future financial crisisThis book consists in 3 main sections, the first one called "State of the Art and current situation", the second named "Econometric applications to estimate crisis time periods" , and the third one "Solutions to diminish the effects of the crisis". The first section explains the current point of view of many research papers related to financial crisis, it has 2 chapters. In the first one, it describe and analyzes the models that historically have been used to explain financial crisis, furthermore, it proposes to used alternative methodologies such as Fuzzy Cognitive Maps. On the other hand , Chapter 2 , explains the characteristics and details of the 2007 crisis from the US perspective and its comparison to 1929 crisis, presenting some effects in Mexico and Latin America.The second section presents two econometric applications to estimate possible crisis periods. For this matter, Chapter 3, studies 3 Latin-American countries: Argentina, Brazil and Peru in the 1994 crisis and estimates the multifractal characteristics to identify financial and economic distress.Chapter 4 explains the crisis situations in Argentina (2001), Mexico (1994) and the recent one in the United States (2007) and its effects in other countries through a financial series methodology related to the stock market.The last section shows an alternative to prevent the effects of the crisis. The first chapter explains the financial stability effects through the financial system regulation and some globalization standards. Chapter 6, study the benefits of the Investor activism and a way to protect personal and national wealth to face the financial crisis risks.

Evidence for oxygen-island formation on Al(111): Cluster-model theory and x-ray photoelectron spectroscopy

The O 1s x-ray photoelectron spectroscopy spectrum for Al(111)/O at 300 K shows two components whose behavior as a function of time and variation of detection angle are consistent with either (a) a surface species represented by the higher binding-energy (BE) component and a subsurface species represented by the lower BE component, or (b) small close-packed oxygen islands with the interior atoms represented by the lower BE component and the perimeter atoms by the higher BE component. We have modeled both situations using ab initio Hartree-Fock wave functions for clusters of Al and O atoms. For an O atom in a threefold site, it was found that a below-surface position gave a higher O 1s BE than an above-surface position, incompatible with interpretation (a). This change in the O 1s BE could arise because the bond for O to Al may have a more covalent character when the O is below the surface than when it is above the surface. We present evidence consistent with this view. An O adatom island with all the O atoms in threefold sites gives calculated O 1s BE's which are significantly higher for the perimeter O atoms. Further, the results for an isolated O island without the Al substrate present also give higher BE¿s for the perimeter atoms. Both these results are consistent with interpretation (b). Published scanning-tunneling-microscopy data supports the suggestion that the chemisorbed state consists of small, close-packed islands, whereas the presence of two vibrational modes in high-resolution electron-energy-loss spectroscopy data has been interpreted as representing surface and subsurface oxygen atoms. In light of the present results, we suggest that a vibrational interpretation in terms of interior and perimeter adatoms should be considered.

Machine learning analysis and modeling of interest rate curves

The present research deals with the review of the analysis and modeling of Swiss franc interest rate curves (IRC) by using unsupervised (SOM, Gaussian Mixtures) and supervised machine (MLP) learning algorithms. IRC are considered as objects embedded into different feature spaces: maturities; maturity-date, parameters of Nelson-Siegel model (NSM). Analysis of NSM parameters and their temporal and clustering structures helps to understand the relevance of model and its potential use for the forecasting. Mapping of IRC in a maturity-date feature space is presented and analyzed for the visualization and forecasting purposes.