The lottery-panel task for bi-dimensional parameter-free elicitation of risk attitudes

We propose first, a simple task for the eliciting attitudes toward risky choice, the SGG lottery-panel task, which consists in a series of lotteries constructed to compensate riskier options with higher risk-return trade-offs. Using Principal Component Analysis technique, we show that the SGG lottery-panel task is capable of capturing two dimensions of individual risky decision making i.e. subjects’ average risk taking and their sensitivity towards variations in risk-return. From the results of a large experimental dataset, we confirm that the task systematically captures a number of regularities such as: A tendency to risk averse behavior (only around 10% of choices are compatible with risk neutrality); An attraction to certain payoffs compared to low risk lotteries, compatible with over-(under-) weighting of small (large) probabilities predicted in PT and; Gender differences, i.e. males being consistently less risk averse than females but both genders being similarly responsive to the increases in risk-premium. Another interesting result is that in hypothetical choices most individuals increase their risk taking responding to the increase in return to risk, as predicted by PT, while across panels with real rewards we see even more changes, but opposite to the expected pattern of riskier choices for higher risk-returns. Therefore, we conclude from our data that an “economic anomaly” emerges in the real reward choices opposite to the hypothetical choices. These findings are in line with Camerer's (1995) view that although in many domains, paid subjects probably do exert extra mental effort which improves their performance, choice over money gambles is not likely to be a domain in which effort will improve adherence to rational axioms (p. 635). Finally, we demonstrate that both dimensions of risk attitudes, average risk taking and sensitivity towards variations in the return to risk, are desirable not only to describe behavior under risk but also to explain behavior in other contexts, as illustrated by an example. In the second study, we propose three additional treatments intended to elicit risk attitudes under high stakes and mixed outcome (gains and losses) lotteries. Using a dataset obtained from a hypothetical implementation of the tasks we show that the new treatments are able to capture both dimensions of risk attitudes. This new dataset allows us to describe several regularities, both at the aggregate and within-subjects level. We find that in every treatment over 70% of choices show some degree of risk aversion and only between 0.6% and 15.3% of individuals are consistently risk neutral within the same treatment. We also confirm the existence of gender differences in the degree of risk taking, that is, in all treatments females prefer safer lotteries compared to males. Regarding our second dimension of risk attitudes we observe, in all treatments, an increase in risk taking in response to risk premium increases. Treatment comparisons reveal other regularities, such as a lower degree of risk taking in large stake treatments compared to low stake treatments and a lower degree of risk taking when losses are incorporated into the large stake lotteries. Results that are compatible with previous findings in the literature, for stake size effects (e.g., Binswanger, 1980; Antoni Bosch-Domènech & Silvestre, 1999; Hogarth & Einhorn, 1990; Holt & Laury, 2002; Kachelmeier & Shehata, 1992; Kühberger et al., 1999; B. J. Weber & Chapman, 2005; Wik et al., 2007) and domain effect (e.g., Brooks and Zank, 2005, Schoemaker, 1990, Wik et al., 2007). Whereas for small stake treatments, we find that the effect of incorporating losses into the outcomes is not so clear. At the aggregate level an increase in risk taking is observed, but also more dispersion in the choices, whilst at the within-subjects level the effect weakens. Finally, regarding responses to risk premium, we find that compared to only gains treatments sensitivity is lower in the mixed lotteries treatments (SL and LL). In general sensitivity to risk-return is more affected by the domain than the stake size. After having described the properties of risk attitudes as captured by the SGG risk elicitation task and its three new versions, it is important to recall that the danger of using unidimensional descriptions of risk attitudes goes beyond the incompatibility with modern economic theories like PT, CPT etc., all of which call for tests with multiple degrees of freedom. Being faithful to this recommendation, the contribution of this essay is an empirically and endogenously determined bi-dimensional specification of risk attitudes, useful to describe behavior under uncertainty and to explain behavior in other contexts. Hopefully, this will contribute to create large datasets containing a multidimensional description of individual risk attitudes, while at the same time allowing for a robust context, compatible with present and even future more complex descriptions of human attitudes towards risk.

The cleft ion fountain: a two-dimensional kinetic model

The transport of ionospheric ions from a source in the polar cleft ionosphere through the polar magnetosphere is investigated using a two-dimensional, kinetic, trajectory-based code. The transport model includes the effects of gravitation, longitudinal magnetic gradient force, convection electric fields, and parallel electric fields. Individual ion trajectories as well as distribution functions and resulting bulk parameters of density, parallel average energy, and parallel flux for a presumed cleft ionosphere source distribution are presented for various conditions to illustrate parametrically the dependences on source energies, convection electric field strengths, ion masses, and parallel electric field strengths. The essential features of the model are consistent with the concept of a cleft-based ion fountain supplying ionospheric ions to the polar magnetosphere, and the resulting plasma distributions and parameters are in general agreement with recent low-energy ion measurements from the DE 1 satellite.

A simple model of the effects of the mid-latitude total ion trough in the bottomsideFlayer on HF radiowave propagation

Observations of the amplitudes and Doppler shifts of received HF radio waves are compared with model predictions made using a two-dimensional ray-tracing program. The signals are propagated over a sub-auroral path, which is shown to lie along the latitudes of the mid-latitude trough at times of low geomagnetic activity. Generalizing the predictions to include a simple model of the trough in the density and height of the F2 peak enables the explanation of the anomalous observed diurnal variations. The behavior of received amplitude, Doppler shift, and signal-to-noise ratio as a function of the Kp index value, the time of day, and the season (in 17 months of continuous recording) is found to agree closely with that predicted using the statistical position of the trough as deduced from 8 years of Alouette satellite soundings. The variation in the times of the observation of large signal amplitudes with the Kp value and the complete absence of such amplitudes when it exceeds 2.75 are two features that implicate the trough in these effects.

Kraichnan–Leith–Batchelor similarity theory and two-dimensional inverse cascades

We study the scaling properties and Kraichnan–Leith–Batchelor (KLB) theory of forced inverse cascades in generalized two-dimensional (2D) fluids (α-turbulence models) simulated at resolution 8192x8192. We consider α=1 (surface quasigeostrophic flow), α=2 (2D Euler flow) and α=3. The forcing scale is well resolved, a direct cascade is present and there is no large-scale dissipation. Coherent vortices spanning a range of sizes, most larger than the forcing scale, are present for both α=1 and α=2. The active scalar field for α=3 contains comparatively few and small vortices. The energy spectral slopes in the inverse cascade are steeper than the KLB prediction −(7−α)/3 in all three systems. Since we stop the simulations well before the cascades have reached the domain scale, vortex formation and spectral steepening are not due to condensation effects; nor are they caused by large-scale dissipation, which is absent. One- and two-point p.d.f.s, hyperflatness factors and structure functions indicate that the inverse cascades are intermittent and non-Gaussian over much of the inertial range for α=1 and α=2, while the α=3 inverse cascade is much closer to Gaussian and non-intermittent. For α=3 the steep spectrum is close to that associated with enstrophy equipartition. Continuous wavelet analysis shows approximate KLB scaling ℰ(k)∝k−2 (α=1) and ℰ(k)∝k−5/3 (α=2) in the interstitial regions between the coherent vortices. Our results demonstrate that coherent vortex formation (α=1 and α=2) and non-realizability (α=3) cause 2D inverse cascades to deviate from the KLB predictions, but that the flow between the vortices exhibits KLB scaling and non-intermittent statistics for α=1 and α=2.

Effects of oxidative stress on the cardiac myocyte proteome: modifications to peroxiredoxins and small heat shock proteins

Endogenous oxidative stress is a likely cause of cardiac myocyte death in vivo. We examined the early (0-2 h) changes in the proteome of isolated cardiac myocytes from neonatal rats exposed to H2O2 (0.1 mM), focussing on proteins with apparent molecular masses of between 20 and 30 kDa. Proteins were separated by two-dimensional gel electrophoresis (2DGE), located by silver-staining and identified by mass spectrometry. Incorporation of [35S]methionine or 32Pi was also studied. For selected proteins, transcript abundance was examined by reverse transcriptase-polymerase chain reaction. Of the 38 protein spots in the region, 23 were identified. Two families showed changes in 2DGE migration or abundance with H2O2 treatment: the peroxiredoxins and two small heat shock protein (Hsp) family members: heat shock 27 kDa protein 1 (Hsp25) and alphaB-crystallin. Peroxiredoxins shifted to lower pI values and this was probably attributable to 'over-oxidation' of active site Cys-residues. Hsp25 also shifted to lower pI values but this was attributable to phosphorylation. alphaB-crystallin migration was unchanged but its abundance decreased. Transcripts encoding peroxiredoxins 2 and 5 increased significantly. In addition, 10 further proteins were identified. For two (glutathione S-transferase pi, translationally-controlled tumour protein), we could not find any previous references indicating their occurrence in cardiac myocytes. We conclude that exposure of cardiac myocytes to oxidative stress causes post-translational modification in two protein families involved in cytoprotection. These changes may be potentially useful diagnostically. In the short term, oxidative stress causes few detectable changes in global protein abundance as assessed by silver-staining.

Disparity-defined objects moving in depth do not elicit three-dimensional shape constancy

Observers generally fail to recover three-dimensional shape accurately from binocular disparity. Typically, depth is overestimated at near distances and underestimated at far distances [Johnston, E. B. (1991). Systematic distortions of shape from stereopsis. Vision Research, 31, 1351–1360]. A simple prediction from this is that disparity-defined objects should appear to expand in depth when moving towards the observer, and compress in depth when moving away. However, additional information is provided when an object moves from which 3D Euclidean shape can be recovered, be this through the addition of structure from motion information [Richards, W. (1985). Structure from stereo and motion. Journal of the Optical Society of America A, 2, 343–349], or the use of non-generic strategies [Todd, J. T., & Norman, J. F. (2003). The visual perception of 3-D shape from multiple cues: Are observers capable of perceiving metric structure? Perception and Psychophysics, 65, 31–47]. Here, we investigated shape constancy for objects moving in depth. We found that to be perceived as constant in shape, objects needed to contract in depth when moving toward the observer, and expand in depth when moving away, countering the effects of incorrect distance scaling (Johnston, 1991). This is a striking example of the failure of shape con- stancy, but one that is predicted if observers neither accurately estimate object distance in order to recover Euclidean shape, nor are able to base their responses on a simpler processing strategy.

Coupling an aerosol box model with one-dimensional flow: a tool for understanding observations of new particle formation events

Field observations of new particle formation and the subsequent particle growth are typically only possible at a fixed measurement location, and hence do not follow the temporal evolution of an air parcel in a Lagrangian sense. Standard analysis for determining formation and growth rates requires that the time-dependent formation rate and growth rate of the particles are spatially invariant; air parcel advection means that the observed temporal evolution of the particle size distribution at a fixed measurement location may not represent the true evolution if there are spatial variations in the formation and growth rates. Here we present a zero-dimensional aerosol box model coupled with one-dimensional atmospheric flow to describe the impact of advection on the evolution of simulated new particle formation events. Wind speed, particle formation rates and growth rates are input parameters that can vary as a function of time and location, using wind speed to connect location to time. The output simulates measurements at a fixed location; formation and growth rates of the particle mode can then be calculated from the simulated observations at a stationary point for different scenarios and be compared with the ‘true’ input parameters. Hence, we can investigate how spatial variations in the formation and growth rates of new particles would appear in observations of particle number size distributions at a fixed measurement site. We show that the particle size distribution and growth rate at a fixed location is dependent on the formation and growth parameters upwind, even if local conditions do not vary. We also show that different input parameters used may result in very similar simulated measurements. Erroneous interpretation of observations in terms of particle formation and growth rates, and the time span and areal extent of new particle formation, is possible if the spatial effects are not accounted for.

STUDY OF THE EQUATORIAL ATLANTIC OCEAN MIXING LAYER USING A ONE-DIMENSIONAL TURBULENCE MODEL

The General Ocean Turbulence Model (GOTM) is applied to the diagnostic turbulence field of the mixing layer (ML) over the equatorial region of the Atlantic Ocean. Two situations were investigated: rainy and dry seasons, defined, respectively, by the presence of the intertropical convergence zone and by its northward displacement. Simulations were carried out using data from a PIRATA buoy located on the equator at 23 degrees W to compute surface turbulent fluxes and from the NASA/GEWEX Surface Radiation Budget Project to close the surface radiation balance. A data assimilation scheme was used as a surrogate for the physical effects not present in the one-dimensional model. In the rainy season, results show that the ML is shallower due to the weaker surface stress and stronger stable stratification; the maximum ML depth reached during this season is around 15 m, with an averaged diurnal variation of 7 m depth. In the dry season, the stronger surface stress and the enhanced surface heat balance components enable higher mechanical production of turbulent kinetic energy and, at night, the buoyancy acts also enhancing turbulence in the first meters of depth, characterizing a deeper ML, reaching around 60 m and presenting an average diurnal variation of 30 m.

SIMULATIONS OF WINDS OF WEAK-LINED T TAURI STARS. II. THE EFFECTS OF A TILTED MAGNETOSPHERE AND PLANETARY INTERACTIONS

Based on our previous work, we investigate here the effects on the wind and magnetospheric structures of weak-lined T Tauri stars due to a misalignment between the axis of rotation of the star and its magnetic dipole moment vector. In such a configuration, the system loses the axisymmetry presented in the aligned case, requiring a fully three-dimensional (3D) approach. We perform 3D numerical magnetohydrodynamic simulations of stellar winds and study the effects caused by different model parameters, namely the misalignment angle theta(t), the stellar period of rotation, the plasma-beta, and the heating index.. Our simulations take into account the interplay between the wind and the stellar magnetic field during the time evolution. The system reaches a periodic behavior with the same rotational period of the star. We show that the magnetic field lines present an oscillatory pattern. Furthermore, we obtain that by increasing theta(t), the wind velocity increases, especially in the case of strong magnetic field and relatively rapid stellar rotation. Our 3D, time-dependent wind models allow us to study the interaction of a magnetized wind with a magnetized extrasolar planet. Such interaction gives rise to reconnection, generating electrons that propagate along the planet`s magnetic field lines and produce electron cyclotron radiation at radio wavelengths. The power released in the interaction depends on the planet`s magnetic field intensity, its orbital radius, and on the stellar wind local characteristics. We find that a close-in Jupiter-like planet orbiting at 0.05 AU presents a radio power that is similar to 5 orders of magnitude larger than the one observed in Jupiter, which suggests that the stellar wind from a young star has the potential to generate strong planetary radio emission that could be detected in the near future with LOFAR. This radio power varies according to the phase of rotation of the star. For three selected simulations, we find a variation of the radio power of a factor 1.3-3.7, depending on theta(t). Moreover, we extend the investigation done in Vidotto et al. and analyze whether winds from misaligned stellar magnetospheres could cause a significant effect on planetary migration. Compared to the aligned case, we show that the timescale tau(w) for an appreciable radial motion of the planet is shorter for larger misalignment angles. While for the aligned case tau(w) similar or equal to 100 Myr, for a stellar magnetosphere tilted by theta(t) = 30 degrees, tau(w) ranges from similar to 40 to 70 Myr for a planet located at a radius of 0.05 AU. Further reduction on tau(w) might occur for even larger misalignment angles and/or different wind parameters.

SURFACE ALFVEN WAVE DAMPING IN A THREE-DIMENSIONAL SIMULATION OF THE SOLAR WIND

Here we investigate the contribution of surface Alfven wave damping to the heating of the solar wind in minima conditions. These waves are present in the regions of strong inhomogeneities in density or magnetic field (e.g., the border between open and closed magnetic field lines). Using a three-dimensional (3D) magnetohydrodynamics (MHD) model, we calculate the surface Alfven wave damping contribution between 1 and 4 R(circle dot) (solar radii), the region of interest for both acceleration and coronal heating. We consider waves with frequencies lower than those that are damped in the chromosphere and on the order of those dominating the heliosphere: 3 x 10(-6) to 10(-1) Hz. In the region between open and closed field lines, within a few R(circle dot) of the surface, no other major source of damping has been suggested for the low frequency waves we consider here. This work is the first to study surface Alfven waves in a 3D environment without assuming a priori a geometry of field lines or magnetic and density profiles. We demonstrate that projection effects from the plane of the sky to 3D are significant in the calculation of field line expansion. We determine that waves with frequencies >2.8 x 10(-4) Hz are damped between 1 and 4 R(circle dot). In quiet-Sun regions, surface Alfven waves are damped at further distances compared to active regions, thus carrying additional wave energy into the corona. We compare the surface Alfven wave contribution to the heating by a variable polytropic index and find it as an order of magnitude larger than needed for quiet-Sun regions. For active regions, the contribution to the heating is 20%. As it has been argued that a variable gamma acts as turbulence, our results indicate that surface Alfven wave damping is comparable to turbulence in the lower corona. This damping mechanism should be included self-consistently as an energy driver for the wind in global MHD models.

The geodiamolide H, derived from Brazilian sponge Geodia corticostylifera, regulates actin cytoskeleton, migration and invasion of breast cancer cells cultured in three-dimensional environment

We are investigating effects of the depsipeptide geodiamolide H, isolated from the Brazilian sponge Geodia corticostylifera, on cancer cell lines grown in 3D environment. As shown previously geodiamolide H disrupts actin cytoskeleton in both sea urchin eggs and breast cancer cell monolayers. We used a normal mammary epithelial cell line MCF 10A that in 3D assay results formation of polarized spheroids. We also used cell lines derived from breast tumors with different degrees of differentiation: MCF7 positive for estrogen receptor and the Hs578T, negative for hormone receptors. Cells were placed on top of Matrigel. Spheroids obtained from these cultures were treated with geodiamolide H. Control and treated samples were analyzed by light and confocal microscopy. Geodiamolide H dramatically affected the poorly differentiated and aggressive Hs578T cell line. The peptide reverted HsS78T malignant phenotype to polarized spheroid-like structures. MCF7 cells treated by geodiamolide H exhibited polarization compared to controls. Geodiamolide H induced striking phenotypic modifications in Hs578T cell line and disruption of actin cytoskeleton. We investigated effects of geodiamolide H on migration and invasion of Hs578T cells. Time-lapse microscopy showed that the peptide inhibited migration of these cells in a dose-dependent manner. Furthermore invasion assays revealed that geodiamolide H induced a 30% decrease on invasive behavior of Hs578T cells. Our results suggest that geodiamolide H inhibits migration and invasion of Hs578T cells probably through modifications in actin cytoskeleton. The fact that normal cell lines were not affected by treatment with geodiamolide H stimulates new studies towards therapeutic use for this peptide.

Numerical solution of the PTT constitutive equation for unsteady three-dimensional free surface flows

This work deals with the development of a numerical technique for simulating three-dimensional viscoelastic free surface flows using the PTT (Phan-Thien-Tanner) nonlinear constitutive equation. In particular, we are interested in flows possessing moving free surfaces. The equations describing the numerical technique are solved by the finite difference method on a staggered grid. The fluid is modelled by a Marker-and-Cell type method and an accurate representation of the fluid surface is employed. The full free surface stress conditions are considered. The PTT equation is solved by a high order method, which requires the calculation of the extra-stress tensor on the mesh contours. To validate the numerical technique developed in this work flow predictions for fully developed pipe flow are compared with an analytic solution from the literature. Then, results of complex free surface flows using the FIT equation such as the transient extrudate swell problem and a jet flowing onto a rigid plate are presented. An investigation of the effects of the parameters epsilon and xi on the extrudate swell and jet buckling problems is reported. (C) 2010 Elsevier B.V. All rights reserved.

Effects of torsional disorder on poly-para-phenylene

We study the effect of thermal disorder on the electronic structure of one-dimensional poly-para-phenylene (PPP). In a real chain the torsion angles between rings are bound to be distributed over a range of values, which depend on temperature, and thus the chain is intrinsically disordered. In this study we simulated this kind of thermally induced off-diagonal disorder through the simple Huckel method. We base our Hamiltonian on ab initio results for the effect of temperature on torsion angles, and the effect of torsion angles on the energy gap. We analyze the electronic structure of 200-monomer-long chains focusing on the density of states, and the associated localization character (measured by the inverse participation ratio). Our results contrast with the usually assumed Gaussian-shaped density of localized states for disordered systems. (C) 2009 Elsevier B.V. All rights reserved.

Predicting random effects with an expanded finite population mixed model

Prediction of random effects is an important problem with expanding applications. In the simplest context, the problem corresponds to prediction of the latent value (the mean) of a realized cluster selected via two-stage sampling. Recently, Stanek and Singer [Predicting random effects from finite population clustered samples with response error. J. Amer. Statist. Assoc. 99, 119-130] developed best linear unbiased predictors (BLUP) under a finite population mixed model that outperform BLUPs from mixed models and superpopulation models. Their setup, however, does not allow for unequally sized clusters. To overcome this drawback, we consider an expanded finite population mixed model based on a larger set of random variables that span a higher dimensional space than those typically applied to such problems. We show that BLUPs for linear combinations of the realized cluster means derived under such a model have considerably smaller mean squared error (MSE) than those obtained from mixed models, superpopulation models, and finite population mixed models. We motivate our general approach by an example developed for two-stage cluster sampling and show that it faithfully captures the stochastic aspects of sampling in the problem. We also consider simulation studies to illustrate the increased accuracy of the BLUP obtained under the expanded finite population mixed model. (C) 2007 Elsevier B.V. All rights reserved.

Two-dimensional modeling of material failure in reinforced concrete by means of a continuum strong discontinuity approach

The paper presents a new methodology to model material failure, in two-dimensional reinforced concrete members, using the Continuum Strong Discontinuity Approach (CSDA). The mixture theory is used as the methodological approach to model reinforced concrete as a composite material, constituted by a plain concrete matrix reinforced with two embedded orthogonal long fiber bundles (rebars). Matrix failure is modeled on the basis of a continuum damage model, equipped with strain softening, whereas the rebars effects are modeled by means of phenomenological constitutive models devised to reproduce the axial non-linear behavior, as well as the bondslip and dowel effects. The proposed methodology extends the fundamental ingredients of the standard Strong Discontinuity Approach, and the embedded discontinuity finite element formulations, in homogeneous materials, to matrix/fiber composite materials, as reinforced concrete. The specific aspects of the material failure modeling for those composites are also addressed. A number of available experimental tests are reproduced in order to illustrate the feasibility of the proposed methodology. (c) 2007 Elsevier B.V. All rights reserved.