Tests of non-linearity using LIFFE futures transactions price data

This paper presents and implements a number of tests for non-linear dependence and a test for chaos using transactions prices on three LIFFE futures contracts: the Short Sterling interest rate contract, the Long Gilt government bond contract, and the FTSE 100 stock index futures contract. While previous studies of high frequency futures market data use only those transactions which involve a price change, we use all of the transaction prices on these contracts whether they involve a price change or not. Our results indicate irrefutable evidence of non-linearity in two of the three contracts, although we find no evidence of a chaotic process in any of the series. We are also able to provide some indications of the effect of the duration of the trading day on the degree of non-linearity of the underlying contract. The trading day for the Long Gilt contract was extended in August 1994, and prior to this date there is no evidence of any structure in the return series. However, after the extension of the trading day we do find evidence of a non-linear return structure.

Phytoplankton–zooplankton dynamics in the ‘presence’ or ‘absence’ of toxic phytoplankton

The inhibitory effects of toxin-producing phytoplankton (TPP) on zooplankton modulate the dynamics of marine plankton. In this article, we employ simple mathematical models to compare theoretically the dynamics of phytoplankton–zooplankton interaction in situations where the TPP are present with those where TPP are absent. We consider two sets of three-component interaction models: one that does not include the effect of TPP and the other that does. The negative effects of TPP on zooplankton is described by a non-linear interaction term. Extensive theoretical analyses of the models have been performed to understand the qualitative behaviour of the model systems around every possible equilibria. The results of local-stability analysis and numerical simulations demonstrate that the two model-systems differ qualitatively with regard to oscillations and stability. The model system that does not include TPP is asymptotically stable around the coexisting equilibria, whereas, the system that includes TPP oscillates for a range of parametric values associated with toxin-inhibition rate and competition coefficients. Our analysis suggests that the qualitative dynamics of the plankton–zooplankton interactions are very likely to alter due to the presence of TPP species, and therefore the effects of TPP should be considered carefully while modelling plankton dynamics.

Observation impact in data assimilation: the effect of non-Gaussian observation error.

Data assimilation methods which avoid the assumption of Gaussian error statistics are being developed for geoscience applications. We investigate how the relaxation of the Gaussian assumption affects the impact observations have within the assimilation process. The effect of non-Gaussian observation error (described by the likelihood) is compared to previously published work studying the effect of a non-Gaussian prior. The observation impact is measured in three ways: the sensitivity of the analysis to the observations, the mutual information, and the relative entropy. These three measures have all been studied in the case of Gaussian data assimilation and, in this case, have a known analytical form. It is shown that the analysis sensitivity can also be derived analytically when at least one of the prior or likelihood is Gaussian. This derivation shows an interesting asymmetry in the relationship between analysis sensitivity and analysis error covariance when the two different sources of non-Gaussian structure are considered (likelihood vs. prior). This is illustrated for a simple scalar case and used to infer the effect of the non-Gaussian structure on mutual information and relative entropy, which are more natural choices of metric in non-Gaussian data assimilation. It is concluded that approximating non-Gaussian error distributions as Gaussian can give significantly erroneous estimates of observation impact. The degree of the error depends not only on the nature of the non-Gaussian structure, but also on the metric used to measure the observation impact and the source of the non-Gaussian structure.

Impact of non-hydrostatic effects and trapped lee waves on mountain wave drag in directionally sheared flow

The orographic gravity wave drag produced in flow over an axisymmetric mountain when both vertical wind shear and non-hydrostatic effects are important was calculated using a semi-analytical two-layer linear model, including unidirectional or directional constant wind shear in a layer near the surface, above which the wind is constant. The drag behaviour is determined by partial wave reflection at the shear discontinuity, wave absorption at critical levels (both of which exist in hydrostatic flow), and total wave reflection at levels where the waves become evanescent (an intrinsically non-hydrostatic effect), which produces resonant trapped lee wave modes. As a result of constructive or destructive wave interference, the drag oscillates with the thickness of the constant-shear layer and the Richardson number within it (Ri), generally decreasing at low Ri and when the flow is strongly non-hydrostatic. Critical level absorption, which increases with the angle spanned by the wind velocity in the constant-shear layer, shields the surface from reflected waves, keeping the drag closer to its hydrostatic limit. While, for the parameter range considered here, the drag seldom exceeds this limit, a substantial drag fraction may be produced by trapped lee waves, particularly when the flow is strongly non-hydrostatic, the lower layer is thick and Ri is relatively high. In directionally sheared flows with Ri = O(1), the drag may be misaligned with the surface wind in a direction opposite to the shear, a behaviour which is totally due to non-trapped waves. The trapped lee wave drag, whose reaction force on the atmosphere is felt at low levels, may therefore have a distinctly different direction from the drag associated with vertically propagating waves, which acts on the atmosphere at higher levels.

Model predictions of the occurrence of non-Maxwellian plasmas, and analysis of their effects on EISCAT data

The recent identification of non-thermal plasmas using EISCAT data has been made possible by their occurrence during large, short-lived flow bursts. For steady, yet rapid, ion convection the only available signature is the shape of the spectrum, which is unreliable because it is open to distortion by noise and sampling uncertainty and can be mimicked by other phenomena. Nevertheless, spectral shape does give an indication of the presence of non-thermal plasma, and the characteristic shape has been observed for long periods (of the order of an hour or more) in some experiments. To evaluate this type of event properly one needs to compare it to what would be expected theoretically. Predictions have been made using the coupled thermosphere-ionosphere model developed at University College London and the University of Sheffield to show where and when non-Maxwellian plasmas would be expected in the auroral zone. Geometrical and other factors then govern whether these are detectable by radar. The results are applicable to any incoherent scatter radar in this area, but the work presented here concentrates on predictions with regard to experiments on the EISCAT facility.

On the possibility of non-fat frying using molten glucose

Fried products impose a health concerns due to considerable amount of oil they contain. Production of snack foods with minimal oil content and good management of oil during frying to minimise the production of toxic compounds continue to be challenging aims. This paper aims to investigate the possibility of producing a fat-free food snack by replacing frying oil with a non-fat medium. Glucose was melted and its temperature was then brought to 185°C and used to fry potato strips, to obtain a product referred here as glucose fries. The resulting product was compared with French fries prepared conventionally under conditions that resulted in similar final moisture content. The resulting products were also examined for crust formation, texture parameters, colour development and glucose content. Stereo microscope images showed that similar crusts were formed in the glucose fries and French fries. Texture parameters were found to be similar for both products at 5mm and 2 mm penetration depth. The maximum hardness at 2mm penetration depth was also similar for both products, but different from cooked potato. The colour development which characterised French fries was also observed in glucose fries. The glucose content in glucose fries was found to be twice the content of French fries, which is to be expected since glucose absorbed or adhered to the surface. In conclusion, glucose fries, with similar texture and colour characteristics to that of French fries, can be prepared by using a non-fat frying medium.

Civilian casualties – do we really care? The failure of the revolution in military affairs of non-lethal weapons in the U.S., Russia and Israel

Causing civilian casualties during military operations has become a much politicised topic in international relations since the Second World War. Since the last decade of the 20th century, different scholars and political analysts have claimed that human life is valued more and more among the general international community. This argument has led many researchers to assume that democratic culture and traditions, modern ethical and moral issues have created a desire for a world without war or, at least, a demand that contemporary armed conflicts, if unavoidable, at least have to be far less lethal forcing the military to seek new technologies that can minimise civilian casualties and collateral damage. Non-Lethal Weapons (NLW) – weapons that are intended to minimise civilian casualties and collateral damage – are based on the technology that, during the 1990s, was expected to revolutionise the conduct of warfare making it significantly less deadly. The rapid rise of interest in NLW, ignited by the American military twenty five years ago, sparked off an entirely new military, as well as an academic, discourse concerning their potential contribution to military success on the 21st century battlefields. It seems, however, that except for this debate, very little has been done within the military forces themselves. This research suggests that the roots of this situation are much deeper than the simple professional misconduct of the military establishment, or the poor political behaviour of political leaders, who had sent them to fight. Following the story of NLW in the U.S., Russia and Israel this research focuses on the political and cultural aspects that have been supposed to force the military organisations of these countries to adopt new technologies and operational and organisational concepts regarding NLW in an attempt to minimise enemy civilian casualties during their military operations. This research finds that while American, Russian and Israeli national characters are, undoubtedly, products of the unique historical experience of each one of these nations, all of three pay very little regard to foreigners’ lives. Moreover, while it is generally argued that the international political pressure is a crucial factor that leads to the significant reduction of harmed civilians and destroyed civilian infrastructure, the findings of this research suggest that the American, Russian and Israeli governments are well prepared and politically equipped to fend off international criticism. As the analyses of the American, Russian and Israeli cases reveal, the political-military leaderships of these countries have very little external or domestic reasons to minimise enemy civilian casualties through fundamental-revolutionary change in their conduct of war. In other words, this research finds that employment of NLW have failed because the political leadership asks the militaries to reduce the enemy civilian casualties to a politically acceptable level, rather than to the technologically possible minimum; as in the socio-cultural-political context of each country, support for the former appears to be significantly higher than for the latter.

Nanostructured europium oxide thin films deposited by pulsed laser ablation of a metallic target in a He buffer atmosphere

Nanostrucured europium oxide and hydroxide films were obtained by pulsed Nd:YAG (532 nm) laser ablation of a europium metallic target, in the presence of a 1 mbar helium buffer atmosphere. Both the produced film and the ambient plasma were characterized. The plasma was monitored by an electrostatic probe, for plume expansion in vacuum or in the presence of the buffer atmosphere. The time evolution of the ion saturation current was obtained for several probe to substrate distances. The results show the splitting of the plume into two velocity groups, being the lower velocity profile associated with metal cluster formation within the plume. The films were obtained in the presence of helium atmosphere, for several target-to-substrate distances. They were analyzed by Rutherford backscattering spectrometry, x-ray diffraction, and atomic force microscopy, for as-deposited and 600 degrees C treated-in-air samples. The results show that the as-deposited samples are amorphous and have chemical composition compatible with europium hydroxide. The thermally treated samples show x-ray diffraction peaks of Eu(2)O(3), with chemical composition showing excess oxygen. Film nanostructuring was shown to be strongly correlated with cluster formation, as shown by velocity splitting in probe current versus time plots. (C) 2010 American Vacuum Society. [DOI: 10.1116/1.3457784]

A comparison of test of non-linear cointegration with an application to the predictability of US interest rates using the term structure

We evaluate the forecasting performance of a number of systems models of US shortand long-term interest rates. Non-linearities, induding asymmetries in the adjustment to equilibrium, are shown to result in more accurate short horizon forecasts. We find that both long and short rates respond to disequilibria in the spread in certain circumstances, which would not be evident from linear representations or from single-equation analyses of the short-term interest rate.

Applicability of non-pharmacological strategies for pain relief in parturient: integrative review

MORAES, Maísa Suares Teixeira; ROLIM, Lariane Thays Albuquerque; ENDERS, Bertha Cruz; FARIAS, Glaucea Maciel de; DAVIM, Rejane Marie Barbosa. Applicability of non-pharmacological strategies for pain relief in parturient: integrative review. Revista de Enfermagem UFPE on line, v.4, n.especial, p.131-136, May/June 2010. Disponivel em:< http://www.ufpe.br/revistaenfermagem/index.php/revista/>.

Effect of therapeutic plasma concentrations of non-steroidal anti-inflammatory drugs on the production of reactive oxygen species by activated rat neutrophils

The release of reactive oxygen specie (ROS) by activated neutrophil is involved in both the antimicrobial and deleterious effects in chronic inflammation. The objective of the present investigation was to determine the effect of therapeutic plasma concentrations of non-steroidal anti-inflammatory drugs (NSAIDs) on the production of ROS by stimulated rat neutrophils. Diclofenac (3.6 µM), indomethacin (12 µM), naproxen (160 µM), piroxicam (13 µM), and tenoxicam (30 µM) were incubated at 37ºC in PBS (10 mM), pH 7.4, for 30 min with rat neutrophils (1 x 10(6) cells/ml) stimulated by phorbol-12-myristate-13-acetate (100 nM). The ROS production was measured by luminol and lucigenin-dependent chemiluminescence. Except for naproxen, NSAIDs reduced ROS production: 58 ± 2% diclofenac, 90 ± 2% indomethacin, 33 ± 3% piroxicam, and 45 ± 6% tenoxicam (N = 6). For the lucigenin assay, naproxen, piroxicam and tenoxicam were ineffective. For indomethacin the inhibition was 52 ± 5% and diclofenac showed amplification in the light emission of 181 ± 60% (N = 6). Using the myeloperoxidase (MPO)/H2O2/luminol system, the effects of NSAIDs on MPO activity were also screened. We found that NSAIDs inhibited both the peroxidation and chlorinating activity of MPO as follows: diclofenac (36 ± 10, 45 ± 3%), indomethacin (97 ± 2, 100 ± 1%), naproxen (56 ± 8, 76 ± 3%), piroxicam (77 ± 5, 99 ± 1%), and tenoxicam (90 ± 2, 100 ± 1%), respectively (N = 3). These results show that therapeutic levels of NSAIDs are able to suppress the oxygen-dependent antimicrobial or oxidative functions of neutrophils by inhibiting the generation of hypochlorous acid.

Effect of cosurfactant on the supramolecular structure and physicochemical properties of non-ionic biocompatible microemulsions

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

Comparison of non-Ohmic accelerated ageing of the ZnO- and SnO2-based voltage dependent resistors

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

Heat transfer in laminar flow of non-Newtonian fluids in ducts of elliptical section

Laminar forced convection inside tubes of various cross-section shapes is of interest in the design of a low Reynolds number heat exchanger apparatus. Heat transfer to thermally developing, hydrodynamically developed forced convection inside tubes of simple geometries such as a circular tube, parallel plate, or annular duct has been well studied in the literature and documented in various books, but for elliptical duct there are not much work done. The main assumption used in this work is a laminar flow of a power flow inside elliptical tube, under a boundary condition of first kind with constant physical properties and negligible axial heat diffusion (high Peclet number). To solve the thermally developing problem, we use the generalized integral transform technique (GITT), also known as Sturm-Liouville transform. Actually, such an integral transform is a generalization of the finite Fourier transform where the sine and cosine functions are replaced by more general sets of orthogonal functions. The axes are algebraically transformed from the Cartesian coordinate system to the elliptical coordinate system in order to avoid the irregular shape of the elliptical duct wall. The GITT is then applied to transform and solve the problem and to obtain the once unknown temperature field. Afterward, it is possible to compute and present the quantities of practical interest, such as the bulk fluid temperature, the local Nusselt number and the average Nusselt number for various cross-section aspect ratios. (C) 2006 Elsevier. SAS. All rights reserved.

Evaluation of level of DNA damage in blood leukocytes of non-diabetic and diabetic rat exposed to cigarette smoke

The objective of the present study was to use the comet assay to evaluate the steady-state level of DNA damage in peripheral blood leukocytes from diabetic and non-diabetic female Wistar rats exposed to air or to cigarette smoke. A total of 20 rats were distributed into four experimental groups (n= 5 rats/group): non-diabetic (control) and diabetic exposed to filtered air; non-diabetic and diabetic exposed to cigarette smoke. A pancreatic beta (beta)-cytotoxic agent, streptozotocin (40 mg/kg b.w.) was used to induce experimental diabetes in rats. Rats placed into whole-body exposure chambers were exposed for 30 min to filtered air (control) or to tobacco smoke generated from 10 cigarettes, twice a day, for 2 months. At the end of the 2-month exposure period, each rat was anesthetized and humanely killed to obtain blood samples for genotoxicity analysis using the alkaline comet assay. Blood wleukocytes sampled from diabetic rats presented higher DNA damage values (tail moment =0.57 +/- 0.05; tail length =19.92 +/- 0.41, p < 0.05) compared to control rats (tail moment =0.34 +/- 0.02; tail length= 17.42 +/- 0.33). Non-diabetic (tail moment =0.43 +/- 0.04, p > 0.05) and diabetic rats (tail moment= 0.41 +/- 0.03, p > 0.05) exposed to cigarette smoke presented non-significant increases in DNA damage levels compared to control group. In conclusion, our data show that the exposure of diabetic rats to cigarette smoke produced no additional genotoxicity in peripheral blood cells of female Wistar rats. (c) 2007 Elsevier B.V. All rights reserved.