Modélisation de l'évolution du réseau magnétique au cours du cycle solaire

Le réseau magnétique consiste en un ensemble de petites concentrations de flux magnétique sur la photosphère solaire. Vu sa petite échelle de taille et de flux, à la limite de détection, son comportement n'est connu que depuis récemment. Les interactions du réseau sont pourtant cruciales afin de comprendre la dynamo et l'irradiance solaires, car beaucoup de caractérisques du réseau dépendent de ces interactions. De plus, le réseau est la principale contribution magnétique surfacique à l'irradiance solaire. Les modèles existants du réseau ne tenaient jusqu'à maintenant pas compte des interactions du réseau. Nous avons tenté de combler cette lacune avec notre modèle. Nos simulations impliquent une marche aléatoire en 2D de tubes de flux magnétiques sur la photosphère solaire. Les tubes de flux sont injectés puis soumis à des règles de déplacement et d'interaction. L'injection se fait à deux échelles, respectivement la plus petite et la plus grande observables: les tubes de flux élémentaires et les taches solaires. Des processus de surface imitant ceux observés sont inclus, et consistent en l'émergence, la coalescence, l'annulation et la submergence de flux. La fragmentation des concentrations n'est présente que pour les taches, sous forme de désintégration libérant des tubes de flux. Le modèle est appliqué au cycle solaire 21 (1976-1986, le mieux documenté en termes de caractéristiques de taches solaires. Il en résulte des réponses à deux questions importantes en physique solaire. La première est: l'injection de flux magnétique à deux échelles très distinctes peut-elle conduire à une distribution de flux en loi de puissance comme on l'observe, si l'on inclut des processus de surface qui retraitent le flux? Cette question est étroitement liée à l'origine de la dynamo solaire, qui pourrait produire ladite distribution. Nous trouvons qu'on peut effectivement produire une telle distribution avec ce type d'injection et ce type de processus de surface. Cela implique que la distribution de flux observée ne peut servir à déterminer quel type de dynamo opère dans le Soleil. La deuxième question à laquelle nous avons apporté un élément de réponse est celle à savoir combien de temps il faut au réseau pour retrouver son état d'activité de base. Cet état a été observé lors du minimum de Maunder en 1645-1715 et touche de près la question de l'influence de l'activité solaire sur le climat terrestre. Le récent minimum d'activité est considéré par certains comme ayant atteint cet état. Nous trouvons plutôt que ça n'a pas été le cas. En effet, le temps de relaxation du réseau que nous avons calculé est supérieur au temps écoulé entre la fin du dernier cycle solaire d'activité et celui de l'amorce du présent cycle.

Étude du maximum et des hauts points de la marche aléatoire branchante inhomogène et du champ libre gaussien inhomogène

Voir la bibliographie du mémoire pour les références du résumé. See the thesis`s bibliography for the references in the summary.

Agent Based Simulation of Street Robbery

Routine activity theory introduced by Cohen& Felson in 1979 states that criminal acts are caused due to the presenceof criminals, vic-timsand the absence of guardians in time and place. As the number of collision of these elements in place and time increases, criminal acts will also increase even if the number of criminals or civilians remains the same within the vicinity of a city. Street robbery is a typical example of routine ac-tivity theory and the occurrence of which can be predicted using routine activity theory. Agent-based models allow simulation of diversity among individuals. Therefore agent based simulation of street robbery can be used to visualize how chronological aspects of human activity influence the incidence of street robbery.The conceptual model identifies three classes of people-criminals, civilians and police with certain activity areas for each. Police exist only as agents of formal guardianship. Criminals with a tendency for crime will be in the search for their victims. Civilians without criminal tendencycan be either victims or guardians. In addition to criminal tendency, each civilian in the model has a unique set of characteristicslike wealth, employment status, ability for guardianship etc. These agents are subjected to random walk through a street environment guided by a Q –learning module and the possible outcomes are analyzed

Integro-difference equations for interacting species and the Neolithic transition

We introduce a set of sequential integro-difference equations to analyze the dynamics of two interacting species. Firstly, we derive the speed of the fronts when a species invades a space previously occupied by a second species, and check its validity by means of numerical random-walk simulations. As an example, we consider the Neolithic transition: the predictions of the model are consistent with the archaeological data for the front speed, provided that the interaction parameter is low enough. Secondly, an equation for the coexistence time between the invasive and the invaded populations is obtained for the first time. It agrees well with the simulations, is consistent with observations of the Neolithic transition, and makes it possible to estimate the value of the interaction parameter between the incoming and the indigenous populations

Exam 1985

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Exam 1984

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Exam 1986 pdf

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Exam 1985 pdf

Exam and solutions in PDF

Exam 1984 pdf

Exam and solutions in PDF

Exam 1986

Exam and solutions in LaTex

Forecasting the spot prices of various coffee types using linear and non-linear error correction models

Este documento estima modelos lineales y no-lineales de corrección de errores para los precios spot de cuatro tipos de café. En concordancia con las leyes económicas, se encuentra evidencia que cuando los precios están por encima de su nivel de equilibrio, retornan a éste mas lentamente que cuando están por debajo. Esto puede reflejar el hecho que, en el corto plazo, para los países productores de café es mas fácil restringir la oferta para incrementar precios, que incrementarla para reducirlos. Además, se encuentra evidencia que el ajuste es más rápido cuando las desviaciones del equilibrio son mayores. Los pronósticos que se obtienen a partir de los modelos de corrección de errores no lineales y asimétricos considerados en el trabajo, ofrecen una leve mejoría cuando se comparan con los pronósticos que resultan de un modelo de paseo aleatorio.

Estimating and Forecasting the Term Structure of Interest Rates:US and Colombia Analysis

In this paper we use the most representative models that exist in the literature on term structure of interest rates. In particular, we explore affine one factor models and polynomial-type approximations such as Nelson and Siegel. Our empirical application considers monthly data of USA and Colombia for estimation and forecasting. We find that affine models do not provide adequate performance either in-sample or out-of-sample. On the contrary, parsimonious models such as Nelson and Siegel have adequate results in-sample, however out-of-sample they are not able to systematically improve upon random walk base forecast.

Marine04 marine radiocarbon age calibration, 0-26 cal kyr BP

New radiocarbon calibration curves, IntCal04 and Marine04, have been constructed and internationally ratified to replace the terrestrial and marine components of IntCal98. The new calibration data sets extend an additional 2000 yr, from 0-26 cal kyr BP (Before Present, 0 cal. BP = AD 1950), and provide much higher resolution, greater precision, and more detailed structure than IntCal98. For the Marine04 curve, dendrochronologically-dated tree-ring samples, converted with a box diffusion model to marine mixed-layer ages, cover the period from 0-10.5 call kyr BR Beyond 10.5 cal kyr BP, high-resolution marine data become available from foraminifera in varved sediments and U/Th-dated corals. The marine records are corrected with site-specific C-14 reservoir age information to provide a single global marine mixed-layer calibration from 10.5-26.0 cal kyr BR A substantial enhancement relative to IntCal98 is the introduction of a random walk model, which takes into account the uncertainty in both the calendar age and the C-14 age to calculate the underlying calibration curve (Buck and Blackwell, this issue). The marine data sets and calibration curve for marine samples from the surface mixed layer (Marine04) are discussed here. The tree-ring data sets, sources of uncertainty, and regional offsets are presented in detail in a companion paper by Reimer et al. (this issue).

IntCal04 terrestrial radiocarbon age calibration, 0-26 cal kyr BP

A new calibration curve for the conversion of radiocarbon ages to calibrated (cal) ages has been constructed and internationally ratified to replace ImCal98, which extended from 0-24 cal kyr BP (Before Present, 0 cal BP = AD 1950). The new calibration data set for terrestrial samples extends from 0-26 cal kyr BP, but with much higher resolution beyond 11.4 cal kyr BP than ImCal98. Dendrochronologically-dated tree-ring samples cover the period from 0-12.4 cal kyr BP. Beyond the end of the tree rings, data from marine records (corals and foraminifera) are converted to the atmospheric equivalent with a site-specific marine reservoir correction to provide terrestrial calibration from 12.4-26.0 cal kyr BP. A substantial enhancement relative to ImCal98 is the introduction of a coherent statistical approach based on a random walk model, which takes into account the uncertainty in both the calendar age and the C-14 age to calculate the underlying calibration curve (Buck and Blackwell, this issue). The tree-ring data sets, sources of uncertainty, and regional offsets are discussed here. The marine data sets and calibration curve for marine samples from the surface mixed layer (Marine 04) are discussed in brief, but details are presented in Hughen et al. (this issue a). We do not make a recommendation for calibration beyond 26 cal kyr BP at this time; however, potential calibration data sets are compared in another paper (van der Plicht et al., this issue).

Time patterns in UK demand for alcohol and tobacco: an application of the EM algorithm

Capturing the pattern of structural change is a relevant task in applied demand analysis, as consumer preferences may vary significantly over time. Filtering and smoothing techniques have recently played an increasingly relevant role. A dynamic Almost Ideal Demand System with random walk parameters is estimated in order to detect modifications in consumer habits and preferences, as well as changes in the behavioural response to prices and income. Systemwise estimation, consistent with the underlying constraints from economic theory, is achieved through the EM algorithm. The proposed model is applied to UK aggregate consumption of alcohol and tobacco, using quarterly data from 1963 to 2003. Increased alcohol consumption is explained by a preference shift, addictive behaviour and a lower price elasticity. The dynamic and time-varying specification is consistent with the theoretical requirements imposed at each sample point. (c) 2005 Elsevier B.V. All rights reserved.