969 resultados para Consistent term structure models


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Context. Within the core accretion scenario of planetary formation, most simulations performed so far always assume the accreting envelope to have a solar composition. From the study of meteorite showers on Earth and numerical simulations, we know that planetesimals must undergo thermal ablation and disruption when crossing a protoplanetary envelope. Thus, once the protoplanet has acquired an atmosphere, not all planetesimals reach the core intact, i.e. the primordial envelope (mainly H and He) gets enriched in volatiles and silicates from the planetesimals. This change of envelope composition during the formation can have a significant effect on the final atmospheric composition and on the formation timescale of giant planets. Aims. We investigate the physical implications of considering the envelope enrichment of protoplanets due to the disruption of icy planetesimals during their way to the core. Particular focus is placed on the effect on the critical core mass for envelopes where condensation of water can occur. Methods. Internal structure models are numerically solved with the implementation of updated opacities for all ranges of metallicities and the software Chemical Equilibrium with Applications to compute the equation of state. This package computes the chemical equilibrium for an arbitrary mixture of gases and allows the condensation of some species, including water. This means that the latent heat of phase transitions is consistently incorporated in the total energy budget. Results. The critical core mass is found to decrease significantly when an enriched envelope composition is considered in the internal structure equations. A particularly strong reduction of the critical core mass is obtained for planets whose envelope metallicity is larger than Z approximate to 0.45 when the outer boundary conditions are suitable for condensation of water to occur in the top layers of the atmosphere. We show that this effect is qualitatively preserved even when the atmosphere is out of chemical equilibrium. Conclusions. Our results indicate that the effect of water condensation in the envelope of protoplanets can severely affect the critical core mass, and should be considered in future studies.

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Many types of materials at nanoscale are currently being used in everyday life. The production and use of such products based on engineered nanomaterials have raised concerns of the possible risks and hazards associated with these nanomaterials. In order to evaluate and gain a better understanding of their effects on living organisms, we have performed first-principles quantum mechanical calculations and molecular dynamics simulations. Specifically, we will investigate the interaction of nanomaterials including semiconducting quantum dots and metallic nanoparticles with various biological molecules, such as dopamine, DNA nucleobases and lipid membranes. Firstly, interactions of semiconducting CdSe/CdS quantum dots (QDs) with the dopamine and the DNA nucleobase molecules are investigated using similar quantum mechanical approach to the one used for the metallic nanoparticles. A variety of interaction sites are explored. Our results show that small-sized Cd4Se4 and Cd4S4 QDs interact strongly with the DNA nucleobase if a DNA nucleobase has the amide or hydroxyl chemical group. These results indicate that these QDs are suitable for detecting subcellular structures, as also reported by experiments. The next two chapters describe a preparation required for the simulation of nanoparticles interacting with membranes leading to accurate structure models for the membranes. We develop a method for the molecular crystalline structure prediction of 1,2-Dimyristoyl-sn-glycero-3-phosphorylcholine (DMPC), 1,2-Dimyristoyl-sn-glycero-3-phosphorylethanolamine (DMPE) and cyclic di-amino acid peptide using first-principles methods. Since an accurate determination of the structure of an organic crystal is usually an extremely difficult task due to availability of the large number of its conformers, we propose a new computational scheme by applying knowledge of symmetry, structural chemistry and chemical bonding to reduce the sampling size of the conformation space. The interaction of metal nanoparticles with cell membranes is finally carried out by molecular dynamics simulations, and the results are reported in the last chapter. A new force field is developed which accurately describes the interaction forces between the clusters representing small-sized metal nanoparticles and the lipid bilayer molecules. The permeation of nanoparticles into the cell membrane is analyzed together with the RMSD values of the membrane modeled by a lipid bilayer. The simulation results suggest that the AgNPs could cause the same amount of deformation as the AuNPs for the dysfunction of the membrane.

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In this Thesis, we analyze how climate risk impacts economic players and its consequences on the financial markets. Essentially, literature unravels two main channels through which climate change poses risks to the status quo, namely physical and transitional risk, that we cover in three works. Firstly, the call for a global shift to a net-zero economy implicitly devalues assets that contribute to global warming that regulators are forcing to dismiss. On the other hand, abnormal changes in the temperatures as well as weather-related events challenge the environmental equilibrium and could directly affect operations as well as profitability. We start the analysis with the physical component, by presenting a statistical measure that generally represents shocks to the distribution of temperature anomalies. We oppose this statistic to classical physical measures and assess that it is the driver of the electricity consumption, in the weather derivatives market, and in the cross-section of equity returns. We find two transmission channels, namely investor attention, and firm operations. We then analyze the transition risk component, by associating a regulatory horizon characterization to fixed income valuation. We disentangle a risk driver for corporate bond overperformance that is tight to change in credit riskiness. After controlling a statistical learning algorithm to forecast excess returns, we include carbon emission metrics without clear evidence. Finally, we analyze the effects of change in carbon emission on a regulated market such as the EU ETS by selecting utility sector corporate bond and, after controlling for the possible risk factor, we document how a firm’s carbon profile differently affects the term structure of credit riskiness.

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A recent integral-field spectroscopic (IFS) survey, the MASSIVE survey (Ma et al. 2014), observed the 116 most massive (MK < −25.3 mag, stellar mass M∗ > 10^11.6 M⊙) early-type galaxies (ETGs) within 108 Mpc, out to radii as large as 40 kpc, that correspond to ∼ 2 − 3 effective radii (Re). One of the major findings of the MASSIVE survey is that the galaxy sample is split nearly equally among three groups showing three different velocity dispersion profiles σ(R) outer of a radius ∼ 5 kpc (falling, flat and rising with radius). The purpose of this thesis is to model the kinematic profiles of six ETGs included in the MASSIVE survey and representative of the three observed σ(R) shapes, with the aim of investigating their dynamical structure. Models for the chosen galaxies are built using the numerical code JASMINE (Posacki, Pellegrini, and Ciotti 2013). The code produces models of axisymmetric galaxies, based on the solution of the Jeans equations for a multicomponent gravitational potential (supermassive black hole, stars and dark matter halo). With the aim of having a good agreement between the kinematics obtained from the Jeans equations, and the observed σ and rotation velocity V of MASSIVE (Veale et al. 2016, 2018), I derived constraints on the dark matter distribution and orbital anisotropy. This work suggests a trend of the dark matter amount and distribution with the shape of the velocity dispersion profiles in the outer regions: the models of galaxies with flat or rising velocity dispersion profiles show higher dark matter fractions fDM both within 1 Re and 5 Re. Orbital anisotropy alone cannot account for the different observed trends of σ(R) and has a minor effect compared to variations of the mass profile. Galaxies with similar stellar mass M∗ that show different velocity dispersion profiles (from falling to rising) are successfully modelled with a variation of the halo mass Mh.

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The majority of past and current individual-tree growth modelling methodologies have failed to characterise and incorporate structured stochastic components. Rather, they have relied on deterministic predictions or have added an unstructured random component to predictions. In particular, spatial stochastic structure has been neglected, despite being present in most applications of individual-tree growth models. Spatial stochastic structure (also called spatial dependence or spatial autocorrelation) eventuates when spatial influences such as competition and micro-site effects are not fully captured in models. Temporal stochastic structure (also called temporal dependence or temporal autocorrelation) eventuates when a sequence of measurements is taken on an individual-tree over time, and variables explaining temporal variation in these measurements are not included in the model. Nested stochastic structure eventuates when measurements are combined across sampling units and differences among the sampling units are not fully captured in the model. This review examines spatial, temporal, and nested stochastic structure and instances where each has been characterised in the forest biometry and statistical literature. Methodologies for incorporating stochastic structure in growth model estimation and prediction are described. Benefits from incorporation of stochastic structure include valid statistical inference, improved estimation efficiency, and more realistic and theoretically sound predictions. It is proposed in this review that individual-tree modelling methodologies need to characterise and include structured stochasticity. Possibilities for future research are discussed. (C) 2001 Elsevier Science B.V. All rights reserved.

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Does a conflict between inborn motor preferences and educational standards during childhood impact the structure of the adult human brain? To examine this issue, we acquired high-resolution T1-weighted magnetic resonance scans of the whole brain in adult "converted" left-handers who had been forced as children to become dextral writers. Analysis of sulcal surfaces revealed that consistent right- and left-handers showed an interhemispheric asymmetry in the surface area of the central sulcus with a greater surface contralateral to the dominant hand. This pattern was reversed in the converted group who showed a larger surface of the central sulcus in their left, nondominant hemisphere, indicating plasticity of the primary sensorimotor cortex caused by forced use of the nondominant hand. Voxel-based morphometry showed a reduction of gray matter volume in the middle part of the left putamen in converted left-handers relative to both consistently handed groups. A similar trend was found in the right putamen. Converted subjects with at least one left-handed first-degree relative showed a correlation between the acquired right-hand advantage for writing and the structural changes in putamen and pericentral cortex. Our results show that a specific environmental challenge during childhood can shape the macroscopic structure of the human basal ganglia. The smaller than normal putaminal volume differs markedly from previously reported enlargement of cortical gray matter associated with skill acquisition. This indicates a differential response of the basal ganglia to early environmental challenges, possibly related to processes of pruning during motor development.

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A new formulation of a pose refinement technique using ``active'' models is described. An error term derived from the detection of image derivatives close to an initial object hypothesis is linearised and solved by least squares. The method is particularly well suited to problems involving external geometrical constraints (such as the ground-plane constraint). We show that the method is able to recover both the pose of a rigid model, and the structure of a deformable model. We report an initial assessment of the performance and cost of pose and structure recovery using the active model in comparison with our previously reported ``passive'' model-based techniques in the context of traffic surveillance. The new method is more stable, and requires fewer iterations, especially when the number of free parameters increases, but shows somewhat poorer convergence.

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Studies of consumer-resource interactions suggest that individual diet specialisation is empirically widespread and theoretically important to the organisation and dynamics of populations and communities. We used weighted networks to analyze the resource use by sea otters, testing three alternative models for how individual diet specialisation may arise. As expected, individual specialisation was absent when otter density was low, but increased at high-otter density. A high-density emergence of nested resource-use networks was consistent with the model assuming individuals share preference ranks. However, a density-dependent emergence of a non-nested modular network for core resources was more consistent with the competitive refuge model. Individuals from different diet modules showed predictable variation in rank-order prey preferences and handling times of core resources, further supporting the competitive refuge model. Our findings support a hierarchical organisation of diet specialisation and suggest individual use of core and marginal resources may be driven by different selective pressures.

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This paper shows that optimal policy and consistent policy outcomes require the use of control-theory and game-theory solution techniques. While optimal policy and consistent policy often produce different outcomes even in a one-period model, we analyze consistent policy and its outcome in a simple model, finding that the cause of the inconsistency with optimal policy traces to inconsistent targets in the social loss function. As a result, the central bank should adopt a loss function that differs from the social loss function. Carefully designing the central bank s loss function with consistent targets can harmonize optimal and consistent policy. This desirable result emerges from two observations. First, the social loss function reflects a normative process that does not necessarily prove consistent with the structure of the microeconomy. Thus, the social loss function cannot serve as a direct loss function for the central bank. Second, an optimal loss function for the central bank must depend on the structure of that microeconomy. In addition, this paper shows that control theory provides a benchmark for institution design in a game-theoretical framework.

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Available geological calibration sites used to estimate the rate at which cosmogenic 3He is produced at the Earth’s surface are mostly clustered in medium to high latitudes. Moreover, most of them have exposure histories shorter than tens of thousands of years. This lack of sites prevents a qualitative assessment of available production models used to convert cosmogenic 3He concentrations into exposure ages and/or denudation rates. It thus limits our ability to take into account the atmospheric, geomagnetic and solar modulation conditions that might have affected the production of cosmogenic nuclides in the past for longer exposure histories and in low latitude regions. We present the cosmogenic 3He production rate inferred from a new geological calibration site located in northern Chile. Five samples were collected on the surface of the largest and best-preserved lava flow of the San Pedro volcano (21.934°S-68.510°W- 3390 m a.s.l), which displays pristine crease-structure features. 40Ar/39Ar dating yield a reliable plateau age of 107±12 ka for the eruption of this lava flow. Eight pyroxene aliquots separated from the surface samples yield a weighted average cosmogenic 3He concentration of 99.3±1.2 Mat.g-1 from which a local cosmogenic 3He production rate of 928±101 at.g-1.yr-1 is calculated. The local production rate is then scaled to a sea level high latitude (SLHL) reference position using different combinations of geographic spatialization schemes, atmosphere models and geomagnetic field reconstructions, yielding SLHL production rates between 103±11 and 130±14 at.g-1.yr-1 consistent with the most recent estimates available from the literature. Finally, we use the same scaling frameworks to re-evaluate the mean global-scale cosmogenic 3He production rate in olivine and pyroxene minerals at 120±16 at.g-1.yr-1 from the compilation of previously published calibration datasets.

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This study investigates concreteness effects in tasks requiring short-term retention. Concreteness effects were assessed in serial recall, matching span, order reconstruction, and free recall. Each task was carried out both in a control condition and under articulatory suppression. Our results show no dissociation between tasks that do and do not require spoken output. This argues against the redintegration hypothesis according to which lexical-semantic effects in short-term memory arise only at the point of production. In contrast, concreteness effects were modulated by task demands that stressed retention of item versus order information. Concreteness effects were stronger in free recall than in serial recall. Suppression, which weakens phonological representations, enhanced the concreteness effect with item scoring. In a matching task, positive effects of concreteness occurred with open sets but not with closed sets of words. Finally, concreteness effects reversed when the task asked only for recall of word positions (as in the matching task), when phonological representations were weak (because of suppression), and when lexical semantic representations overactivated (because of closed sets). We interpret these results as consistent with a model where phonological representations are crucial for the retention of order, while lexical-semantic representations support maintenance of item identity in both input and output buffers.

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Light rainfall is the baseline input to the annual water budget in mountainous landscapes through the tropics and at mid-latitudes. In the Southern Appalachians, the contribution from light rainfall ranges from 50-60% during wet years to 80-90% during dry years, with convective activity and tropical cyclone input providing most of the interannual variability. The Southern Appalachians is a region characterized by rich biodiversity that is vulnerable to land use/land cover changes due to its proximity to a rapidly growing population. Persistent near surface moisture and associated microclimates observed in this region has been well documented since the colonization of the area in terms of species health, fire frequency, and overall biodiversity. The overarching objective of this research is to elucidate the microphysics of light rainfall and the dynamics of low level moisture in the inner region of the Southern Appalachians during the warm season, with a focus on orographically mediated processes. The overarching research hypothesis is that physical processes leading to and governing the life cycle of orographic fog, low level clouds, and precipitation, and their interactions, are strongly tied to landform, land cover, and the diurnal cycles of flow patterns, radiative forcing, and surface fluxes at the ridge-valley scale. The following science questions will be addressed specifically: 1) How do orographic clouds and fog affect the hydrometeorological regime from event to annual scale and as a function of terrain characteristics and land cover?; 2) What are the source areas, governing processes, and relevant time-scales of near surface moisture convergence patterns in the region?; and 3) What are the four dimensional microphysical and dynamical characteristics, including variability and controlling factors and processes, of fog and light rainfall? The research was conducted with two major components: 1) ground-based high-quality observations using multi-sensor platforms and 2) interpretive numerical modeling guided by the analysis of the in situ data collection. Findings illuminate a high level of spatial – down to the ridge scale - and temporal – from event to annual scale - heterogeneity in observations, and a significant impact on the hydrological regime as a result of seeder-feeder interactions among fog, low level clouds, and stratiform rainfall that enhance coalescence efficiency and lead to significantly higher rainfall rates at the land surface. Specifically, results show that enhancement of an event up to one order of magnitude in short-term accumulation can occur as a result of concurrent fog presence. Results also show that events are modulated strongly by terrain characteristics including elevation, slope, geometry, and land cover. These factors produce interactions between highly localized flows and gradients of temperature and moisture with larger scale circulations. Resulting observations of DSD and rainfall patterns are stratified by region and altitude and exhibit clear diurnal and seasonal cycles.

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Context. Emission lines formed in decretion disks of Be stars often undergo long-term cyclic variations, especially in the violet-to-red (V/R) ratio of their primary components. The underlying structural and dynamical variations of the disks are only partly understood. From observations of the bright Be-shell star. Tau, the possibly broadest and longest data set illustrating the prototype of this behaviour was compiled from our own and archival observations. It comprises optical and infrared spectra, broad-band polarimetry, and interferometric observations. Aims. The dense, long-time monitoring permits a better separation of repetitive and ephemeral variations. The broad wavelength coverage includes lines formed under different physical conditions, i.e. different locations in the disk, so that the dynamics can be probed throughout much of the disk. Polarimetry and interferometry constrain the spatial structure. All together, the objective is a better understand the dynamics and life cycle of decretion disks. Methods. Standard methods of data acquisition, reduction, and analysis were applied. Results. From 3 V/R cycles between 1997 and 2008, a mean cycle length in Ha of 1400-1430 days was derived. After each minimum in V/R, the shell absorption weakens and splits into two components, leading to 3 emission peaks. This phase may make the strongest contribution to the variability in cycle length. There is no obvious connection between the V/R cycle and the 133-day orbital period of the not otherwise detected companion. V/R curves of different lines are shifted in phase. Lines formed on average closer to the central star are ahead of the others. The shell absorption lines fall into 2 categories differing in line width, ionization/excitation potential, and variability of the equivalent width. They seem to form in separate regions of the disk, probably crossing the line of sight at different times. The interferometry has resolved the continuum and the line emission in Br gamma and HeI 2.06. The phasing of the Br gamma emission shows that the photocenter of the line-emitting region lies within the plane of the disk but is offset from the continuum source. The plane of the disk is constant throughout the observed V/R cycles. The observations lay the foundation for the fully self-consistent, one-armed, disk-oscillation model developed in Paper II.

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Recently, we have found an additional spin-orbit (SO) interaction in quantum wells with two subbands [Bernardes , Phys. Rev. Lett. 99, 076603 (2007)]. This new SO term is nonzero even in symmetric geometries, as it arises from the intersubband coupling between confined states of distinct parities, and its strength is comparable to that of the ordinary Rashba. Starting from the 8x8 Kane model, here we present a detailed derivation of this new SO Hamiltonian and the corresponding SO coupling. In addition, within the self-consistent Hartree approximation, we calculate the strength of this new SO coupling for realistic symmetric modulation-doped wells with two subbands. We consider gated structures with either a constant areal electron density or a constant chemical potential. In the parameter range studied, both models give similar results. By considering the effects of an external applied bias, which breaks the structural inversion symmetry of the wells, we also calculate the strength of the resulting induced Rashba couplings within each subband. Interestingly, we find that for double wells the Rashba couplings for the first and second subbands interchange signs abruptly across the zero bias, while the intersubband SO coupling exhibits a resonant behavior near this symmetric configuration. For completeness we also determine the strength of the Dresselhaus couplings and find them essentially constant as function of the applied bias.

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The structure of laser glasses in the system (Y(2)O(3))(0.2){(Al(2)O(3))(x))(B(2)O(3))(0.8-x)} (0.15 <= x <= 0.40) has been investigated by means of (11)B, (27)Al, and (89)Y solid state NMR as well as electron spin echo envelope modulation (ESEEM) of Yb-doped samples. The latter technique has been applied for the first time to an aluminoborate glass system. (11)B magic-angle spinning (MAS)-NMR spectra reveal that, while the majority of the boron atoms are three-coordinated over the entire composition region, the fraction of three-coordinated boron atoms increases significantly with increasing x. Charge balance considerations as well as (11)B NMR lineshape analyses suggest that the dominant borate species are predominantly singly charged metaborate (BO(2/2)O(-)), doubly charged pyroborate (BO(1/2)(O(-))(2)), and (at x = 0.40) triply charged orthoborate groups. As x increases along this series, the average anionic charge per trigonal borate group increases from 1.38 to 2.91. (27)Al MAS-NMR spectra show that the alumina species are present in the coordination states four, five and six, and the fraction of four-coordinated Al increases markedly with increasing x. All of the Al coordination states are in intimate contact with both the three-and the four-coordinate boron species and vice versa, as indicated by (11)B/(27)Al rotational echo double resonance (REDOR) data. These results are consistent with the formation of a homogeneous, non-segregated glass structure. (89)Y solid state NMR spectra show a significant chemical shift trend, reflecting that the second coordination sphere becomes increasingly ""aluminate-like'' with increasing x. This conclusion is supported by electron spin echo envelope modulation (ESEEM) data of Yb-doped glasses, which indicate that both borate and aluminate species participate in the medium range structure of the rare-earth ions, consistent with a random spatial distribution of the glass components.