Mechanical Blocking Mechanism for the Columnar to Equiaxed Transition

Mechanical blocking of the columnar front during the columnar to equiaxed transition (CET) is studied by quantitatively comparing the CET positions obtained with one stochastic model and two deterministic models for the unidirectional solidification of an Al-7 (wt pct) Si alloy. One of the deterministic models is based on the solutal blocking of the columnar front, whereas the other model is based on the mechanical blocking. The solutal-blocking model and the mechanical-blocking model with the traditional blocking fraction of 0.49 give columnar zones larger than those predicted with the stochastic model. When a blocking fraction of 0.2 is adopted, however, the agreement is very good for a range of nucleation undercoolings and number density of equiaxed grains. Therefore, changing the mechanical-blocking fraction in deterministic models from 0.49 to 0.2 seems to model more accurately the mechanical-blocking process that can lead to the CET.

Spatio-temporal modeling of agricultural yield data with an application to pricing crop insurance contracts

This article presents a statistical model of agricultural yield data based on a set of hierarchical Bayesian models that allows joint modeling of temporal and spatial autocorrelation. This method captures a comprehensive range of the various uncertainties involved in predicting crop insurance premium rates as opposed to the more traditional ad hoc, two-stage methods that are typically based on independent estimation and prediction. A panel data set of county-average yield data was analyzed for 290 counties in the State of Parana (Brazil) for the period of 1990 through 2002. Posterior predictive criteria are used to evaluate different model specifications. This article provides substantial improvements in the statistical and actuarial methods often applied to the calculation of insurance premium rates. These improvements are especially relevant to situations where data are limited.

Ferromagnetism, paramagnetism, and a Curie-Weiss metal in an electron-doped Hubbard model on a triangular lattice

Motivated by the unconventional properties and rich phase diagram of NaxCoO2 we consider the electronic and magnetic properties of a two-dimensional Hubbard model on an isotropic triangular lattice doped with electrons away from half-filling. Dynamical mean-field theory (DMFT) calculations predict that for negative intersite hopping amplitudes (t < 0) and an on-site Coulomb repulsion, U, comparable to the bandwidth, the system displays properties typical of a weakly correlated metal. In contrast, for t > 0 a large enhancement of the effective mass, itinerant ferromagnetism, and a metallic phase with a Curie-Weiss magnetic susceptibility are found in a broad electron doping range. The different behavior encountered is a consequence of the larger noninteracting density of states (DOS) at the Fermi level for t > 0 than for t < 0, which effectively enhances the mass and the scattering amplitude of the quasiparticles. The shape of the DOS is crucial for the occurrence of ferromagnetism as for t > 0 the energy cost of polarizing the system is much smaller than for t < 0. Our observation of Nagaoka ferromagnetism is consistent with the A-type antiferromagnetism (i.e., ferromagnetic layers stacked antiferromagnetically) observed in neutron scattering experiments on NaxCoO2. The transport and magnetic properties measured in NaxCoO2 are consistent with DMFT predictions of a metal close to the Mott insulator and we discuss the role of Na ordering in driving the system towards the Mott transition. We propose that the Curie-Weiss metal phase observed in NaxCoO2 is a consequence of the crossover from a bad metal with incoherent quasiparticles at temperatures T > T-* and Fermi liquid behavior with enhanced parameters below T-*, where T-* is a low energy coherence scale induced by strong local Coulomb electron correlations. Our analysis also shows that the one band Hubbard model on a triangular lattice is not enough to describe the unusual properties of NaxCoO2 and is used to identify the simplest relevant model that captures the essential physics in NaxCoO2. We propose a model which allows for the Na ordering phenomena observed in the system which, we propose, drives the system close to the Mott insulating phase even at large dopings.

Microscopic origin of non-Gaussian distributions of financial returns

In this paper we study the possible microscopic origin of heavy-tailed probability density distributions for the price variation of financial instruments. We extend the standard log-normal process to include another random component in the so-called stochastic volatility models. We study these models under an assumption, akin to the Born-Oppenheimer approximation, in which the volatility has already relaxed to its equilibrium distribution and acts as a background to the evolution of the price process. In this approximation, we show that all models of stochastic volatility should exhibit a scaling relation in the time lag of zero-drift modified log-returns. We verify that the Dow-Jones Industrial Average index indeed follows this scaling. We then focus on two popular stochastic volatility models, the Heston and Hull-White models. In particular, we show that in the Hull-White model the resulting probability distribution of log-returns in this approximation corresponds to the Tsallis (t-Student) distribution. The Tsallis parameters are given in terms of the microscopic stochastic volatility model. Finally, we show that the log-returns for 30 years Dow Jones index data is well fitted by a Tsallis distribution, obtaining the relevant parameters. (c) 2007 Elsevier B.V. All rights reserved.

Phenotypic and genetic analyses of a short measure of psychosis-proneness in a large-scale Australian twin study

Previous genetic analyses of psychosis proneness have been limited by their small sample size. For the purposes of large-scale screening, a 12-item questionnaire was developed through a two-stage process of reduction from the full Chapman and Chapman scales. 3685 individuals (including 1438 complete twin pairs) aged 18–25 years and enrolled in the volunteer Australian Twin Registry returned a mail questionnaire which included this psychosis proneness scale and the Eysenck Personality Questionnaire. Despite the brevity of the questionnaire, item and factor analysis identified four unambiguous and essentially uncorrelated scales. There were (1) Perceptual Aberration – Magical Ideation; (2) Hypomania – Impulsivity/Nonconformity; (3) Social Anhedonia and (4) Physical Anhedonia. Model-fitting analyses showed additive genetic and specific environmental factors were sufficient for three of the four scales, with the Social Anhedonia scale requiring also a parameter for genetic dominance. There was no evidence for the previously hypothesised sex differences in the genetic determination of psychosis-proneness. The potential value of multivariate genetic analysis to examine the relationship between these four scales and dimensions of personality is discussed. The growing body of longitudinal evidence on psychosis-proneness suggests the value of incorporating this brief measure into developmental twin studies.

Trade relationships between the Gulf Cooperation Council and the European Union

This paper examines the trade relationship between the Gulf Cooperation Council (GCC) and the European Union (EU). A simultaneous equation regression model is developed and estimated to assist with the analysis. The regression results, using both the two stage least squares (2SLS) and ordinary least squares (OLS) estimation methods, reveal the existence of feedback effects between the two economic integrations. The results also show that during times of slack in oil prices, the GCC income from its investments overseas helped to finance its imports from the EU.

CP properties of symmetry-constrained two-Higgs-doublet models

The two-Higgs-doublet model can be constrained by imposing Higgs-family symmetries and/or generalized CP symmetries. It is known that there are only six independent classes of such symmetry-constrained models. We study the CP properties of all cases in the bilinear formalism. An exact symmetry implies CP conservation. We show that soft breaking of the symmetry can lead to spontaneous CP violation (CPV) in three of the classes.

SiC Multilayer Structures as Light Controlled Photonic Active Filters

Tunable wavelength division multiplexing converters based on amorphous SiC multilayer photonic active filters are analyzed. The configuration includes two stacked p-i-n structures (p(a-SiC:H)-i'(a-SiC:H)-n(a-SiC:H)-p(a-SiC:H)-i(a-Si:H)-n(a-Si:H)) sandwiched between two transparent contacts. The manipulation of the magnitude is achieved through appropriated front and back backgrounds. Transfer function characteristics are studied both theoretically and experimentally. An algorithm to decode the multiplex signal is established. An optoelectronic model supports the optoelectronic logic architecture. Results show that the light-activated device combines the demultiplexing operation with the simultaneous photodetection and self-amplification of an optical signal. The output waveform presents a nonlinear amplitude-dependent response to the wavelengths of the input channels. Depending on the wavelength of the external background and irradiation side, it acts either as a short- or a long-pass band filter or as a band-stop filter. A two-stage active circuit is presented and gives insight into the physics of the device.

Analysis of glycosylation heterogeneity in antibody production by Pichia pastoris

Dissertação apresentada na Faculdade de Ciências e Tecnologia da Universidade Nova de Lisboa para obtenção do grau de Mestre em Biotecnologia

Theory and phenomenology of two-higgs-doublet models

We discuss theoretical and phenomenological aspects of two-Higgs-doublet extensions of the Standard Model. In general, these extensions have scalar mediated flavour changing neutral currents which are strongly constrained by experiment. Various strategies are discussed to control these flavour changing scalar currents and their phenomenological consequences are analysed. In particular, scenarios with natural flavour conservation are investigated, including the so-called type I and type II models as well as lepton-specific and inert models. Type III models are then discussed, where scalar flavour changing neutral currents are present at tree level, but are suppressed by either a specific ansatz for the Yukawa couplings or by the introduction of family symmetries leading to a natural suppression mechanism. We also consider the phenomenology of charged scalars in these models. Next we turn to the role of symmetries in the scalar sector. We discuss the six symmetry-constrained scalar potentials and their extension into the fermion sector. The vacuum structure of the scalar potential is analysed, including a study of the vacuum stability conditions on the potential and the renormalization-group improvement of these conditions is also presented. The stability of the tree level minimum of the scalar potential in connection with electric charge conservation and its behaviour under CP is analysed. The question of CP violation is addressed in detail, including the cases of explicit CP violation and spontaneous CP violation. We present a detailed study of weak basis invariants which are odd under CP. These invariants allow for the possibility of studying the CP properties of any two-Higgs-doublet model in an arbitrary Higgs basis. A careful study of spontaneous CP violation is presented, including an analysis of the conditions which have to be satisfied in order for a vacuum to violate CP. We present minimal models of CP violation where the vacuum phase is sufficient to generate a complex CKM matrix, which is at present a requirement for any realistic model of spontaneous CP violation.

Modeling of a solid-state bipolar blumlein generator for N stages

This paper models an n-stage stacked Blumlein generator for bipolar pulses for various load conditions. Calculation of the voltage amplitudes in time domain at the load and between stages is described for an n-stage generator. For this, the reflection and transmission coefficients are mathematically modeled where impedance discontinuity occurs (i.e., at the junctions between two transmission lines). The mathematical model developed is assessed by comparing simulation results to experimental data from a two-stage Blumlein solid-state prototype.

Uncertainty in a mixed duopoly with quadratic costs

In this paper, we consider a mixed market with uncertain demand, involving one private firm and one public firm with quadratic costs. The model is a two-stage game in which players choose to make their output decisions either in stage 1 or stage 2. We assume that the demand is unknown until the end of the first stage. We compute the output levels at equilibrium in each possible role. We also determine ex-ante and ex-post firms’ payoff functions.

Depressão : detecção, diagnóstico e tratamento. Estudo de prevalência e despite das perturbações depressivas e tratamento

RESUMO:A depressão clínica é uma patologia do humor, dimensional e de natureza crónica, evoluindo por episódios heterogéneos remitentes e recorrentes, de gravidade variável, correspondendo a categorias nosológicas porventura artificiais mas clinicamente úteis, de elevada prevalência e responsável por morbilidade importante e custos sociais crescentes, calculando-se que em 2020 os episódios de depressão major constituirão, em todo o mundo, a segunda causa de anos de vida com saúde perdidos. Como desejável, na maioria dos países os cuidados de saúde primários são a porta de entrada para o acesso à recepção de cuidados de saúde. Cerca de 50% de todas as pessoas sofrendo de depressão acedem aos cuidados de saúde primários mas apenas uma pequena proporção é correctamente diagnosticada e tratada pelos médicos prestadores de cuidados primários apesar dos tratamentos disponíveis serem muito efectivos e de fácil aplicabilidade. A existência de dificuldades e barreiras a vários níveis – doença, doentes, médicos, organizações de saúde, cultura e sociedade – contribuem para esta generalizada ineficiência de que resulta uma manutenção do peso da depressão que não tem sido possível reduzir através das estratégias tradicionais de organização de serviços. A equipa comunitária de saúde mental e a psiquiatria de ligação são duas estratégias de intervenção com desenvolvimento conceptual e organizacional respectivamente na Psiquiatria Social e na Psicossomática. A primeira tem demonstrado sucesso na abordagem clínica das doenças mentais graves na comunidade e a segunda na abordagem das patologias não psicóticas no hospital geral. Todavia, a efectividade destas estratégias não se tem revelado transferível para o tratamento das perturbações depressivas e outras patologias mentais comuns nos cuidados de saúde primários. Novos modelos de ligação e de trabalho em equipa multidisciplinar têm sido demonstrados como mais eficazes e custo-efectivos na redução do peso da depressão, ao nível da prestação dos cuidados de saúde primários, quando são atinentes com os seguintes princípios estratégicos e organizacionais: detecção sistemática e abordagem da depressão segundo o modelo médico, gestão integrada de doença crónica incluindo a continuidade de cuidados mediante colaboração e partilha de responsabilidades intersectorial, e a aposta na melhoria contínua da qualidade. Em Portugal, não existem dados fiáveis sobre a frequência da depressão, seu reconhecimento e a adequação do tratamento ao nível dos cuidados de saúde primários nem se encontra validada uma metodologia de diagnóstico simples e fiável passível de implementação generalizada. Foi realizado um estudo descritivo transversal com os objectivos de estabelecer a prevalência pontual de depressão entre os utentes dos cuidados de saúde primários e as taxas de reconhecimento e tratamento pelos médicos de família e testar metodologias de despiste, com base num questionário de preenchimento rápido – o WHO-5 – associado a uma breve entrevista estruturada – o IED. Foram seleccionados aleatoriamente 31 médicos de família e avaliados 544 utentes consecutivos, dos 16 aos 90 anos, em quatro regiões de saúde e oito centros de saúde dotados com 219 clínicos gerais. Os doentes foram entrevistados por psiquiatras, utilizando um método padronizado, o SCAN, para diagnóstico de perturbação depressiva segundo os critérios da 10ª edição da Classificação Internacional de Doenças. Apurou-se que 24.8% dos utentes apresentava depressão. No melhor dos cenários, menos de metade destes doentes, 43%, foi correctamente identificada como deprimida pelo seu médico de família e menos de 13% dos doentes com depressão estavam bem medicados com antidepressivo em dose adequada. A aplicação seriada dos dois instrumentos não revelou dificuldades tendo permitido a identificação de pelo menos 8 em cada 10 doentes deprimidos e a exclusão de 9 em cada 10 doentes não deprimidos. Confirma-se a elevada prevalência da patologia depressiva ao nível dos cuidados primários em Portugal e a necessidade de melhorar a capacidade diagnóstica e terapêutica dos médicos de família. A intervenção de despiste, que foi validada, parece adequada para ser aplicada de modo sistemático em Centros de Saúde que disponham de recursos técnicos e organizacionais para o tratamento efectivo dos doentes com depressão. A obtenção da linha de base de indicadores de prevalência, reconhecimento e tratamento das perturbações depressivas nos cuidados de saúde primários, bem como a validação de instrumentos de uso clínico, viabiliza a capacitação do sistema para a produção de uma campanha nacional de educação de grande amplitude como a proposta no Plano Nacional de Saúde 2004-2010.------- ABSTRACT: Clinical depression is a dimensional and chronic affective disorder, evolving through remitting and recurring heterogeneous episodes with variable severity corresponding to clinically useful artificial diagnostic categories, highly prevalent and producing vast morbidity and growing social costs, being estimated that in 2020 unipolar major depression will be the second cause of healthy life years lost all over the world. In most countries, primary care are the entry point for access to health care. About 50% of all individuals suffering from depression within the community reach primary health care but a smaller proportion is correctly diagnosed and treated by primary care physicians though available treatments are effective and easily manageable. Barriers at various levels – pertaining to the illness itself, to patients, doctors, health care organizations, culture and society – contribute to the inefficiency of depression management and pervasiveness of depression burden, which has not been possible to reduce through classical service strategies. Community mental health teams and consultation-liaison psychiatry, two conceptual and organizational intervention strategies originating respectively within social psychiatry and psychosomatics, have succeeded in treating severe mental illness in community and managing non-psychotic disorders in the general hospital. However, these strategies effectiveness has not been replicated and transferable for the primary health care setting treatment of depressive disorders and other common mental pathology. New modified liaison and multidisciplinary team work models have been shown as more efficacious and cost-effective reducing depression burden at the primary care level namely when in agreement with principles such as: systematic detection of depression and approach accordingly to the medical model, chronic llness comprehensive management including continuity of care through collaboration and shared responsibilities between primary and specialized care, and continuous quality improvement. There are no well-founded data available in Portugal for depression prevalence, recognition and treatment adequacy in the primary care setting neither is validated a simple, teachable and implementable recognition and diagnostic methodology for primary care. With these objectives in mind, a cross-sectional descriptive study was performed involving 544 consecutive patients, aged 16-90 years, recruited from the ambulatory of 31 family doctors randomized within the 219 physicians working in eight health centres from four health regions. Screening strategies were tested based on the WHO-5 questionnaire in association with a short structured interview based on ICD-10 criteria. Depression ICD-10 diagnosis was reached according to the gold standard SCAN interview performed by trained psychiatrists. Any depressive disorder ICD-10 diagnosis was present in 24.8% of patients. Through the use of favourable recognition criteria, 43% of the patients were correctly identified as depressed by their family doctor and about 13% of the depressed patients were prescribed antidepressants at an adequate dosage. The serial administration of both instruments – WHO-5 and short structured interview – was feasible, allowing the detection of eight in ten positive cases and the exclusion of nine in ten non-cases. In Portugal, at the primary care level, high depressive disorder prevalence is confirmed as well as the need to improve depression diagnostic and treatment competencies of family doctors. A two-stage screening strategy has been validated and seems adequate for systematic use in health centres where technical and organizational resources for the effective management of depression are made available. These results can be viewed as primary care depressive disorders baseline indicators of prevalence, detection and treatment and, along with clinical useful instruments, the health system is more capacitated for the establishment of a national level large education campaign on depression such as proposed in the National Health Plan 2004-2010.

A Multiple Criteria Utility-based Approa h for the Unit Commitment with Wind Power and Pumped Storage Hydro

The integration of wind power in eletricity generation brings new challenges to unit commitment due to the random nature of wind speed. For this particular optimisation problem, wind uncertainty has been handled in practice by means of conservative stochastic scenario-based optimisation models, or through additional operating reserve settings. However, generation companies may have different attitudes towards operating costs, load curtailment, or waste of wind energy, when considering the risk caused by wind power variability. Therefore, alternative and possibly more adequate approaches should be explored. This work is divided in two main parts. Firstly we survey the main formulations presented in the literature for the integration of wind power in the unit commitment problem (UCP) and present an alternative model for the wind-thermal unit commitment. We make use of the utility theory concepts to develop a multi-criteria stochastic model. The objectives considered are the minimisation of costs, load curtailment and waste of wind energy. Those are represented by individual utility functions and aggregated in a single additive utility function. This last function is adequately linearised leading to a mixed-integer linear program (MILP) model that can be tackled by general-purpose solvers in order to find the most preferred solution. In the second part we discuss the integration of pumped-storage hydro (PSH) units in the UCP with large wind penetration. Those units can provide extra flexibility by using wind energy to pump and store water in the form of potential energy that can be generated after during peak load periods. PSH units are added to the first model, yielding a MILP model with wind-hydro-thermal coordination. Results showed that the proposed methodology is able to reflect the risk profiles of decision makers for both models. By including PSH units, the results are significantly improved.

Stochastic modeling of the thermal and catalytic degradation of polyethylene using simultaneous DSC/TG analysis

Dissertação para obtenção do Grau de Mestre em Engenharia Química e Bioquímica