Driving rate effects in avalanche-mediated first-order phase transitions

We study the driving-rate and temperature dependence of the power-law exponents that characterize the avalanche distribution in first-order phase transitions. Measurements of acoustic emission in structural transitions in Cu-Zn-Al and Cu-Al-Ni are presented. We show how the observed behavior emerges within a general framework of competing time scales of avalanche relaxation, driving rate, and thermal fluctuations. We confirm our findings by numerical simulations of a prototype model.

Spatiotemporal order out of noise

Experimental observations of self-organized behavior arising out of noise are also described, and details on the numerical algorithms needed in the computer simulation of these problems are given.

Kinematic reduction of reaction-diffusion fronts with multiplicative noise. Derivation of stochastic sharp-interface equations

We study the dynamics of generic reaction-diffusion fronts, including pulses and chemical waves, in the presence of multiplicative noise. We discuss the connection between the reaction-diffusion Langevin-like field equations and the kinematic (eikonal) description in terms of a stochastic moving-boundary or sharp-interface approximation. We find that the effective noise is additive and we relate its strength to the noise parameters in the original field equations, to first order in noise strength, but including a partial resummation to all orders which captures the singular dependence on the microscopic cutoff associated with the spatial correlation of the noise. This dependence is essential for a quantitative and qualitative understanding of fluctuating fronts, affecting both scaling properties and nonuniversal quantities. Our results predict phenomena such as the shift of the transition point between the pushed and pulled regimes of front propagation, in terms of the noise parameters, and the corresponding transition to a non-Kardar-Parisi-Zhang universality class. We assess the quantitative validity of the results in several examples including equilibrium fluctuations and kinetic roughening. We also predict and observe a noise-induced pushed-pulled transition. The analytical predictions are successfully tested against rigorous results and show excellent agreement with numerical simulations of reaction-diffusion field equations with multiplicative noise.

Three essays in financial economics: asset pricing, optimal portfolio selection and financial integration

Executive Summary The unifying theme of this thesis is the pursuit of a satisfactory ways to quantify the riskureward trade-off in financial economics. First in the context of a general asset pricing model, then across models and finally across country borders. The guiding principle in that pursuit was to seek innovative solutions by combining ideas from different fields in economics and broad scientific research. For example, in the first part of this thesis we sought a fruitful application of strong existence results in utility theory to topics in asset pricing. In the second part we implement an idea from the field of fuzzy set theory to the optimal portfolio selection problem, while the third part of this thesis is to the best of our knowledge, the first empirical application of some general results in asset pricing in incomplete markets to the important topic of measurement of financial integration. While the first two parts of this thesis effectively combine well-known ways to quantify the risk-reward trade-offs the third one can be viewed as an empirical verification of the usefulness of the so-called "good deal bounds" theory in designing risk-sensitive pricing bounds. Chapter 1 develops a discrete-time asset pricing model, based on a novel ordinally equivalent representation of recursive utility. To the best of our knowledge, we are the first to use a member of a novel class of recursive utility generators to construct a representative agent model to address some long-lasting issues in asset pricing. Applying strong representation results allows us to show that the model features countercyclical risk premia, for both consumption and financial risk, together with low and procyclical risk free rate. As the recursive utility used nests as a special case the well-known time-state separable utility, all results nest the corresponding ones from the standard model and thus shed light on its well-known shortcomings. The empirical investigation to support these theoretical results, however, showed that as long as one resorts to econometric methods based on approximating conditional moments with unconditional ones, it is not possible to distinguish the model we propose from the standard one. Chapter 2 is a join work with Sergei Sontchik. There we provide theoretical and empirical motivation for aggregation of performance measures. The main idea is that as it makes sense to apply several performance measures ex-post, it also makes sense to base optimal portfolio selection on ex-ante maximization of as many possible performance measures as desired. We thus offer a concrete algorithm for optimal portfolio selection via ex-ante optimization over different horizons of several risk-return trade-offs simultaneously. An empirical application of that algorithm, using seven popular performance measures, suggests that realized returns feature better distributional characteristics relative to those of realized returns from portfolio strategies optimal with respect to single performance measures. When comparing the distributions of realized returns we used two partial risk-reward orderings first and second order stochastic dominance. We first used the Kolmogorov Smirnov test to determine if the two distributions are indeed different, which combined with a visual inspection allowed us to demonstrate that the way we propose to aggregate performance measures leads to portfolio realized returns that first order stochastically dominate the ones that result from optimization only with respect to, for example, Treynor ratio and Jensen's alpha. We checked for second order stochastic dominance via point wise comparison of the so-called absolute Lorenz curve, or the sequence of expected shortfalls for a range of quantiles. As soon as the plot of the absolute Lorenz curve for the aggregated performance measures was above the one corresponding to each individual measure, we were tempted to conclude that the algorithm we propose leads to portfolio returns distribution that second order stochastically dominates virtually all performance measures considered. Chapter 3 proposes a measure of financial integration, based on recent advances in asset pricing in incomplete markets. Given a base market (a set of traded assets) and an index of another market, we propose to measure financial integration through time by the size of the spread between the pricing bounds of the market index, relative to the base market. The bigger the spread around country index A, viewed from market B, the less integrated markets A and B are. We investigate the presence of structural breaks in the size of the spread for EMU member country indices before and after the introduction of the Euro. We find evidence that both the level and the volatility of our financial integration measure increased after the introduction of the Euro. That counterintuitive result suggests the presence of an inherent weakness in the attempt to measure financial integration independently of economic fundamentals. Nevertheless, the results about the bounds on the risk free rate appear plausible from the view point of existing economic theory about the impact of integration on interest rates.

Sequential partitioning: an alternative to understanding size distributions of avalanches in first-order phase transitions

We study the problem of the partition of a system of initial size V into a sequence of fragments s1,s2,s3 . . . . By assuming a scaling hypothesis for the probability p(s;V) of obtaining a fragment of a given size, we deduce that the final distribution of fragment sizes exhibits power-law behavior. This minimal model is useful to understanding the distribution of avalanche sizes in first-order phase transitions at low temperatures.

Monte Carlo simulation of kilovolt electron transport in solids

A Monte Carlo procedure to simulate the penetration and energy loss of low¿energy electron beams through solids is presented. Elastic collisions are described by using the method of partial waves for the screened Coulomb field of the nucleus. The atomic charge density is approximated by an analytical expression with parameters determined from the Dirac¿Hartree¿Fock¿Slater self¿consistent density obtained under Wigner¿Seitz boundary conditions in order to account for solid¿state effects; exchange effects are also accounted for by an energy¿dependent local correction. Elastic differential cross sections are then easily computed by combining the WKB and Born approximations to evaluate the phase shifts. Inelastic collisions are treated on the basis of a generalized oscillator strength model which gives inelastic mean free paths and stopping powers in good agreement with experimental data. This scattering model is accurate in the energy range from a few hundred eV up to about 50 keV. The reliability of the simulation method is analyzed by comparing simulation results and experimental data from backscattering and transmission measurements.

Supracricoid partial laryngectomy with cricohyoidoepiglottopexy in patients with radiation therapy failure.

BACKGROUND: To assess functional results, complications, and success of larynx preservation in patients with recurrent squamous cell carcinoma after radiotherapy. METHODS: From a database of 40 patients who underwent supracricoid partial laryngectomy (SCPL) with cricohyoidoepiglottopexy (CHEP) from June 2001 to April 2006, eight patients were treated previously with radiotherapy due to squamous cell carcinoma of the glottic region and were treated for recurrence at the site of the primary cancer. RESULTS: SCPL with CHEP was performed in six men and two women with a mean age of 67 years due to recurrence and/or persistence at a mean time of 30 months postradiotherapy (in case #8 after concomitant chemoradiotherapy). Bilateral neck dissection at levels II-V was performed in six patients. Only case #8 presented metastasis in one node. In case #5, Delphian node was positive. It was possible to preserve both arytenoids in five cases. Definitive surgical margins were negative. Complications were encountered in seven patients. Follow-up was on average 44 months (range: 20-67 months). Organ preservation in this series was 75%, and local control was 87%. Overall 5-year survival was 50%. CONCLUSIONS: In selected patient with persistence and/or recurrence after radiotherapy due to cancer of the larynx, SCPL with CHEP seems to be feasible with acceptable local control and toxicity. Complications may occur as in previously non-irradiated patients. These complications must be treated conservatively to avoid altering laryngeal function.

Emplacement of ultramafic rocks into the continental crust monitored by light and other trace elements: An example from the Geisspfad body (Swiss-Italian Alps)

In order to evaluate the influence of continental crustal rocks on trace element budgets of serpentinized peridotites incorporated into the continental crust, we have analyzed the chemical composition of whole rock samples and minerals of the Geisspfad ultramafic complex (Swiss-Italian Alps). This complex represents a relict oceanic succession composed of serpentinites, ophicarbonates and metabasic rocks, emplaced into crustal gneisses during Alpine collision. Following peak metamorphic amphibolite facies conditions, fluid flow modified some of the trace element contents of ophicarbonates and deformed serpentinites close to the contact with country rocks. The fluid originated from the surrounding continental crustal rocks as documented by the increase of Pb in the serpentinites, and by the strongly negative all) values (-112 parts per thousand) of some ultramafic rocks close to the contact with surrounding gneisses. Little or no modification of the fluid mobile elements Li, B or U was observed in the serpentinite. In-situ analysis of light elements of serpentinite minerals indicate redistribution of light elements coupled to changes of mineral modes towards the outer 100-150 m of the massif. In the centre of the massif, Li is preferentially concentrated in olivine, while Be and B are hosted by tremolite. In contrast, at the outer rim of the massif, Li and Be are preferentially incorporated into diopside, and B into antigorite. This redistribution of light elements among the different minerals is visible in the serpentinite, at a maximum distance of -100-150 m from the ophicarbonate-metabasite contact. Our results show that interaction of ultramafic rocks and crust-derived fluids can be easily detected by studies of Pb and partial derivative D in whole rocks. We argue that small ultramafic bodies potentially record an emplacement-related trace element signature, and that crustal light element values in ultramafic rocks are not necessarily derived from a subducting slab. (C) 2008 Elsevier B.V. All rights reserved.

Optical correlation by use of partial phase-only modulation with VGA liquid-crystal displays

The development of liquid-crystal panels for use in commercial equipment has been aimed at improving the pixel resolution and the display efficiency. These improvements have led to a reduction in the thickness of such devices, among other outcomes, that involves a loss in phase modulation. We propose a modification of the classical phase-only filter to permit displays in VGA liquid-crystal panels with a constant amplitude modulation and less than a 2¿(PI) phase modulation. The method was tested experimentally in an optical setup.

Evidence of extended orientational order in amorphous Fe/Sm thin films

Amorphous thin films of Fe/Sm, prepared by evaporation methods, have been magnetically characterized and the results were interpreted in terms of the random magnets theory. The samples behave as 2D and 3D random magnets depending on the total thickness of the film. From our data the existence of orientational order, which greatly influences the magnetic behavior of the films, is also clear.

Synthesis, structural order and magnetic behavior of self-assembled epsilon-Co nanocrystal arrays

The synthesis of magnetic nanoparticles with monodispere size distributions, their self assembly into ordered arrays and their magnetic behavior as a function of structural order (ferrofluids and 2D assemblies) are presented. Magnetic colloids of monodispersed, passivated, cobalt nanocrystals were produced by the rapid pyrolysis of cobalt carbonyl in solution. The size, size distribution (std. dev.< 5%) and the shape of the nanocrystals were controlled by varying the surfactant, its concentration, the reaction rate and the reaction temperature. The Co particles are defect-free single crystals with a complex cubic structure related to the beta phase of manganese (epsilon-Co). In the 2D assembly, a collective behavior was observed in the low-field susceptibility measurements where the magnetization of the zero field cooled process increases steadily and the magnetization of the field cooling process is independent the temperature. This was different from the observed behavior in a sample comprised of disordered interacting particles. A strong paramagnetic contribution appears at very low temperatures where the magnetization increases drastically after field cooling the sample. This has been attributed to the Co surfactant-particle interface since no magnetic atomic impurities are present in these samples.

A reduction of order two for infinite-order Lagrangians

Given a Lagrangian system depending on the position derivatives of any order, and assuming that certain conditions are satisfied, a second-order differential system is obtained such that its solutions also satisfy the Euler equations derived from the original Lagrangian. A generalization of the singular Lagrangian formalism permits a reduction of order keeping the canonical formalism in sight. Finally, the general results obtained in the first part of the paper are applied to Wheeler-Feynman electrodynamics for two charged point particles up to order 1/c4.