A pseudo-spectral method for the simulation of poro-elastic seismic wave propagation in 2D polar coordinates using domain decomposition

We present a novel numerical approach for the comprehensive, flexible, and accurate simulation of poro-elastic wave propagation in 2D polar coordinates. An important application of this method and its extensions will be the modeling of complex seismic wave phenomena in fluid-filled boreholes, which represents a major, and as of yet largely unresolved, computational problem in exploration geophysics. In view of this, we consider a numerical mesh, which can be arbitrarily heterogeneous, consisting of two or more concentric rings representing the fluid in the center and the surrounding porous medium. The spatial discretization is based on a Chebyshev expansion in the radial direction and a Fourier expansion in the azimuthal direction and a Runge-Kutta integration scheme for the time evolution. A domain decomposition method is used to match the fluid-solid boundary conditions based on the method of characteristics. This multi-domain approach allows for significant reductions of the number of grid points in the azimuthal direction for the inner grid domain and thus for corresponding increases of the time step and enhancements of computational efficiency. The viability and accuracy of the proposed method has been rigorously tested and verified through comparisons with analytical solutions as well as with the results obtained with a corresponding, previously published, and independently bench-marked solution for 2D Cartesian coordinates. Finally, the proposed numerical solution also satisfies the reciprocity theorem, which indicates that the inherent singularity associated with the origin of the polar coordinate system is adequately handled.

A general decomposition formula for derivative prices in stochastic volatility models

We see that the price of an european call option in a stochastic volatilityframework can be decomposed in the sum of four terms, which identifythe main features of the market that affect to option prices: the expectedfuture volatility, the correlation between the volatility and the noisedriving the stock prices, the market price of volatility risk and thedifference of the expected future volatility at different times. We alsostudy some applications of this decomposition.

Plataforma Off-shore com Turbina Eólica Simulação e Controlo

O objetivo deste trabalho é o de simular e controlar a plataforma de um aerogerador flutuante. Este aerogerador flutuante consiste numa plataforma do tipo semi-submersível, nomeadamente o DeepCwind acoplado a um aerogerador de 5 MW, mais especificamente o NREL offshore 5-MW baseline wind turbine. Descreve-se o modelo físico do aerogerador flutuante, a formulação teórica a ele subjacente, bem como a caraterização dos diferentes estados do vento e do mar utilizados para simulação. O modelo não linear do aerogerador flutuante foi simulado, utilizando o FAST como emulador do aerogerador flutuante, para condições ambientais determinísticas, por forma a compreender a dinâmica associada à plataforma. Modelos lineares foram obtidos, por linearização do modelo não linear, aplicando técnicas de identificação de sistemas e utilizando o módulo de linearização do simulador FAST. Estes modelos foram posteriormente comparados, utilizando um único modelo para síntese de controladores. Controladores esses, desenvolvidos com base num modelo linear simplificado que consiste no pitch da plataforma, transformando o problema global da plataforma num problema bidimensional. Projetou-se um controlador proporcional-integral-derivativo (PID) e um controlador em espaço de estados por colocação de pólos. A simulação do modelo não linear, com o controlo do pitch da plataforma, para diferentes condições ambientais, demonstrou o bom desempenho dos controladores. Foi possível com ambos os controladores garantir os requisitos do sistema controlado, em que se exigia que se evitasse ressonâncias e em que o pitch da plataforma fosse nulo, por forma a garantir a perpendicularidade do plano das pás (plano do rotor) do aerogerador em relação à direção do vento.

Allowing for heterogeneity in the decomposition of measures of inequality in health

This paper shows how recently developed regression-based methods for the decomposition ofhealth inequality can be extended to incorporate heterogeneity in the responses of health to the explanatory variables. We illustrate our method with an application to the GHQ measure of psychological well-being taken from the British Household Panel Survey. The results suggest that there is an important degree of heterogeneity in the association of health to explanatory variables across birth cohorts and genders which, in turn, accounts for a substantial percentage of the inequality in observed health.

A consistency test of the time trade-off

This paper tests the internal consistency of time trade-off utilities.We find significant violations of consistency in the direction predictedby loss aversion. The violations disappear for higher gauge durations.We show that loss aversion can also explain that for short gaugedurations time trade-off utilities exceed standard gamble utilities. Ourresults suggest that time trade-off measurements that use relativelyshort gauge durations, like the widely used EuroQol algorithm(Dolan 1997), are affected by loss aversion and lead to utilities thatare too high.

Cerebrospinal fluid PCR analysis and biochemistry in bodies with severe decomposition.

The aim of this study was to assess whether Neisseria meningitidis, Listeria monocytogenes, Streptococcus pneumoniae and Haemophilus influenzae can be identified using the polymerase chain reaction technique in the cerebrospinal fluid of severely decomposed bodies with known, noninfectious causes of death or whether postmortem changes can lead to false positive results and thus erroneous diagnostic information. Biochemical investigations, postmortem bacteriology and real-time polymerase chain reaction analysis in cerebrospinal fluid were performed in a series of medico-legal autopsies that included noninfectious causes of death with decomposition, bacterial meningitis without decomposition, bacterial meningitis with decomposition, low respiratory tract infections with decomposition and abdominal infections with decomposition. In noninfectious causes of death with decomposition, postmortem investigations failed to reveal results consistent with generalized inflammation or bacterial infections at the time of death. Real-time polymerase chain reaction analysis in cerebrospinal fluid did not identify the studied bacteria in any of these cases. The results of this study highlight the usefulness of molecular approaches in bacteriology as well as the use of alternative biological samples in postmortem biochemistry in order to obtain suitable information even in corpses with severe decompositional changes.

A test of the predictive validity of non-linear QALY models using time trade-off utilities

This paper presents a test of the predictive validity of various classes ofQALY models (i.e., linear, power and exponential models). We first estimatedTTO utilities for 43 EQ-5D chronic health states and next these states wereembedded in health profiles. The chronic TTO utilities were then used topredict the responses to TTO questions with health profiles. We find that thepower QALY model clearly outperforms linear and exponential QALY models.Optimal power coefficient is 0.65. Our results suggest that TTO-based QALYcalculations may be biased. This bias can be avoided using a power QALY model.

Trade-off between formal and informal care in Spain

The remarkable growth of older population has moved long term care to the front ranks of the social policy agenda. Understanding the factors that determine the type and amount of formal care is important for predicting use in the future and developing long-term policy. In this context we jointly analyze the choice of care (formal, informal, both together or none) as well as the number of hours of care received. Given that the number of hours of care is not independent of the type of care received, we estimate, for the first time in this area of research, a sample selection model with the particularity that the first step is a multinomial logit model. With regard to the debate about complementarity or substitutability between formal and informal care, our results indicate that formal care acts as a reinforcement of the family care in certain cases: for very old care receivers, in those cases in which the individual has multiple disabilities, when many care hours are provided, and in case of mental illness and/or dementia. There exist substantial differences in long term care addressed to younger and older dependent people and dependent women are in risk of becoming more vulnerable to the shortage of informal caregivers in the future. Finally, we have documented that there are great disparities in the availability of public social care across regions.

A decomposition formula for option prices in the Heston model and applications to option pricing approximation

By means of classical Itô's calculus we decompose option prices asthe sum of the classical Black-Scholes formula with volatility parameterequal to the root-mean-square future average volatility plus a term dueby correlation and a term due to the volatility of the volatility. Thisdecomposition allows us to develop first and second-order approximationformulas for option prices and implied volatilities in the Heston volatilityframework, as well as to study their accuracy. Numerical examples aregiven.

Killing by lung cancer or by diabetes? The trade-off between smoking and obesity

As the prevalence of smoking has decreased to below 20%, health practitioners interest has shifted towards theprevalence of obesity, and reducing it is one of the major health challenges in decades to come. In this paper westudy the impact that the final product of the anti-smoking campaign, that is, smokers quitting the habit, had onaverage weight in the population. To these ends, we use data from the Behavioral Risk Factors Surveillance System,a large series of independent representative cross-sectional surveys. We construct a synthetic panel that allows us tocontrol for unobserved heterogeneity and we exploit the exogenous changes in taxes and regulations to instrumentthe endogenous decision to give up the habit of smoking. Our estimates, are very close to estimates issued in the 90sby the US Department of Health, and indicate that a 10% decrease in the incidence of smoking leads to an averageweight increase of 2.2 to 3 pounds, depending on choice of specification. In addition, we find evidence that the effectovershoots in the short run, although a significant part remains even after two years. However, when we split thesample between men and women, we only find a significant effect for men. Finally, the implicit elasticity of quittingsmoking to the probability of becoming obese is calculated at 0.58. This implies that the net benefit from reducingthe incidence of smoking by 1% is positive even though the cost to society is $0.6 billions.

Quantitative estimation of foot-flat and stance phase of gait using foot-worn inertial sensors.

Time periods composing stance phase of gait can be clinically meaningful parameters to reveal differences between normal and pathological gait. This study aimed, first, to describe a novel method for detecting stance and inner-stance temporal events based on foot-worn inertial sensors; second, to extract and validate relevant metrics from those events; and third, to investigate their suitability as clinical outcome for gait evaluations. 42 subjects including healthy subjects and patients before and after surgical treatments for ankle osteoarthritis performed 50-m walking trials while wearing foot-worn inertial sensors and pressure insoles as a reference system. Several hypotheses were evaluated to detect heel-strike, toe-strike, heel-off, and toe-off based on kinematic features. Detected events were compared with the reference system on 3193 gait cycles and showed good accuracy and precision. Absolute and relative stance periods, namely loading response, foot-flat, and push-off were then estimated, validated, and compared statistically between populations. Besides significant differences observed in stance duration, the analysis revealed differing tendencies with notably a shorter foot-flat in healthy subjects. The result indicated which features in inertial sensors' signals should be preferred for detecting precisely and accurately temporal events against a reference standard. The system is suitable for clinical evaluations and provides temporal analysis of gait beyond the common swing/stance decomposition, through a quantitative estimation of inner-stance phases such as foot-flat.

Organic matter in upwelling off northern Peru, november 1977

Analiza la cantidad de carbon organico y nitrogeno en las costas del norte del Perú en noviembre de 1977

Physiological state and rate protein synthesis of phytoplankton off the coast of Peru as measured by sulfur-35 incorporation

Analiza el estado de la fisiología del fitoplancton de las aguas costeras cercanas a Perú

Size - compositions of net plankton samples taken off northern Peru

Analiza las estadisticas recolectadas del plancton a 1/2 metro vertical y a un metro oblicuo en una cuadricula de 10 x 15 millas nauticas

A note on the stading stock and production of microplankton off the coast of Peru as determined by particle counting

Analiza el método de conteo de particulas usado para determinar las distribución de particulas suspendidas en un rango de 2 -102 um