Critical values for unit root and cointegration test statistics - the use of response surface equations

This note considers the value of surface response equations which can be used to calculate critical values for a range of unit root and cointegration tests popular in applied economic research.

Finite element analysis of flow patterns near geological lenses in hydrodynamic and hydrothermal systems

We use theoretical and numerical methods to investigate the general pore-fluid flow patterns near geological lenses in hydrodynamic and hydrothermal systems respectively. Analytical solutions have been rigorously derived for the pore-fluid velocity, stream function and excess pore-fluid pressure near a circular lens in a hydrodynamic system. These analytical solutions provide not only a better understanding of the physics behind the problem, but also a valuable benchmark solution for validating any numerical method. Since a geological lens is surrounded by a medium of large extent in nature and the finite element method is efficient at modelling only media of finite size, the determination of the size of the computational domain of a finite element model, which is often overlooked by numerical analysts, is very important in order to ensure both the efficiency of the method and the accuracy of the numerical solution obtained. To highlight this issue, we use the derived analytical solutions to deduce a rigorous mathematical formula for designing the computational domain size of a finite element model. The proposed mathematical formula has indicated that, no matter how fine the mesh or how high the order of elements, the desired accuracy of a finite element solution for pore-fluid flow near a geological lens cannot be achieved unless the size of the finite element model is determined appropriately. Once the finite element computational model has been appropriately designed and validated in a hydrodynamic system, it is used to examine general pore-fluid flow patterns near geological lenses in hydrothermal systems. Some interesting conclusions on the behaviour of geological lenses in hydrodynamic and hydrothermal systems have been reached through the analytical and numerical analyses carried out in this paper.

Accelerating seismic energy release and evolution of event time and size statistics: Results from two heterogeneous cellular automaton models

The evolution of event time and size statistics in two heterogeneous cellular automaton models of earthquake behavior are studied and compared to the evolution of these quantities during observed periods of accelerating seismic energy release Drier to large earthquakes. The two automata have different nearest neighbor laws, one of which produces self-organized critical (SOC) behavior (PSD model) and the other which produces quasi-periodic large events (crack model). In the PSD model periods of accelerating energy release before large events are rare. In the crack model, many large events are preceded by periods of accelerating energy release. When compared to randomized event catalogs, accelerating energy release before large events occurs more often than random in the crack model but less often than random in the PSD model; it is easier to tell the crack and PSD model results apart from each other than to tell either model apart from a random catalog. The evolution of event sizes during the accelerating energy release sequences in all models is compared to that of observed sequences. The accelerating energy release sequences in the crack model consist of an increase in the rate of events of all sizes, consistent with observations from a small number of natural cases, however inconsistent with a larger number of cases in which there is an increase in the rate of only moderate-sized events. On average, no increase in the rate of events of any size is seen before large events in the PSD model.

Computer simulations of coupled problems in geological and geochemical systems

The finite element method is used to simulate coupled problems, which describe the related physical and chemical processes of ore body formation and mineralization, in geological and geochemical systems. The main purpose of this paper is to illustrate some simulation results for different types of modelling problems in pore-fluid saturated rock masses. The aims of the simulation results presented in this paper are: (1) getting a better understanding of the processes and mechanisms of ore body formation and mineralization in the upper crust of the Earth; (2) demonstrating the usefulness and applicability of the finite element method in dealing with a wide range of coupled problems in geological and geochemical systems; (3) qualitatively establishing a set of showcase problems, against which any numerical method and computer package can be reasonably validated. (C) 2002 Published by Elsevier Science B.V.

Convective instability of 3-D fluid-saturated geological fault zones heated from below

We conduct a theoretical analysis to investigate the convective instability of 3-D fluid-saturated geological fault zones when they are heated uniformly from below. In particular, we have derived exact analytical solutions for the critical Rayleigh numbers of different convective flow structures. Using these critical Rayleigh numbers, three interesting convective flow structures have been identified in a geological fault zone system. It has been recognized that the critical Rayleigh numbers of the system have a minimum value only for the fault zone of infinite length, in which the corresponding convective flow structure is a 2-D slender-circle flow. However, if the length of the fault zone is finite, the convective flow in the system must be 3-D. Even if the length of the fault zone is infinite, since the minimum critical Rayleigh number for the 2-D slender-circle flow structure is so close to that for the 3-D convective flow structure, the system may have almost the same chance to pick up the 3-D convective flow structures. Also, because the convection modes are so close for the 3-D convective flow structures, the convective flow may evolve into the 3-D finger-like structures, especially for the case of the fault thickness to height ratio approaching zero. This understanding demonstrates the beautiful aspects of the present analytical solution for the convective instability of 3-D geological fault zones, because the present analytical solution is valid for any value of the ratio of the fault height to thickness. Using the present analytical solution, the conditions, under which different convective flow structures may take place, can be easily determined.

Double diffusion-driven convective instability of three-dimensional fluid-saturated geological fault zones heated from below

We conduct a theoretical analysis to investigate the double diffusion-driven convective instability of three-dimensional fluid-saturated geological fault zones when they are heated uniformly from below. The fault zone is assumed to be more permeable than its surrounding rocks. In particular, we have derived exact analytical solutions to the total critical Rayleigh numbers of the double diffusion-driven convective flow. Using the corresponding total critical Rayleigh numbers, the double diffusion-driven convective instability of a fluid-saturated three-dimensional geological fault zone system has been investigated. The related theoretical analysis demonstrates that: (1) The relative higher concentration of the chemical species at the top of the three-dimensional geological fault zone system can destabilize the convective flow of the system, while the relative lower concentration of the chemical species at the top of the three-dimensional geological fault zone system can stabilize the convective flow of the system. (2) The double diffusion-driven convective flow modes of the three-dimensional geological fault zone system are very close each other and therefore, the system may have the similar chance to pick up different double diffusion-driven convective flow modes, especially in the case of the fault thickness to height ratio approaching 0. (3) The significant influence of the chemical species diffusion on the convective instability of the three-dimensional geological fault zone system implies that the seawater intrusion into the surface of the Earth is a potential mechanism to trigger the convective flow in the shallow three-dimensional geological fault zone system.

Numerical simulation of double-diffusion driven convective flow and rock alteration in three-dimensional fluid-saturated geological fault zones

Numerical methods are used to simulate the double-diffusion driven convective pore-fluid flow and rock alteration in three-dimensional fluid-saturated geological fault zones. The double diffusion is caused by a combination of both the positive upward temperature gradient and the positive downward salinity concentration gradient within a three-dimensional fluid-saturated geological fault zone, which is assumed to be more permeable than its surrounding rocks. In order to ensure the physical meaningfulness of the obtained numerical solutions, the numerical method used in this study is validated by a benchmark problem, for which the analytical solution to the critical Rayleigh number of the system is available. The theoretical value of the critical Rayleigh number of a three-dimensional fluid-saturated geological fault zone system can be used to judge whether or not the double-diffusion driven convective pore-fluid flow can take place within the system. After the possibility of triggering the double-diffusion driven convective pore-fluid flow is theoretically validated for the numerical model of a three-dimensional fluid-saturated geological fault zone system, the corresponding numerical solutions for the convective flow and temperature are directly coupled with a geochemical system. Through the numerical simulation of the coupled system between the convective fluid flow, heat transfer, mass transport and chemical reactions, we have investigated the effect of the double-diffusion driven convective pore-fluid flow on the rock alteration, which is the direct consequence of mineral redistribution due to its dissolution, transportation and precipitation, within the three-dimensional fluid-saturated geological fault zone system. (c) 2005 Elsevier B.V. All rights reserved.

Elevated left and reduced right orbitomedial prefrontal fractional anisotropy in adults with bipolar disorder revealed by tract-based spatial statistics

Context Diffusion tensor imaging (DTI) studies in adults with bipolar disorder (BD) indicate altered white matter (WM) in the orbitomedial prefrontal cortex (OMPFC), potentially underlying abnormal prefrontal corticolimbic connectivity and mood dysregulatioin in BD. Objective: To use tract-based spatial statistics (TBSS) to examine VVM skeleton (ie, the most compact whole-brain WM) in subjects with BD vs healthy control subjects. Design: Cross-sectional, case-control, whole-brain DTI using TBSS. Setting: University research institute. Participants: Fifty-six individuals, 31 having a DSM-IV diagnosis of BD type 1 (mean age, 35.9 years [age range, 24-52 years]) and 25 controls (mean age, 29.5 years [age range, 19-52 years]). Main Outcome Measures: Fractional anisotropy (FA) longitudinal and radial diffusivities in subjects with BD vs controls (covarying for age) and their relationships with clinical and demographic variables. Results: Subjects with BD vs controls had significantly greater FA (t > 3.0, P <=.05 corrected) in the left uncinate fasciculus (reduced radial diffusivity distally and increased longitudinal diffusivity centrally), left optic radiation (increased longitudinal diffusivity), and right anterothalamic radiation (no significant diffusivity change). Subjects with BD vs controls had significantly reduced FA (t > 3.0, P <=.05 corrected) in the right uncinate fasciculus (greater radial diffusivity). Among subjects with BD, significant negative correlations (P <.01) were found between age and FA in bilateral uncinate fasciculi and in the right anterothalamic radiation, as well as between medication load and FA in the left optic radiation. Decreased FA (P <.01) was observed in the left optic radiation and in the right anterothalamic radiation among subjects with BD taking vs those not taking mood stabilizers, as well as in the left optic radiation among depressed vs remitted subjects with BD. Subjects having BD with vs without lifetime alcohol or other drug abuse had significantly decreased FA in the left uncinate fasciculus. Conclusions: To our knowledge, this is the first study to use TBSS to examine WM in subjects with BD. Subjects with BD vs controls showed greater WM FA in the left OMPFC that diminished with age and with alcohol or other drug abuse, as well as reduced WM FA in the right OMPFC. Mood stabilizers and depressed episode reduced WM FA in left-sided sensory visual processing regions among subjects with BD. Abnormal right vs left asymmetry in FA in OMPFC WM among subjects with BD, likely reflecting increased proportions of left-sided longitudinally aligned and right-sided obliquely aligned myelinated fibers, may represent a biologic mechanism for mood dysregulation in BD.