Representation of the Weddell Sea deep water masses in the ocean component of the NCAR-CCSM model

We examine Weddell Sea deep water mass distributions with respect to the results from three different model runs using the oceanic component of the National Center for Atmospheric Research Community Climate System Model (NCAR-CCSM). One run is inter-annually forced by corrected NCAR/NCEP fluxes, while the other two are forced with the annual cycle obtained from the same climatology. One of the latter runs includes an interactive sea-ice model. Optimum Multiparameter analysis is applied to separate the deep water masses in the Greenwich Meridian section (into the Weddell Sea only) to measure the degree of realism obtained in the simulations. First, we describe the distribution of the simulated deep water masses using observed water type indices. Since the observed indices do not provide an acceptable representation of the Weddell Sea deep water masses as expected, they are specifically adjusted for each simulation. Differences among the water masses` representations in the three simulations are quantified through their root-mean-square differences. Results point out the need for better representation (and inclusion) of ice-related processes in order to improve the oceanic characteristics and variability of dense Southern Ocean water masses in the outputs of the NCAR-CCSM model, and probably in other ocean and climate models.

Height variability from the MIROC - IPCC model for the 20th century compared to that of the TOPEX/POSEIDON altimeter

Planetary waves are key to large-scale dynamical adjustment in the global ocean as they transfer energy from the east to the west side of oceanic basins; they connect the forcing in the ocean interior with the variability at its boundaries: and they change the local heat content, thus coupling oceanic, atmospheric, and biological processes. Planetary waves, mostly of the first baroclinic mode, are observed as distinctive patterns in global time series of sea surface height anomaly (SSHA) and heat storage. The goal of this study is to compare and validate large-scale SSHA signals from coupled ocean-atmosphere general circulation Model for Interdisciplinary Research on Climate (MIROC) with TOPEX/POSEIDON satellite altimeter observations. The last decade of the models` time series is selected for comparison with the altimeter data. The wave patterns are separated from the meso- and large-scale SSHA signals by digital filters calibrated to select the same spectral bands in both model and altimeter data. The band-wise comparison allows for an assessment of the model skill to simulate the dynamical components of the observed wave field. Comparisons regarding both the seasonal cycle and the Rossby wave Held differ significantly among basins. When carried within the same basin, differences can occur between equal latitudes in opposite hemispheres. Furthermore, at some latitudes the MIROC reproduces biannual, annual and semiannual planetary waves with phase speeds and average amplitudes similar to those observed by the altimeter, but with significant differences in phase. (C) 2008 Elsevier Ltd. All rights reserved.

Chronic VEGF Blockade Worsens Glomerular Injury in the Remnant Kidney Model

VEGF inhibition can promote renal vascular and parenchymal injury, causing proteinuria, hypertension and thrombotic microangiopathy. The mechanisms underlying these side effects are unclear. We investigated the renal effects of the administration, during 45 days, of sunitinib (Su), a VEGF receptor inhibitor, to rats with 5/6 renal ablation (Nx). Adult male Munich-Wistar rats were distributed among groups S+V, sham-operated rats receiving vehicle only; S+Su, S rats given Su, 4 mg/kg/day; Nx+V, Nx rats receiving V; and Nx+Su, Nx rats receiving Su. Su caused no change in Group S. Seven and 45 days after renal ablation, renal cortical interstitium was expanded, in association with rarefaction of peritubular capillaries. Su did not worsen hypertension, proteinuria or interstitial expansion, nor did it affect capillary rarefaction, suggesting little angiogenic activity in this model. Nx animals exhibited glomerulosclerosis (GS), which was aggravated by Su. This effect could not be explained by podocyte damage, nor could it be ascribed to tuft hypertrophy or hyperplasia. GS may have derived from organization of capillary microthrombi, frequently observed in Group Nx+Su. Treatment with Su did not reduce the fractional glomerular endothelial area, suggesting functional rather than structural cell injury. Chronic VEGF inhibition has little effect on normal rats, but can affect glomerular endothelium when renal damage is already present.

Hydration and anomalous solubility of the Bell-Lavis model as solvent

We address the investigation of the solvation properties of the minimal orientational model for water originally proposed by [Bell and Lavis, J. Phys. A 3, 568 (1970)]. The model presents two liquid phases separated by a critical line. The difference between the two phases is the presence of structure in the liquid of lower density, described through the orientational order of particles. We have considered the effect of a small concentration of inert solute on the solvent thermodynamic phases. Solute stabilizes the structure of solvent by the organization of solvent particles around solute particles at low temperatures. Thus, even at very high densities, the solution presents clusters of structured water particles surrounding solute inert particles, in a region in which pure solvent would be free of structure. Solute intercalates with solvent, a feature which has been suggested by experimental and atomistic simulation data. Examination of solute solubility has yielded a minimum in that property, which may be associated with the minimum found for noble gases. We have obtained a line of minimum solubility (TmS) across the phase diagram, accompanying the line of maximum density. This coincidence is easily explained for noninteracting solute and it is in agreement with earlier results in the literature. We give a simple argument which suggests that interacting solute would dislocate TmS to higher temperatures.

Two versions of the threshold contact model in two dimensions

Two versions of the threshold contact process ordinary and conservative - are studied on a square lattice. In the first, particles are created on active sites, those having at least two nearest neighbor sites occupied, and are annihilated spontaneously. In the conservative version, a particle jumps from its site to an active site. Mean-field analysis suggests the existence of a first-order phase transition, which is confirmed by Monte Carlo simulations. In the thermodynamic limit, the two versions are found to give the same results. (C) 2012 Elsevier B.V. All rights reserved.

Supersymmetric extension of the quantum spherical model

In this work, we present a supersymmetric extension of the quantum spherical model, both in components and also in the superspace formalisms. We find the solution for short- and long-range interactions through the imaginary time formalism path integral approach. The existence of critical points (classical and quantum) is analyzed and the corresponding critical dimensions are determined.

Biaxial nematic phase in the Maier-Saupe model for a mixture of discs and cylinders

We analyze the global phase diagram of a Maier-Saupe lattice model with the inclusion of shape-disordered degrees of freedom to mimic a mixture of oblate and prolate molecules (discs and cylinders). In the neighborhood of a Landau multicritical point, solutions of the statistical problem can be written as a Landau-de Gennes expansion for the free energy. If the shape-disordered degrees of freedom are quenched, we confirm the existence of a biaxial nematic structure. If orientational and disorder degrees of freedom are allowed to thermalize, this biaxial solution becomes thermodynamically unstable. Also, we use a two-temperature formalism to mimic the presence of two distinct relaxation times, and show that a slight departure from complete thermalization is enough to stabilize a biaxial nematic phase.

Magnetic moments of the low-lying J(P)=1/2(-), 3/2(-) Lambda resonances within the framework of the chiral quark model

The magnetic moments of the low-lying spin-parity J(P) = 1/2(-), 3/2(-) Lambda resonances, like, for example, Lambda(1405) 1/2(-), Lambda(1520) 3/2(-), as well as their transition magnetic moments, are calculated using the chiral quark model. The results found are compared with those obtained from the nonrelativistic quark model and those of unitary chiral theories, where some of these states are generated through the dynamics of two hadron coupled channels and their unitarization.

The 3C cooperation model applied to the classical requirement analysis

Aspects related to the users' cooperative work are not considered in the traditional approach of software engineering, since the user is viewed independently of his/her workplace environment or group, with the individual model generalized to the study of collective behavior of all users. This work proposes a process for software requirements to address issues involving cooperative work in information systems that provide distributed coordination in the users' actions and the communication among them occurs indirectly through the data entered while using the software. To achieve this goal, this research uses ergonomics, the 3C cooperation model, awareness and software engineering concepts. Action-research is used as a research methodology applied in three cycles during the development of a corporate workflow system in a technological research company. This article discusses the third cycle, which corresponds to the process that deals with the refinement of the cooperative work requirements with the software in actual use in the workplace, where the inclusion of a computer system changes the users' workplace, from the face to face interaction to the interaction mediated by the software. The results showed that the highest degree of users' awareness about their activities and other system users contribute to a decrease in their errors and in the inappropriate use of the system.

The alpha-cluster model applied to 74Ge.

There are few studies using cluster models in the nuclei around the intermediate and heavy mass regions. The alpha-cluster model is based on the interaction between an alpha particle and a nucleus chosen as a core. This model can be applied to nuclear system where alpha-cluster stability is expected and the application in light and intermediate mass nuclei was able to give consistent descriptions of experimental data.

An integrated marine data repository based on the arc marine model: a pilot Project in the Canary Islands

Trabajo realizado por Antonio Machado Carrillo, Juan Antonio Bermejo e Ignacio Lorenzo

Statistical properties of Radio Halos and the re-acceleration model

Galaxy clusters occupy a special position in the cosmic hierarchy as they are the largest bound structures in the Universe. There is now general agreement on a hierarchical picture for the formation of cosmic structures, in which galaxy clusters are supposed to form by accretion of matter and merging between smaller units. During merger events, shocks are driven by the gravity of the dark matter in the diffuse barionic component, which is heated up to the observed temperature. Radio and hard-X ray observations have discovered non-thermal components mixed with the thermal Intra Cluster Medium (ICM) and this is of great importance as it calls for a “revision” of the physics of the ICM. The bulk of present information comes from the radio observations which discovered an increasing number of Mpcsized emissions from the ICM, Radio Halos (at the cluster center) and Radio Relics (at the cluster periphery). These sources are due to synchrotron emission from ultra relativistic electrons diffusing through µG turbulent magnetic fields. Radio Halos are the most spectacular evidence of non-thermal components in the ICM and understanding the origin and evolution of these sources represents one of the most challenging goal of the theory of the ICM. Cluster mergers are the most energetic events in the Universe and a fraction of the energy dissipated during these mergers could be channelled into the amplification of the magnetic fields and into the acceleration of high energy particles via shocks and turbulence driven by these mergers. Present observations of Radio Halos (and possibly of hard X-rays) can be best interpreted in terms of the reacceleration scenario in which MHD turbulence injected during these cluster mergers re-accelerates high energy particles in the ICM. The physics involved in this scenario is very complex and model details are difficult to test, however this model clearly predicts some simple properties of Radio Halos (and resulting IC emission in the hard X-ray band) which are almost independent of the details of the adopted physics. In particular in the re-acceleration scenario MHD turbulence is injected and dissipated during cluster mergers and thus Radio Halos (and also the resulting hard X-ray IC emission) should be transient phenomena (with a typical lifetime <» 1 Gyr) associated with dynamically disturbed clusters. The physics of the re-acceleration scenario should produce an unavoidable cut-off in the spectrum of the re-accelerated electrons, which is due to the balance between turbulent acceleration and radiative losses. The energy at which this cut-off occurs, and thus the maximum frequency at which synchrotron radiation is produced, depends essentially on the efficiency of the acceleration mechanism so that observations at high frequencies are expected to catch only the most efficient phenomena while, in principle, low frequency radio surveys may found these phenomena much common in the Universe. These basic properties should leave an important imprint in the statistical properties of Radio Halos (and of non-thermal phenomena in general) which, however, have not been addressed yet by present modellings. The main focus of this PhD thesis is to calculate, for the first time, the expected statistics of Radio Halos in the context of the re-acceleration scenario. In particular, we shall address the following main questions: • Is it possible to model “self-consistently” the evolution of these sources together with that of the parent clusters? • How the occurrence of Radio Halos is expected to change with cluster mass and to evolve with redshift? How the efficiency to catch Radio Halos in galaxy clusters changes with the observing radio frequency? • How many Radio Halos are expected to form in the Universe? At which redshift is expected the bulk of these sources? • Is it possible to reproduce in the re-acceleration scenario the observed occurrence and number of Radio Halos in the Universe and the observed correlations between thermal and non-thermal properties of galaxy clusters? • Is it possible to constrain the magnetic field intensity and profile in galaxy clusters and the energetic of turbulence in the ICM from the comparison between model expectations and observations? Several astrophysical ingredients are necessary to model the evolution and statistical properties of Radio Halos in the context of re-acceleration model and to address the points given above. For these reason we deserve some space in this PhD thesis to review the important aspects of the physics of the ICM which are of interest to catch our goals. In Chapt. 1 we discuss the physics of galaxy clusters, and in particular, the clusters formation process; in Chapt. 2 we review the main observational properties of non-thermal components in the ICM; and in Chapt. 3 we focus on the physics of magnetic field and of particle acceleration in galaxy clusters. As a relevant application, the theory of Alfv´enic particle acceleration is applied in Chapt. 4 where we report the most important results from calculations we have done in the framework of the re-acceleration scenario. In this Chapter we show that a fraction of the energy of fluid turbulence driven in the ICM by the cluster mergers can be channelled into the injection of Alfv´en waves at small scales and that these waves can efficiently re-accelerate particles and trigger Radio Halos and hard X-ray emission. The main part of this PhD work, the calculation of the statistical properties of Radio Halos and non-thermal phenomena as expected in the context of the re-acceleration model and their comparison with observations, is presented in Chapts.5, 6, 7 and 8. In Chapt.5 we present a first approach to semi-analytical calculations of statistical properties of giant Radio Halos. The main goal of this Chapter is to model cluster formation, the injection of turbulence in the ICM and the resulting particle acceleration process. We adopt the semi–analytic extended Press & Schechter (PS) theory to follow the formation of a large synthetic population of galaxy clusters and assume that during a merger a fraction of the PdV work done by the infalling subclusters in passing through the most massive one is injected in the form of magnetosonic waves. Then the processes of stochastic acceleration of the relativistic electrons by these waves and the properties of the ensuing synchrotron (Radio Halos) and inverse Compton (IC, hard X-ray) emission of merging clusters are computed under the assumption of a constant rms average magnetic field strength in emitting volume. The main finding of these calculations is that giant Radio Halos are naturally expected only in the more massive clusters, and that the expected fraction of clusters with Radio Halos is consistent with the observed one. In Chapt. 6 we extend the previous calculations by including a scaling of the magnetic field strength with cluster mass. The inclusion of this scaling allows us to derive the expected correlations between the synchrotron radio power of Radio Halos and the X-ray properties (T, LX) and mass of the hosting clusters. For the first time, we show that these correlations, calculated in the context of the re-acceleration model, are consistent with the observed ones for typical µG strengths of the average B intensity in massive clusters. The calculations presented in this Chapter allow us to derive the evolution of the probability to form Radio Halos as a function of the cluster mass and redshift. The most relevant finding presented in this Chapter is that the luminosity functions of giant Radio Halos at 1.4 GHz are expected to peak around a radio power » 1024 W/Hz and to flatten (or cut-off) at lower radio powers because of the decrease of the electron re-acceleration efficiency in smaller galaxy clusters. In Chapt. 6 we also derive the expected number counts of Radio Halos and compare them with available observations: we claim that » 100 Radio Halos in the Universe can be observed at 1.4 GHz with deep surveys, while more than 1000 Radio Halos are expected to be discovered in the next future by LOFAR at 150 MHz. This is the first (and so far unique) model expectation for the number counts of Radio Halos at lower frequency and allows to design future radio surveys. Based on the results of Chapt. 6, in Chapt.7 we present a work in progress on a “revision” of the occurrence of Radio Halos. We combine past results from the NVSS radio survey (z » 0.05 − 0.2) with our ongoing GMRT Radio Halos Pointed Observations of 50 X-ray luminous galaxy clusters (at z » 0.2−0.4) and discuss the possibility to test our model expectations with the number counts of Radio Halos at z » 0.05 − 0.4. The most relevant limitation in the calculations presented in Chapt. 5 and 6 is the assumption of an “averaged” size of Radio Halos independently of their radio luminosity and of the mass of the parent clusters. This assumption cannot be released in the context of the PS formalism used to describe the formation process of clusters, while a more detailed analysis of the physics of cluster mergers and of the injection process of turbulence in the ICM would require an approach based on numerical (possible MHD) simulations of a very large volume of the Universe which is however well beyond the aim of this PhD thesis. On the other hand, in Chapt.8 we report our discovery of novel correlations between the size (RH) of Radio Halos and their radio power and between RH and the cluster mass within the Radio Halo region, MH. In particular this last “geometrical” MH − RH correlation allows us to “observationally” overcome the limitation of the “average” size of Radio Halos. Thus in this Chapter, by making use of this “geometrical” correlation and of a simplified form of the re-acceleration model based on the results of Chapt. 5 and 6 we are able to discuss expected correlations between the synchrotron power and the thermal cluster quantities relative to the radio emitting region. This is a new powerful tool of investigation and we show that all the observed correlations (PR − RH, PR − MH, PR − T, PR − LX, . . . ) now become well understood in the context of the re-acceleration model. In addition, we find that observationally the size of Radio Halos scales non-linearly with the virial radius of the parent cluster, and this immediately means that the fraction of the cluster volume which is radio emitting increases with cluster mass and thus that the non-thermal component in clusters is not self-similar.

The Libor Market Model: from theory to calibration

This thesis is focused on the financial model for interest rates called the LIBOR Market Model. In the appendixes, we provide the necessary mathematical theory. In the inner chapters, firstly, we define the main interest rates and financial instruments concerning with the interest rate models, then, we set the LIBOR market model, demonstrate its existence, derive the dynamics of forward LIBOR rates and justify the pricing of caps according to the Black’s formula. Then, we also present the Swap Market Model, which models the forward swap rates instead of the LIBOR ones. Even this model is justified by a theoretical demonstration and the resulting formula to price the swaptions coincides with the Black’s one. However, the two models are not compatible from a theoretical point. Therefore, we derive various analytical approximating formulae to price the swaptions in the LIBOR market model and we explain how to perform a Monte Carlo simulation. Finally, we present the calibration of the LIBOR market model to the markets of both caps and swaptions, together with various examples of application to the historical correlation matrix and the cascade calibration of the forward volatilities to the matrix of implied swaption volatilities provided by the market.