Extreme value statistics in Raman fiber lasers

We present the numerical study of the statistical properties of the partially coherent quasi-CW high-Q cavity Raman fiber laser. The statistical properties are different for the radiation generated at one or many cavity passes. It is found that rare extreme events are generated at the far spectral wings of the spectrum. The mechanism of the extreme events generation is a turbulent-like four-wave mixing of numerous longitudinal generation modes. © 2011 Optical Society of America.

A conceptual framework for understanding resilience of construction SMEs to extreme weather events

Purpose Small and Medium-sized Enterprises (SMEs), which form a significant portion in many economies, are some of the most vulnerable to the impact of Extreme Weather Events (EWEs). This is of particular importance to the construction industry, as an overarching majority of construction companies are SMEs who account for the majority of employment and income generation within the industry. In the UK, previous research has identified construction SMEs as some of the worst affected by EWEs. Design/methodology/approach Given the recent occurrences of EWEs and predictions suggesting increases in both the intensity and frequency of EWEs in the future, improving the resilience of construction SMEs is vital for achieving a resilient construction industry. A conceptual framework is first developed which is then populated and expanded based on empirical evidence. Positioned within a pragmatic research philosophy, case study research strategy was adopted as the overall research strategy in undertaking this investigation. Findings Based on the findings of two in-depth case studies of construction SMEs, a framework was developed to represent EWE resilience of construction SMEs, where resilience was seen as a collective effect of vulnerability, coping strategies and coping capacities of SMEs, characteristics of the EWE and the wider economic climate. Originality/value The paper provides an original contribution towards the overarching agenda of the resilience of SMEs, and policy making in the area of EWE risk management by presenting a novel conceptual framework depicting the resilience of medium-sized construction companies.

Az extrém ármozgások statisztikai jellemzői a magyar áramtőzsdén (The statistical characteristics of extreme price movements in the Hungarian power exchange)

2010. július 20-án megkezdte működését a magyar áramtőzsde, a HUPX. 2010. augusztus 16-án az első napokban tapasztalt 45-60 euró megawattórás ár helyett egyes órákban 2999 eurós árral szembesültek a piaci szereplők. A kiemelkedően magas árak megjelenése nem szokatlan az áramtőzsdéken a nemzetközi tapasztalatok szerint, sőt a kutatások kiemelten foglalkoznak az ún. ártüskék okainak felkutatásával, valamint megjelenésük kvantitatív és kvalitatív elemzésével. A cikkben a szerző bemutatja, milyen eredmények születtek a kiugró árak statisztikai vizsgálatai során a szakirodalomban, illetve azok következtetései hogyan állják meg a helyüket a magyar árak idősorát figyelembe véve. A szerző bemutat egy modellkeretet, amely a villamosenergia-árak viselkedését a hét órái szerint periodikusan váltakozó paraméterű eloszlásokkal írja le. A magyar áramtőzsde rövid története sajnos nem teszi lehetővé, hogy a hét minden órájára külön áreloszlást illeszthessünk. A szerző ezért a hét óráit két csoportba sorolja az ár eloszlásának jellege alapján: az ártüskék megjelenése szempontjából kockázatos és kevésbé kockázatos órákba. Ezután a HUPX-árak leírására felépít egy determinisztikus, kétállapotú rezsimváltó modellt, amellyel azonosítani lehet a kockázatos és kevésbé kockázatos órákat, valamint képet kaphatunk az extrém ármozgások jellegéről. / === / On 20th July, 2010 the Hungarian Power Exchange, the HUPX started its operation. On 16th August in certain hours the markets participants faced € 2,999 price instead of in the first days experienced 45-60 euros/mwh. According to the international experiences the appearance of the extremely high prices hasn’t been unusual in the power exchanges, the researches have focused exploring the causes of the so-called spikes and quantitative and qualitative analysis of those appearances. In this article the author describes what results were determined on statistical studies of outstanding prices in the literature, and how their conclusions stand up into account the time series of the Hungarian prices. The author presents a model framework which describes the behavior of electricity prices in the seven hours of periodically varying parameters. Unfortunately the brief history of the Hungarian Power Exchange does not allow to suit specific prices for each hour of week. Therefore the author classifies the hours of the week in the two groups based on the nature of price dispersion: according to the appearance of spikes to risky and less risky classes. Then for describing the HUPX prices the author builds a deterministic two-state, regime-changing model, which can be identified the risky and less risky hours, and to get a picture of the nature of extreme price movements.

Lexicographic allocations and extreme core payoffs: the case of assignment games

We consider various lexicographic allocation procedures for coalitional games with transferable utility where the payoffs are computed in an externally given order of the players. The common feature of the methods is that if the allocation is in the core, it is an extreme point of the core. We first investigate the general relationship between these allocations and obtain two hierarchies on the class of balanced games. Secondly, we focus on assignment games and sharpen some of these general relationship. Our main result is the coincidence of the sets of lemarals (vectors of lexicographic maxima over the set of dual coalitionally rational payoff vectors), lemacols (vectors of lexicographic maxima over the core) and extreme core points. As byproducts, we show that, similarly to the core and the coalitionally rational payoff set, also the dual coalitionally rational payoff set of an assignment game is determined by the individual and mixed-pair coalitions, and present an efficient and elementary way to compute these basic dual coalitional values. This provides a way to compute the Alexia value (the average of all lemacols) with no need to obtain the whole coalitional function of the dual assignment game.

Correlates of leaf optical properties in tropical forest sun and extreme-shade plants

Thirteens hade-adaptedr ain forest species were comparedw ith twelve sun-adaptedt ropical forest species for correlates to leaf optical properties (described previously in Amer. J. Bot. 73: 1100-1108). The two samples were similar in absorptance of quanta for photosynthesis, but the shade-adaptedt axa: 1) had significantlyl ower specificl eaf weights,i ndicatinga more metabolically efficient production of surface for quantum capture; 2) synthesized less chlorophyll per unit area; and 3) used less chlorophyll for capturing the same quanta for photosynthesis. The anatomical features that best correlate with this increased efficiency are palisade cell shape and chloroplast distribution. Palisade cells with more equal dimensions have more chloroplasts on their abaxial surfaces. This dense layer of chloroplasts maximizes the light capture efficiency limited by sieve effects. The more columnar palisade cells of sun-adapted taxa allow light to pass through the central vacuoles and spaces between cells, making chloroplasts less efficient in energy capture, but allowing light to reach chloroplasts in the spongy mesophyll. Pioneer species may be an exception to these two groups of species. Three pioneer taxa included in this study have columnar palisade cells that are extremely narrow and packed closely together. This layer allows little penetration of light, but exposure of the leaf undersurface may provide illumination of spongy mesophyll chloroplasts in these plants.

Leaf Optical Properties of Rainforest Sun and Extreme Shade Plants

The opticalp ropertieso f the leaves of twelve tropicals un speciesa nd thirteent ropicale xtreme shade species were examinedw ith an integratings pherea ttachedt o a spectroradiometerM. easurements of diffuse reflectance and transmittance allowed calculations of absorptance, 350- 1,100 nm. Althoughs ome shade species absorbedh igherp ercentageso f quantumf lux densities for photosynthesis (400-700 nm, PPFD) than the mean for the sun species, the sun and shade species as groups were not significantly different from each other: 90.2, S.D. 3.6% for shade species and 88.6, S.D. 2.4% for the sun species. The groups of species did not differ in total absorptance of energy 350-1,100 nm. Furthermore, the sun and shade species were identical in theirs hifto f absorptancea t wavelengthsb etween6 50 and 750 nm. The anthocyanicc oloration of the leaf undersurfaceso f two species polymorphicf or this characteristic( Trionela hirsuta and Ischnosciphonp ruinosus)i s correlatedw ith increaseda bsorptancea t the uppere nd of the action spectrum of photosynthesis. Although sun and shade species have similar optical properties, the energy investment (as documented by dry wt per unit area of leaf surface) is much less for the shade species.

Young-Leaf Anthocyanin and Solar Ultraviolet

For six tropical rainforests pecies, young leaves produced on rapidly flushings hoots had markedlyl ower reflectancei n the UV-B region than did mature leaves and contained higher levels of anthocyaninsa nd total phenols. Progressive changes in these characteristicps rovide empirical support for an earlier suggestiont hat anthocyaninsi n flushings hoots of tropicalt rees have adaptive value throught heir ultravioleta bsorption.

Study of the physical properties of metals and oxides at extreme pressure and temperature conditions

The high-pressure and temperature investigations on transition metals, metal doped-oxide system, nanocrystalline materials are presented in this dissertation. The metal-doped oxide systems are technologically important because of their applications, e.g. LSC, opto electronic applications, luminescence from lasers, etc., and from the earth sciences point of view, e.g. the study of trace elements in the MgO-SiO2 system, which accounts for 50% of the Earth's chondritic model. We have carried out thorough investigations on Cr2O3 and on chromium bearing oxides at high PT-conditions using in situ X-ray diffractometry and florescence spectroscopy techniques. Having obtained exciting results, an attempt to focus on the mechanism of the coordination of transition metals in oxides has been made. Additionally, the florescence from the metals in host oxides was found to be helpful to obtain information on structural variations like changes in the coordination of the doped element, formation of new phases, the diffusion processes. The possible reactions taking place at extreme conditions in the MgO-SiO2 system has been observed using florescence as markers. A new heating assemblage has been designed and fabricated for a precise determination of temperature at high pressures. An equation combining pressure shifts of ruby wavelength and temperature has been proposed. We observed that the compressibility of nanocrystalline material (MgO and Ni) is independent of crystallite size. A reduction in the transition pressure of nanocrystalline ceria at high-pressure has been observed as compare to the corresponding bulk material. ^

Using extreme value theory to value stock market returns

Extreme stock price movements are of great concern to both investors and the entire economy. For investors, a single negative return, or a combination of several smaller returns, can possible wipe out so much capital that the firm or portfolio becomes illiquid or insolvent. If enough investors experience this loss, it could shock the entire economy. An example of such a case is the stock market crash of 1987. Furthermore, there has been a lot of recent interest regarding the increasing volatility of stock prices. ^ This study presents an analysis of extreme stock price movements. The data utilized was the daily returns for the Standard and Poor's 500 index from January 3, 1978 to May 31, 2001. Research questions were analyzed using the statistical models provided by extreme value theory. One of the difficulties in examining stock price data is that there is no consensus regarding the correct shape of the distribution function generating the data. An advantage with extreme value theory is that no detailed knowledge of this distribution function is required to apply the asymptotic theory. We focus on the tail of the distribution. ^ Extreme value theory allows us to estimate a tail index, which we use to derive bounds on the returns for very low probabilities on an excess. Such information is useful in evaluating the volatility of stock prices. There are three possible limit laws for the maximum: Gumbel (thick-tailed), Fréchet (thin-tailed) or Weibull (no tail). Results indicated that extreme returns during the time period studied follow a Fréchet distribution. Thus, this study finds that extreme value analysis is a valuable tool for examining stock price movements and can be more efficient than the usual variance in measuring risk. ^

Synthesis of M2AC (M = Ti, V, Cr, Nb, Zr, A = Al, Sn, S) (MAX) carbide phases and study of their physical behavior under extreme conditions

Materials known as Mn+1AXn phases, where n is 1, 2, or 3, and M represents an early transition metal, A an A-group element, and X is either Carbon and/or Nitrogen [1], are fast becoming technologically important materials due to the interesting combination of unique properties. However, a lot of important information about the high temperature and high pressure behavior of many of these compounds is still missing, which needs to be determined systematically. ^ In this dissertation the synthesis of M2AC (M = Ti, V, Cr, Nb, Zr) and A = (Al, Sn, S) compounds by arc melting, vacuum sintering and piston cylinder synthesis is presented along with the synthesis of Zr 2SC, which has been synthesized for first time in bulk form, by piston cylinder technique. The microstructural analysis by electron microscopy and phase analysis by x-ray diffraction is presented next. Finally, a critical analysis of the behavior of these compounds under the application of extreme pressure (as high as 50 GPa) and temperature (≈ 1000°C) is presented. ^ The high pressure studies, up to 50 GPa, showed that these compounds were structurally intact and their bulk moduli ranged from 140 to 190 GPa. The high temperature studies in the inert atmosphere showed that the M 2SnC compounds were unstable above 650°C and the expansion along the a-axis was higher than that along the c-axis, unlike the other phases. M2SC compounds on the other hand showed negligible difference in the thermal expansion along the two axes. The oxidation study revealed that Ti2AC (Al, S) compounds had highest resistance to oxidation while the M2SnC compounds had the least. Furthermore, from the oxidation study of these compounds, which were short time oxidation experiments, it was found that all of these compounds oxidized to their respective binary oxides. ^

Exploring thermal and mechanical properties of selected transition elements under extreme conditions: Experiments at high pressures and high temperatures

Transition metals (Ti, Zr, Hf, Mo, W, V, Nb, Ta, Pd, Pt, Cu, Ag, and Au) are essential building units of many materials and have important industrial applications. Therefore, it is important to understand their thermal and physical behavior when they are subjected to extreme conditions of pressure and temperature. This dissertation presents: • An improved experimental technique to use lasers for the measurement of thermal conductivity of materials under conditions of very high pressure (P, up to 50 GPa) and temperature (T up to 2500 K). • An experimental study of the phase relationship and physical properties of selected transition metals, which revealed new and unexpected physical effects of thermal conductivity in Zr, and Hf under high P-T. • New phase diagrams created for Hf, Ti and Zr from experimental data. • P-T dependence of the lattice parameters in α-hafnium. Contrary to prior reports, the α-ω phase transition in hafnium has a negative dT/dP slope. • New data on thermodynamic and physical properties of several transition metals and their respective high P-T phase diagrams. • First complete thermodynamic database for solid phases of 13 common transition metals was created. This database has: All the thermochemical data on these elements in their standard state (mostly available and compiled); All the equations of state (EoS) formulated from pressure-volume-temperature data (measured as a part of this study and from literature); Complete thermodynamic data for selected elements from standard to extreme conditions. The thermodynamic database provided by this study can be used with available thermodynamic software to calculate all thermophysical properties and phase diagrams at high P-T conditions. For readers who do not have access to this software, tabulated values of all thermodynamic and volume data for the 13 metals at high P-T are included in the APPENDIX. In the APPENDIX, a description of several other high-pressure studies of selected oxide systems is also included. Thermophysical properties (Cp, H, S, G) of the high P-T ω-phase of Ti, Zr and Hf were determined during the optimization of the EoS parameters and are presented in this study for the first time. These results should have important implications in understanding hexagonal-close-packed to simple-hexagonal phase transitions in transition metals and other materials.

Decision-making under extreme *uncertainty: Rethinking hazard -related perceptions and action

Understanding who evacuates and who does not has been one of the cornerstones of research on the pre-impact phase of both natural and technological hazards. Its history is rich in descriptive illustrations focusing on lists of characteristics of those who flee to safety. Early models of evacuation focused almost exclusively on the relationship between whether warnings were heard and ultimately believed and evacuation behavior. How people came to believe these warnings and even how they interpreted the warnings were not incorporated. In fact, the individual seemed almost removed from the picture with analysis focusing exclusively on external measures. ^ This study built and tested a more comprehensive model of evacuation that centers on the decision-making process, rather than decision outcomes. The model focused on three important factors that alter and shape the evacuation decision-making landscape. These factors are: individual level indicators which exist independently of the hazard itself and act as cultural lenses through which information is heard, processed and interpreted; hazard specific variables that directly relate to the specific hazard threat; and risk perception. The ultimate goal is to determine what factors influence the evacuation decision-making process. Using data collected for 1998's Hurricane Georges, logistic regression models were used to evaluate how well the three main factors help our understanding of how individuals come to their decisions to either flee to safety during a hurricane or remain in their homes. ^ The results of the logistic regression were significant emphasizing that the three broad types of factors tested in the model influence the decision making process. Conclusions drawn from the data analysis focus on how decision-making frames are different for those who can be designated “evacuators” and for those in evacuation zones. ^

An analytical investigation into shear wall and slab interconnections between reinforced concrete modules for high -rise buildings utilising modular construction under extreme seismic and wind loading

This research investigates a new structural system utilising modular construction. Five-sided boxes are cast on-site and stacked together to form a building. An analytical model was created of a typical building in each of two different analysis programs utilising the finite element method (Robot Millennium and ETABS). The pros and cons of both Robot Millennium and ETABS are listed at several key stages in the development of an analytical model utilising this structural system. Robot Millennium was initially utilised but created an analytical model too large to be successfully run. The computation requirements were too large for conventional computers. Therefore Robot Millennium was abandoned in favour of ETABS, whose more simplistic algorithms and assumptions permitted running this large computation model. Tips are provided as well as pitfalls signalled throughout the process of modelling such complex buildings of this type. ^ The building under high seismic loading required a new horizontal shear mechanism. This dissertation has proposed to create a secondary floor that ties to the modular box through the use of gunwales, and roughened surfaces with epoxy coatings. In addition, vertical connections necessitated a new type of shear wall. These shear walls consisted of waffled external walls tied through both reinforcement and a secondary concrete pour. ^ This structural system has generated a new building which was found to be very rigid compared to a conventional structure. The proposed modular building exhibited a period of 1.27 seconds, which is about one-fifth of a conventional building. The maximum lateral drift occurs under seismic loading with a magnitude of 6.14 inches which is one-quarter of a conventional building's drift. The deflected shape and pattern of the interstorey drifts are consistent with those of a coupled shear wall building. In conclusion, the computer analysis indicate that this new structure exceeds current code requirements for both hurricane winds and high seismic loads, and concomitantly provides a shortened construction time with reduced funding. ^

Effects of an extreme temperature event on the behavior and age structure of an estuarine top predator, Carcharhinus leucas

The frequency of extreme environmental events is predicted to increase in the future. Understanding the short- and long-term impacts of these extreme events on large-bodied predators will provide insight into the spatial and temporal scales at which acute environmental disturbances in top-down processes may persist within and across ecosystems. Here, we use long-term studies of movements and age structure of an estuarine top predator—juvenile bull sharks Carcharhinus leucas—to identify the effects of an extreme ‘cold snap’ from 2 to 13 January 2010 over short (weeks) to intermediate (months) time scales. Juvenile bull sharks are typically year-round residents of the Shark River Estuary until they reach 3 to 5 yr of age. However, acoustic telemetry revealed that almost all sharks either permanently left the system or died during the cold snap. For 116 d after the cold snap, no sharks were detected in the system with telemetry or captured during longline sampling. Once sharks returned, both the size structure and abundance of the individuals present in the nursery had changed considerably. During 2010, individual longlines were 70% less likely to capture any sharks, and catch rates on successful longlines were 40% lower than during 2006−2009. Also, all sharks caught after the cold snap were young-of-the-year or neonates, suggesting that the majority of sharks in the estuary were new recruits and several cohorts had been largely lost from the nursery. The longer-term impacts of this change in bull shark abundance to the trophic dynamics of the estuary and the importance of episodic disturbances to bull shark population dynamics will require continued monitoring, but are of considerable interest because of the ecological roles of bull sharks within coastal estuaries and oceans.

Effects of photodynamic therapy with topical and systemic aminolevulinic acid on ultraviolet induced tumors in hairless mice

Mémoire numérisé par la Direction des bibliothèques de l'Université de Montréal.