Theoretical modeling of ionospheric electrodynamics including induction effects

This thesis deals with theoretical modeling of the electrodynamics of auroral ionospheres. In the five research articles forming the main part of the thesis we have concentrated on two main themes: Development of new data-analysis techniques and study of inductive phenomena in the ionospheric electrodynamics. The introductory part of the thesis provides a background for these new results and places them in the wider context of ionospheric research. In this thesis we have developed a new tool (called 1D SECS) for analysing ground based magnetic measurements from a 1-dimensional magnetometer chain (usually aligned in the North-South direction) and a new method for obtaining ionospheric electric field from combined ground based magnetic measurements and estimated ionospheric electric conductance. Both these methods are based on earlier work, but contain important new features: 1D SECS respects the spherical geometry of large scale ionospheric electrojet systems and due to an innovative way of implementing boundary conditions the new method for obtaining electric fields can be applied also at local scale studies. These new calculation methods have been tested using both simulated and real data. The tests indicate that the new methods are more reliable than the previous techniques. Inductive phenomena are intimately related to temporal changes in electric currents. As the large scale ionospheric current systems change relatively slowly, in time scales of several minutes or hours, inductive effects are usually assumed to be negligible. However, during the past ten years, it has been realised that induction can play an important part in some ionospheric phenomena. In this thesis we have studied the role of inductive electric fields and currents in ionospheric electrodynamics. We have formulated the induction problem so that only ionospheric electric parameters are used in the calculations. This is in contrast to previous studies, which require knowledge of the magnetospheric-ionosphere coupling. We have applied our technique to several realistic models of typical auroral phenomena. The results indicate that inductive electric fields and currents are locally important during the most dynamical phenomena (like the westward travelling surge, WTS). In these situations induction may locally contribute up to 20-30% of the total ionospheric electric field and currents. Inductive phenomena do also change the field-aligned currents flowing between the ionosphere and magnetosphere, thus modifying the coupling between the two regions.

Modeling of Surface UV Radiation Using Satellite Data

Solar UV radiation is harmful for life on planet Earth, but fortunately the atmospheric oxygen and ozone absorb almost entirely the most energetic UVC radiation photons. However, part of the UVB radiation and much of the UVA radiation reaches the surface of the Earth, and affect human health, environment, materials and drive atmospheric and aquatic photochemical processes. In order to quantify these effects and processes there is a need for ground-based UV measurements and radiative transfer modeling to estimate the amounts of UV radiation reaching the biosphere. Satellite measurements with their near-global spatial coverage and long-term data conti-nuity offer an attractive option for estimation of the surface UV radiation. This work focuses on radiative transfer theory based methods used for estimation of the UV radiation reaching the surface of the Earth. The objectives of the thesis were to implement the surface UV algorithm originally developed at NASA Goddard Space Flight Center for estimation of the surface UV irradiance from the meas-urements of the Dutch-Finnish built Ozone Monitoring Instrument (OMI), to improve the original surface UV algorithm especially in relation with snow cover, to validate the OMI-derived daily surface UV doses against ground-based measurements, and to demonstrate how the satellite-derived surface UV data can be used to study the effects of the UV radiation. The thesis consists of seven original papers and a summary. The summary includes an introduction of the OMI instrument, a review of the methods used for modeling of the surface UV using satellite data as well as the con-clusions of the main results of the original papers. The first two papers describe the algorithm used for estimation of the surface UV amounts from the OMI measurements as well as the unique Very Fast Delivery processing system developed for processing of the OMI data received at the Sodankylä satellite data centre. The third and the fourth papers present algorithm improvements related to the surface UV albedo of the snow-covered land. Fifth paper presents the results of the comparison of the OMI-derived daily erythemal doses with those calculated from the ground-based measurement data. It gives an estimate of the expected accuracy of the OMI-derived sur-face UV doses for various atmospheric and other conditions, and discusses the causes of the differences between the satellite-derived and ground-based data. The last two papers demonstrate the use of the satellite-derived sur-face UV data. Sixth paper presents an assessment of the photochemical decomposition rates in aquatic environment. Seventh paper presents use of satellite-derived daily surface UV doses for planning of the outdoor material weathering tests.

Modeling of formation of gold nanoparticles by citrate method

Properties of nanoparticles are size dependent, and a model to predict particle size is of importance. Gold nanoparticles are commonly synthesized by reducing tetrachloroauric acid with trisodium citrate, a method pioneered by Turkevich et al (Discuss. Faraday Soc. 1951, 11, 55). Data from several investigators that used this method show that when the ratio of initial concentrations of citrate to gold is varied from 0.4 to similar to 2, the final mean size of the particles formed varies by a factor of 7, while subsequent increases in the ratio hardly have any effect on the size. In this paper, a model is developed to explain this widely varying dependence. The steps that lead to the formation of particles are as follows: reduction of Au3+ in solution, disproportionation of Au+ to gold atoms and their nucleation, growth by disproportionation on particle surface, and coagulation. Oxidation of citrate results in the formation of dicarboxy acetone, which aids nucleation but also decomposes into side products. A detailed kinetic model is developed on the basis of these steps and is combined with population balance to predict particle-size distribution. The model shows that, unlike the usual balance between nucleation and growth that determines the particle size, it is the balance between rate of nucleation and degradation of dicarboxy acetone that determines the particle size in the citrate process. It is this feature that is able to explain the unusual dependence of the mean particle size on the ratio of citrate to gold salt concentration. It is also found that coagulation plays an important role in determining the particle size at high concentrations of citrate.

A new approach for simple and rapid shape measurement of objects with surface discontinuities

A new approach for unwrapping phase maps, obtained during the measurement of 3-D surfaces using sinusoidal structured light projection technique, is proposed. "Takeda's method" is used to obtain the wrapped phase map. Proposed method of unwrapping makes use of an additional image of the object captured under the illumination of a specifically designed color-coded pattern. The new approach demonstrates, for the first time, a method of producing reliable unwrapping of objects even with surface discontinuities from a single-phase map. It is shown to be significantly faster and reliable than temporal phase unwrapping procedure that uses a complete exponential sequence. For example, if a measurement with the accuracy obtained by interrogating the object with S fringes in the projected pattern is carried out with both the methods, new method requires only 2 frames as compared to (log(2)S +1) frames required by the later method.

Smoldering combustion of "incense" sticks - Experiments and modeling

This paper is concerned with the experimental and modeling studies on the smoldering rates of incense sticks as a function of ambient oxygen fraction in air, the flow velocity and size. The experimental results are obtained both for forward and reverse smolder conditions. The results are explained on the basis of surface combustion due to diffusion of oxygen to the surface by both free and forced convection supporting the heat transfer into the solid by conduction, into the stream by convection and the radiant heat transfer from the surface. The heat release at the surface is controlled by the convective transport of the oxidizer to the surface. To obtain the diffusion rates particularly for the reverse smolder, CFD calculations of fluid flow with along with a passive scalar are needed; these calculations have been made both for forward and reverse smolder. The interesting aspect of the CFD calculations is that while the Nusselt umber for forward smolder shows a clear root( Re-u) dependence ( Re-u = Flow Reynolds Number), the result for reverse smolder shows a peak in the variation with Reynolds number with the values lower than for forward smolder and unsteadiness in the flow beyond a certain flow rate. The results of flow behavior and Nusselt number are used in a simple model for the heat transfer at the smoldering surface to obtain the dependence of the smoldering rate on the diameter of the incense stick, the flow rate of air and the oxygen fraction. The results are presented in terms of a correlation for the non-dimensional smoldering rate with radiant flux from the surface and heat generation rate at the surface. The correlations appear reasonable for both forward and reverse smolder cases.

11β-Hydroxysteroid dehydrogenase inhibitors and selectivity modeling of 11β-HSDs

11β-hydroksisteroididehydrogenaasientsyymit (11β-HSD) 1 ja 2 säätelevät kortisonin ja kortisolin määrää kudoksissa. 11β-HSD1 -entsyymin ylimäärä erityisesti viskeraalisessa rasvakudoksessa aiheuttaa metaboliseen oireyhtymän klassisia oireita, mikä tarjoaa mahdollisuuden metabolisen oireyhtymän hoitoon 11β-HSD1 -entsyymin selektiivisellä estämisellä. 11β-HSD2 -entsyymin inhibitio aiheuttaa kortisonivälitteisen mineralokortikoidireseptorien aktivoitumisen, mikä puolestaan johtaa hypertensiivisiin haittavaikutuksiin. Haittavaikutuksista huolimatta 11β-HSD2 -entsyymin estäminen saattaa olla hyödyllistä tilanteissa, joissa halutaan nostaa kortisolin määrä elimistössä. Lukuisia selektiivisiä 11β-HSD1 inhibiittoreita on kehitetty, mutta 11β-HSD2-inhibiittoreita on raportoitu vähemmän. Ero näiden kahden isotsyymin aktiivisen kohdan välillä on myös tuntematon, mikä vaikeuttaa selektiivisten inhibiittoreiden kehittämistä kummallekin entsyymille. Tällä työllä oli kaksi tarkoitusta: (1) löytää ero 11β-HSD entsyymien välillä ja (2) kehittää farmakoforimalli, jota voitaisiin käyttää selektiivisten 11β-HSD2 -inhibiittoreiden virtuaaliseulontaan. Ongelmaa lähestyttiin tietokoneavusteisesti: homologimallinnuksella, pienmolekyylien telakoinnilla proteiiniin, ligandipohjaisella farmakoforimallinnuksella ja virtuaaliseulonnalla. Homologimallinnukseen käytettiin SwissModeler -ohjelmaa, ja luotu malli oli hyvin päällekäinaseteltavissa niin templaattinsa (17β-HSD1) kuin 11β-HSD1 -entsyymin kanssa. Eroa entsyymien välillä ei löytynyt tarkastelemalla päällekäinaseteltuja entsyymejä. Seitsemän yhdistettä, joista kuusi on 11β-HSD2 -selektiivisiä, telakoitiin molempiin entsyymeihin käyttäen ohjelmaa GOLD. 11β-HSD1 -entsyymiin yhdisteet kiinnittyivät kuten suurin osa 11β-HSD1 -selektiivisistä tai epäselektiivisistä inhibiittoreista, kun taas 11β-HSD2 -entsyymiin kaikki yhdisteet olivat telakoituneet käänteisesti. Tällainen sitoutumistapa mahdollistaa vetysidokset Ser310:een ja Asn171:een, aminohappoihin, jotka olivat nähtävissä vain 11β-HSD2 -entsyymissä. Farmakoforimallinnukseen käytettiin ohjelmaa LigandScout3.0, jolla ajettiin myös virtuaaliseulonnat. Luodut kaksi farmakoforimallia, jotka perustuivat aiemmin telakointiinkin käytettyihin kuuteen 11β-HSD2 -selektiiviseen yhdisteeseen, koostuivat kuudesta ominaisuudesta (vetysidosakseptori, vetysidosdonori ja hydrofobinen), ja kieltoalueista. 11β-HSD2 -selektiivisyyden kannalta tärkeimmät ominaisuudet ovat vetysidosakseptori, joka voi muodostaa sidoksen Ser310 kanssa ja vetysidosdonori sen vieressä. Tälle vetysidosdonorille ei löytynyt vuorovaikutusparia 11β-HSD2-mallista. Sopivasti proteiiniin orientoitunut vesimolekyyli voisi kuitenkin olla sopiva ratkaisu puuttuvalle vuorovaikutusparille. Koska molemmat farmakoforimallit löysivät 11β-HSD2 -selektiivisiä yhdisteitä ja jättivät epäselektiivisiä pois testiseulonnassa, käytettiin molempia malleja Innsbruckin yliopistossa säilytettävistä yhdisteistä (2700 kappaletta) koostetun tietokannan seulontaan. Molemmista seulonnoista löytyneistä hiteistä valittiin yhteensä kymmenen kappaletta, jotka lähetettiin biologisiin testeihin. Biologisien testien tulokset vahvistavat lopullisesti sen kuinka hyvin luodut mallit edustavat todellisuudessa 11β-HSD2 -selektiivisyyttä.

Micellar size and shape in solutions of calcium stearate in cetane from optical depolarization data

Observations at a series of temperatures of the changes in viscosities and depolarization factors of 1% and 18% solutions of calcium stearate in cetane to which varying amounts of water have been added can be interpreted in terms of the existence of anisometric micelles. In general, changes in the size of the micelles inferred from values of ρh agree with those deduced from the viscosity data. The correlation between anisometry of micelles from rheological and optical observations is much poorer in the case of ρν, presumably because of the difficulty in differentiating the contribution of anisometry and anisotropy to ρν.

Word order and tonal shape in the production of focus in short Finnish utterances

This paper presents results from a study on the production of Finnish prosody. The effect of word order and the tonal shape in the production of Finnish prosody was studied as produced by 8 native Finnish speakers. Predictions formulated with regard to results from an earlier study pertaining to the perception of promi- nence were tested. These predictions had to do with the tonal shape of the utterances in the form of a flat hat pattern and the effect of word order on the so called top-line declination within an adver- bial phrase in the utterances. The results from the experiment give support to the following claims: the temporal domain of prosodic focus is the whole utterance, word order reversal from unmarked to marked has an effect on the production of prosody, and the pro- duction of the tonal aspects of focus in Finnish follows a basic flat hat pattern. That is the prominence of a word can be produced by an f 0 rise or a fall, depending on the location of the word in an utterance. The basic accentual shape of a Finnish word is then not a pointed rise/fall hat shape as claimed before since it can vary depending on the syllable structure and the position within an ut- terance.

Symmetry and shape issues in nanostructure growth

Symmetry plays a key role in dictating the equilibrium morphology of crystals. However, several growth morphologies that deviate from the point group symmetry are routinely observed under several different growth conditions. In this article, we present a summary of symmetry-breaking mechanisms that are operative for crystals grown from the vapour phase as well as those formed as a result of wet chemical synthesis. This understanding is crucial for rationalizing the variety of morphologies observed during nanocrystal synthesis and also providesa rational framework for the synthesis of anisotropic nanostructures.

Moment-Matched Lognormal Modeling of Uplink Interference with Power Control and Cell Selection

We develop an alternate characterization of the statistical distribution of the inter-cell interference power observed in the uplink of CDMA systems. We show that the lognormal distribution better matches the cumulative distribution and complementary cumulative distribution functions of the uplink interference than the conventionally assumed Gaussian distribution and variants based on it. This is in spite of the fact that many users together contribute to uplink interference, with the number of users and their locations both being random. Our observations hold even in the presence of power control and cell selection, which have hitherto been used to justify the Gaussian distribution approximation. The parameters of the lognormal are obtained by matching moments, for which detailed analytical expressions that incorporate wireless propagation, cellular layout, power control, and cell selection parameters are developed. The moment-matched lognormal model, while not perfect, is an order of magnitude better in modeling the interference power distribution.

Structural stability of slender aerospace vehicles: Part I Mathematical modeling

A detailed mechanics based model is developed to analyze the problem of structural instability in slender aerospace vehicles. Coupling among the rigid-body modes, the longitudinal vibrational modes and the transverse vibrational modes due to asymmetric lifting-body cross-section are considered. The model also incorporates the effects of aerodynamic pressure and the propulsive thrust of the vehicle. The model is one-dimensional, and it can be employed to idealized slender vehicles with complex shapes. Condition under which a flexible body with internal stress waves behaves like a perfect rigid body is derived. Two methods are developed for finite element discretization of the system: (1) A time-frequency Fourier spectral finite element method and (2) h-p finite element method. Numerical results using the above methods are presented in Part II of this paper. (C) 2010 Elsevier Ltd. All rights reserved.

Essays on the Modeling and Prediction of Volatility and Higher Moments of Stock Returns (summary section only)

One of the most fundamental and widely accepted ideas in finance is that investors are compensated through higher returns for taking on non-diversifiable risk. Hence the quantification, modeling and prediction of risk have been, and still are one of the most prolific research areas in financial economics. It was recognized early on that there are predictable patterns in the variance of speculative prices. Later research has shown that there may also be systematic variation in the skewness and kurtosis of financial returns. Lacking in the literature so far, is an out-of-sample forecast evaluation of the potential benefits of these new more complicated models with time-varying higher moments. Such an evaluation is the topic of this dissertation. Essay 1 investigates the forecast performance of the GARCH (1,1) model when estimated with 9 different error distributions on Standard and Poor’s 500 Index Future returns. By utilizing the theory of realized variance to construct an appropriate ex post measure of variance from intra-day data it is shown that allowing for a leptokurtic error distribution leads to significant improvements in variance forecasts compared to using the normal distribution. This result holds for daily, weekly as well as monthly forecast horizons. It is also found that allowing for skewness and time variation in the higher moments of the distribution does not further improve forecasts. In Essay 2, by using 20 years of daily Standard and Poor 500 index returns, it is found that density forecasts are much improved by allowing for constant excess kurtosis but not improved by allowing for skewness. By allowing the kurtosis and skewness to be time varying the density forecasts are not further improved but on the contrary made slightly worse. In Essay 3 a new model incorporating conditional variance, skewness and kurtosis based on the Normal Inverse Gaussian (NIG) distribution is proposed. The new model and two previously used NIG models are evaluated by their Value at Risk (VaR) forecasts on a long series of daily Standard and Poor’s 500 returns. The results show that only the new model produces satisfactory VaR forecasts for both 1% and 5% VaR Taken together the results of the thesis show that kurtosis appears not to exhibit predictable time variation, whereas there is found some predictability in the skewness. However, the dynamic properties of the skewness are not completely captured by any of the models.

Modeling and Forecasting Implied Volatility: Implications for Trading, Pricing, and Risk Management

Modeling and forecasting of implied volatility (IV) is important to both practitioners and academics, especially in trading, pricing, hedging, and risk management activities, all of which require an accurate volatility. However, it has become challenging since the 1987 stock market crash, as implied volatilities (IVs) recovered from stock index options present two patterns: volatility smirk(skew) and volatility term-structure, if the two are examined at the same time, presents a rich implied volatility surface (IVS). This implies that the assumptions behind the Black-Scholes (1973) model do not hold empirically, as asset prices are mostly influenced by many underlying risk factors. This thesis, consists of four essays, is modeling and forecasting implied volatility in the presence of options markets’ empirical regularities. The first essay is modeling the dynamics IVS, it extends the Dumas, Fleming and Whaley (DFW) (1998) framework; for instance, using moneyness in the implied forward price and OTM put-call options on the FTSE100 index, a nonlinear optimization is used to estimate different models and thereby produce rich, smooth IVSs. Here, the constant-volatility model fails to explain the variations in the rich IVS. Next, it is found that three factors can explain about 69-88% of the variance in the IVS. Of this, on average, 56% is explained by the level factor, 15% by the term-structure factor, and the additional 7% by the jump-fear factor. The second essay proposes a quantile regression model for modeling contemporaneous asymmetric return-volatility relationship, which is the generalization of Hibbert et al. (2008) model. The results show strong negative asymmetric return-volatility relationship at various quantiles of IV distributions, it is monotonically increasing when moving from the median quantile to the uppermost quantile (i.e., 95%); therefore, OLS underestimates this relationship at upper quantiles. Additionally, the asymmetric relationship is more pronounced with the smirk (skew) adjusted volatility index measure in comparison to the old volatility index measure. Nonetheless, the volatility indices are ranked in terms of asymmetric volatility as follows: VIX, VSTOXX, VDAX, and VXN. The third essay examines the information content of the new-VDAX volatility index to forecast daily Value-at-Risk (VaR) estimates and compares its VaR forecasts with the forecasts of the Filtered Historical Simulation and RiskMetrics. All daily VaR models are then backtested from 1992-2009 using unconditional, independence, conditional coverage, and quadratic-score tests. It is found that the VDAX subsumes almost all information required for the volatility of daily VaR forecasts for a portfolio of the DAX30 index; implied-VaR models outperform all other VaR models. The fourth essay models the risk factors driving the swaption IVs. It is found that three factors can explain 94-97% of the variation in each of the EUR, USD, and GBP swaption IVs. There are significant linkages across factors, and bi-directional causality is at work between the factors implied by EUR and USD swaption IVs. Furthermore, the factors implied by EUR and USD IVs respond to each others’ shocks; however, surprisingly, GBP does not affect them. Second, the string market model calibration results show it can efficiently reproduce (or forecast) the volatility surface for each of the swaptions markets.

Essays on Risk Modeling. Applications to Portfolio and Risk Management (summary section only)

In this thesis we deal with the concept of risk. The objective is to bring together and conclude on some normative information regarding quantitative portfolio management and risk assessment. The first essay concentrates on return dependency. We propose an algorithm for classifying markets into rising and falling. Given the algorithm, we derive a statistic: the Trend Switch Probability, for detection of long-term return dependency in the first moment. The empirical results suggest that the Trend Switch Probability is robust over various volatility specifications. The serial dependency in bear and bull markets behaves however differently. It is strongly positive in rising market whereas in bear markets it is closer to a random walk. Realized volatility, a technique for estimating volatility from high frequency data, is investigated in essays two and three. In the second essay we find, when measuring realized variance on a set of German stocks, that the second moment dependency structure is highly unstable and changes randomly. Results also suggest that volatility is non-stationary from time to time. In the third essay we examine the impact from market microstructure on the error between estimated realized volatility and the volatility of the underlying process. With simulation-based techniques we show that autocorrelation in returns leads to biased variance estimates and that lower sampling frequency and non-constant volatility increases the error variation between the estimated variance and the variance of the underlying process. From these essays we can conclude that volatility is not easily estimated, even from high frequency data. It is neither very well behaved in terms of stability nor dependency over time. Based on these observations, we would recommend the use of simple, transparent methods that are likely to be more robust over differing volatility regimes than models with a complex parameter universe. In analyzing long-term return dependency in the first moment we find that the Trend Switch Probability is a robust estimator. This is an interesting area for further research, with important implications for active asset allocation.