Technical note: Preliminary estimation of rockfall runout zones

Rockfall propagation areas can be determined using a simple geometric rule known as shadow angle or energy line method based on a simple Coulomb frictional model implemented in the CONEFALL computer program. Runout zones are estimated from a digital terrain model (DTM) and a grid file containing the cells representing rockfall potential source areas. The cells of the DTM that are lowest in altitude and located within a cone centered on a rockfall source cell belong to the potential propagation area associated with that grid cell. In addition, the CONEFALL method allows estimation of mean and maximum velocities and energies of blocks in the rockfall propagation areas. Previous studies indicate that the slope angle cone ranges from 27° to 37° depending on the assumptions made, i.e. slope morphology, probability of reaching a point, maximum run-out, field observations. Different solutions based on previous work and an example of an actual rockfall event are presented here.

Source wavelet estimation for waveform inversion of crosshole georadar data

AbstractFor a wide range of environmental, hydrological, and engineering applications there is a fast growing need for high-resolution imaging. In this context, waveform tomographic imaging of crosshole georadar data is a powerful method able to provide images of pertinent electrical properties in near-surface environments with unprecedented spatial resolution. In contrast, conventional ray-based tomographic methods, which consider only a very limited part of the recorded signal (first-arrival traveltimes and maximum first-cycle amplitudes), suffer from inherent limitations in resolution and may prove to be inadequate in complex environments. For a typical crosshole georadar survey the potential improvement in resolution when using waveform-based approaches instead of ray-based approaches is in the range of one order-of- magnitude. Moreover, the spatial resolution of waveform-based inversions is comparable to that of common logging methods. While in exploration seismology waveform tomographic imaging has become well established over the past two decades, it is comparably still underdeveloped in the georadar domain despite corresponding needs. Recently, different groups have presented finite-difference time-domain waveform inversion schemes for crosshole georadar data, which are adaptations and extensions of Tarantola's seminal nonlinear generalized least-squares approach developed for the seismic case. First applications of these new crosshole georadar waveform inversion schemes on synthetic and field data have shown promising results. However, there is little known about the limits and performance of such schemes in complex environments. To this end, the general motivation of my thesis is the evaluation of the robustness and limitations of waveform inversion algorithms for crosshole georadar data in order to apply such schemes to a wide range of real world problems.One crucial issue to making applicable and effective any waveform scheme to real-world crosshole georadar problems is the accurate estimation of the source wavelet, which is unknown in reality. Waveform inversion schemes for crosshole georadar data require forward simulations of the wavefield in order to iteratively solve the inverse problem. Therefore, accurate knowledge of the source wavelet is critically important for successful application of such schemes. Relatively small differences in the estimated source wavelet shape can lead to large differences in the resulting tomograms. In the first part of my thesis, I explore the viability and robustness of a relatively simple iterative deconvolution technique that incorporates the estimation of the source wavelet into the waveform inversion procedure rather than adding additional model parameters into the inversion problem. Extensive tests indicate that this source wavelet estimation technique is simple yet effective, and is able to provide remarkably accurate and robust estimates of the source wavelet in the presence of strong heterogeneity in both the dielectric permittivity and electrical conductivity as well as significant ambient noise in the recorded data. Furthermore, our tests also indicate that the approach is insensitive to the phase characteristics of the starting wavelet, which is not the case when directly incorporating the wavelet estimation into the inverse problem.Another critical issue with crosshole georadar waveform inversion schemes which clearly needs to be investigated is the consequence of the common assumption of frequency- independent electromagnetic constitutive parameters. This is crucial since in reality, these parameters are known to be frequency-dependent and complex and thus recorded georadar data may show significant dispersive behaviour. In particular, in the presence of water, there is a wide body of evidence showing that the dielectric permittivity can be significantly frequency dependent over the GPR frequency range, due to a variety of relaxation processes. The second part of my thesis is therefore dedicated to the evaluation of the reconstruction limits of a non-dispersive crosshole georadar waveform inversion scheme in the presence of varying degrees of dielectric dispersion. I show that the inversion algorithm, combined with the iterative deconvolution-based source wavelet estimation procedure that is partially able to account for the frequency-dependent effects through an "effective" wavelet, performs remarkably well in weakly to moderately dispersive environments and has the ability to provide adequate tomographic reconstructions.

Parameter estimation for the distribution of single cell lag times.

In Quantitative Microbial Risk Assessment, it is vital to understand how lag times of individual cells are distributed over a bacterial population. Such identified distributions can be used to predict the time by which, in a growth-supporting environment, a few pathogenic cells can multiply to a poisoning concentration level. We model the lag time of a single cell, inoculated into a new environment, by the delay of the growth function characterizing the generated subpopulation. We introduce an easy-to-implement procedure, based on the method of moments, to estimate the parameters of the distribution of single cell lag times. The advantage of the method is especially apparent for cases where the initial number of cells is small and random, and the culture is detectable only in the exponential growth phase.

Méthodes sismiques actives adaptées à l'étude de milieux hétérogènes : application aux glissements de terrain

Résumé Les glissements de terrain représentent un des principaux risques naturels dans les régions montagneuses. En Suisse, chaque année les glissements de terrains causent des dégâts qui affectent les infrastructures et ont des coûts financiers importants. Une bonne compréhension des mécanismes des glissements peut permettre d'atténuer leur impact. Celle-ci passe notamment par la connaissance de la structure interne du glissement, la détermination de son volume et de son ou ses plans de glissement. Dans un glissement de terrain, la désorganisation et la présence de fractures dans le matériel déplacé engendre un changement des paramètres physiques et en particulier une diminution des vitesses de propagation des ondes sismiques ainsi que de la densité du matériel. Les méthodes sismiques sont de ce fait bien adaptées à l'étude des glissements de terrain. Parmi les méthodes sismiques, l'analyse de la dispersion des ondes de surface est une méthode simple à mettre en oeuvre. Elle présente l'avantage d'estimer les variations des vitesses de cisaillement avec la profondeur sans avoir spécifiquement recours à l'utilisation d'une source d'onde S et de géophones horizontaux. Sa mise en oeuvre en trois étapes implique la mesure de la dispersion des ondes de surface sur des réseaux étendus, la détermination des courbes de dispersion pour finir par l'inversion de ces courbes. Les modèles de vitesse obtenus à partir de cette procédure ne sont valides que lorsque les milieux explorés ne présentent pas de variations latérales. En pratique cette hypothèse est rarement vérifiée, notamment pour un glissement de terrain dans lequel les couches remaniées sont susceptibles de présenter de fortes hétérogénéités latérales. Pour évaluer la possibilité de déterminer des courbes de dispersion à partir de réseaux de faible extension des mesures testes ont été effectuées sur un site (Arnex, VD) équipé d'un forage. Un profil sismique de 190 m de long a été implanté dans une vallée creusée dans du calcaire et remplie par des dépôts glacio-lacustres d'une trentaine de mètres d'épaisseur. Les données acquises le long de ce profil ont confirmé que la présence de variations latérales sous le réseau de géophones affecte l'allure des courbes de dispersion jusqu'à parfois empêcher leur détermination. Pour utiliser l'analyse de la dispersion des ondes de surface sur des sites présentant des variations latérales, notre approche consiste à déterminer les courbes de dispersions pour une série de réseaux de faible extension, à inverser chacune des courbes et à interpoler les différents modèles de vitesse obtenus. Le choix de la position ainsi que de l'extension des différents réseaux de géophones est important. Il tient compte de la localisation des hétérogénéités détectées à partir de l'analyse de sismique réfraction, mais également d'anomalies d'amplitudes observées sur des cartes qui représentent dans le domaine position de tir - position du récepteur, l'amplitude mesurée pour différentes fréquences. La procédure proposée par Lin et Lin (2007) s'est avérée être une méthode efficace permettant de déterminer des courbes de dispersion à partir de réseaux de faible extension. Elle consiste à construire à partir d'un réseau de géophones et de plusieurs positions de tir un enregistrement temps-déports qui tient compte d'une large gamme de distances source-récepteur. Au moment d'assembler les différentes données une correction de phase est appliquée pour tenir compte des hétérogénéités situées entre les différents points de tir. Pour évaluer cette correction nous suggérons de calculer pour deux tir successif la densité spectrale croisée des traces de même offset: Sur le site d'Arnex, 22 courbes de dispersions ont été déterminées pour de réseaux de géophones de 10 m d'extension. Nous avons également profité du forage pour acquérir un profil de sismique verticale en ondes S. Le modèle de vitesse S déduit de l'interprétation du profil de sismique verticale est utilisé comme information à priori lors l'inversion des différentes courbes de dispersion. Finalement, le modèle en deux dimension qui a été établi grâce à l'analyse de la dispersion des ondes de surface met en évidence une structure tabulaire à trois couches dont les limites coïncident bien avec les limites lithologiques observées dans le forage. Dans celui-ci des argiles limoneuses associées à une vitesse de propagation des ondes S de l'ordre de 175 m/s surmontent vers 9 m de profondeur des dépôts de moraine argilo-sableuse caractérisés par des vitesses de propagation des ondes S de l'ordre de 300 m/s jusqu'à 14 m de profondeur et supérieur ou égal à 400 m/s entre 14 et 20 m de profondeur. Le glissement de la Grande Combe (Ballaigues, VD) se produit à l'intérieur du remplissage quaternaire d'une combe creusée dans des calcaires Portlandien. Comme dans le cas du site d'Arnex les dépôts quaternaires correspondent à des dépôts glacio-lacustres. Dans la partie supérieure la surface de glissement a été localisée à une vingtaine de mètres de profondeur au niveau de l'interface qui sépare des dépôts de moraine jurassienne et des dépôts glacio-lacustres. Au pied du glissement 14 courbes de dispersions ont été déterminées sur des réseaux de 10 m d'extension le long d'un profil de 144 m. Les courbes obtenues sont discontinues et définies pour un domaine de fréquence de 7 à 35 Hz. Grâce à l'utilisation de distances source-récepteur entre 8 et 72 m, 2 à 4 modes de propagation ont été identifiés pour chacune des courbes. Lors de l'inversion des courbes de dispersion la prise en compte des différents modes de propagation a permis d'étendre la profondeur d'investigation jusqu'à une vingtaine de mètres de profondeur. Le modèle en deux dimensions permet de distinguer 4 couches (Vs1 < 175 m/s, 175 m/s < Vs2 < 225 m/s, 225 m/s < Vs3 < 400 m/s et Vs4 >.400 m/s) qui présentent des variations d'épaisseur. Des profils de sismiques réflexion en ondes S acquis avec une source construite dans le cadre de ce travail, complètent et corroborent le modèle établi à partir de l'analyse de la dispersion des ondes de surface. Un réflecteur localisé entre 5 et 10 m de profondeur et associé à une vitesse de sommation de 180 m/s souligne notamment la géométrie de l'interface qui sépare la deuxième de la troisième couche du modèle établi à partir de l'analyse de la dispersion des ondes de surface. Abstract Landslides are one of the main natural hazards in mountainous regions. In Switzerland, landslides cause damages every year that impact infrastructures and have important financial costs. In depth understanding of sliding mechanisms may help limiting their impact. In particular, this can be achieved through a better knowledge of the internal structure of the landslide, the determination of its volume and its sliding surface or surfaces In a landslide, the disorganization and the presence of fractures in the displaced material generate a change of the physical parameters and in particular a decrease of the seismic velocities and of the material density. Therefoe, seismic methods are well adapted to the study of landslides. Among seismic methods, surface-wave dispersion analysis is a easy to implement. Through it, shearwave velocity variations with depth can be estimated without having to resort to an S-wave source and to horizontal geophones. Its 3-step implementation implies measurement of surface-wave dispersion with long arrays, determination of the dispersion curves and finally inversion of these curves. Velocity models obtained through this approach are only valid when the investigated medium does not include lateral variations. In practice, this assumption is seldom correct, in particular for landslides in which reshaped layers likely include strong lateral heterogeneities. To assess the possibility of determining dispersion curves from short array lengths we carried out tests measurements on a site (Arnex, VD) that includes a borehole. A 190 m long seismic profile was acquired in a valley carved into limestone and filled with 30 m of glacio-lacustrine sediments. The data acquired along this profile confirmed that the presence of lateral variations under the geophone array influences the dispersion-curve shape so much that it sometimes preventes the dispersion curves determination. Our approach to use the analysis of surface-wave dispersion on sites that include lateral variations consists in obtaining dispersion curves for a series of short length arrays; inverting each so obtained curve and interpolating the different obtained velocity model. The choice of the location as well as the geophone array length is important. It takes into account the location of the heterogeneities that are revealed by the seismic refraction interpretation of the data but also, the location of signal amplitude anomalies observed on maps that represent, for a given frequency, the measured amplitude in the shot position - receiver position domain. The procedure proposed by Lin and Lin (2007) turned out to be an efficient one to determine dispersion curves using short extension arrays. It consists in building a time-offset from an array of geophones with a wide offset range by gathering seismograms acquired with different source-to-receiver offsets. When assembling the different data, a phase correction is applied in order to reduce static phase error induced by lateral variation. To evaluate this correction, we suggest to calculate, for two successive shots, the cross power spectral density of common offset traces. On the Arnex site, 22 curves were determined with 10m in length geophone-arrays. We also took advantage of the borehole to acquire a S-wave vertical seismic profile. The S-wave velocity depth model derived from the vertical seismic profile interpretation is used as prior information in the inversion of the dispersion-curves. Finally a 2D velocity model was established from the analysis of the different dispersion curves. It reveals a 3-layer structure in good agreement with the observed lithologies in the borehole. In it a clay layer with a shear-wave of 175 m/s shear-wave velocity overlies a clayey-sandy till layer at 9 m depth that is characterized down to 14 m by a 300 m/s S-wave velocity; these deposits have a S-wave velocity of 400 m/s between depths of 14 to 20 m. The La Grand Combe landslide (Ballaigues, VD) occurs inside the Quaternary filling of a valley carved into Portlandien limestone. As at the Arnex site, the Quaternary deposits correspond to glaciolacustrine sediments. In the upper part of the landslide, the sliding surface is located at a depth of about 20 m that coincides with the discontinuity between Jurassian till and glacio-lacustrine deposits. At the toe of the landslide, we defined 14 dispersion curves along a 144 m long profile using 10 m long geophone arrays. The obtained curves are discontinuous and defined within a frequency range of 7 to 35 Hz. The use of a wide range of offsets (from 8 to 72 m) enabled us to determine 2 to 4 mode of propagation for each dispersion curve. Taking these higher modes into consideration for dispersion curve inversion allowed us to reach an investigation depth of about 20 m. A four layer 2D model was derived (Vs1< 175 m/s, 175 m/s <Vs2< 225 m/s, 225 m/s < Vs3 < 400 m/s, Vs4> 400 m/s) with variable layer thicknesses. S-wave seismic reflection profiles acquired with a source built as part of this work complete and the velocity model revealed by surface-wave analysis. In particular, reflector at a depth of 5 to 10 m associated with a 180 m/s stacking velocity image the geometry of the discontinuity between the second and third layer of the model derived from the surface-wave dispersion analysis.

Panel index VAR models: Specification, Estimation, Testing and Leading Indicators

This paper proposes a method to conduct inference in panel VAR models with cross unit interdependencies and time variations in the coefficients. The approach can be used to obtain multi-unit forecasts and leading indicators and to conduct policy analysis in a multiunit setups. The framework of analysis is Bayesian and MCMC methods are used to estimate the posterior distribution of the features of interest. The model is reparametrized to resemble an observable index model and specification searches are discussed. As an example, we construct leading indicators for inflation and GDP growth in the Euro area using G-7 information.

The illusion of control, the structures of prizes and the demand for football pools in Spain

Using data for all the fixtures for the seasons from 1972-73 to 2002-03, we estimate a dynamic model of demand for football pools in Spain paying attention to whether their main economic explanatory variable is the effective price of a ticket or the jackpot. Additionally, we evaluate the importance of the composition of the list of games in terms of whether First Division matches are included or not. Results show that the jackpot model is preferred to the effective price model, having important implications in terms of how the structure of the game should be changed in order to increase demand.

A model of shadow banking

We present a model of shadow banking in which financial intermediaries originate and trade loans, assemble these loans into diversified portfolios, and then finance these portfolios externally with riskless debt. In this model: i) outside investor wealth drives the demand for riskless debt and indirectly for securitization, ii) intermediary assets and leverage move together as in Adrian and Shin (2010), and iii) intermediaries increase their exposure to systematic risk as they reduce their idiosyncratic risk through diversification, as in Acharya, Schnabl, and Suarez (2010). Under rational expectations, the shadow banking system is stable and improves welfare. When investors and intermediaries neglect tail risks, however, the expansion of risky lending and the concentration of risks in the intermediaries create financial fragility and fluctuations in liquidity over time.

Temporal changes in mRNA expression of the brain nutrient transporters in the lithium-pilocarpine model of epilepsy in the immature and adult rat.

The lithium-pilocarpine model mimics most features of human temporal lobe epilepsy. Following our prior studies of cerebral metabolic changes, here we explored the expression of transporters for glucose (GLUT1 and GLUT3) and monocarboxylates (MCT1 and MCT2) during and after status epilepticus (SE) induced by lithium-pilocarpine in PN10, PN21, and adult rats. In situ hybridization was used to study the expression of transporter mRNAs during the acute phase (1, 4, 12 and 24h of SE), the latent phase, and the early and late chronic phases. During SE, GLUT1 expression was increased throughout the brain between 1 and 12h of SE, more strongly in adult rats; GLUT3 increased only transiently, at 1 and 4h of SE and mainly in PN10 rats; MCT1 was increased at all ages but 5-10-fold more in adult than in immature rats; MCT2 expression increased mainly in adult rats. At all ages, MCT1 and MCT2 up-regulation was limited to the circuit of seizures while GLUT1 and GLUT3 changes were more widespread. During the latent and chronic phases, the expression of nutrient transporters was normal in PN10 rats. In PN21 rats, GLUT1 was up-regulated in all brain regions. In contrast, in adult rats GLUT1 expression was down-regulated in the piriform cortex, hilus and CA1 as a result of extensive neuronal death. The changes in nutrient transporter expression reported here further support previous findings in other experimental models demonstrating rapid transcriptional responses to marked changes in cerebral energetic/glucose demand.

Demand for private health insurance: Is there a quality gap?

Quality of care is qualified as a main determinant of the demand forvoluntary private health insurance (PHI) in National Health Systems(NHS). This paper provides new evidence on the influence of the qualitygap between public and private health insurance and other demanddeterminants in the demand for PHI in Catalonia. The demand for PHI ismodelled as a demand for health care quality. Unlike previous studies, the database employed allows for the development of a link between thetheoretical and the empirical model dealing with unobserved heterogeneityand endogeneity issues. Results suggest that a rise in PHI qualityenhances an equivalent influence in the demand for PHI as an equalreduction of NHS quality. Income and price elasticity estimates areconsistent with the observed feature that PHI appears to be a luxurygood and individuals tend to be relatively insensible to tax relief'sand monetary co-payments in insurance contracts.

Why England? Demand, growth and inequality during the Industrial Revolution

Why was England first? And why Europe? We present a probabilistic model that builds on big-push models by Murphy, Shleifer and Vishny (1989), combined with hierarchical preferences. The interaction of exogenous demographic factors (in particular the English low-pressure variant of the European marriage pattern)and redistributive institutions such as the old Poor Law combined to make an Industrial Revolution more likely. Essentially, industrialization is the result of having a critical mass of consumers that is rich enough to afford (potentially) mass-produced goods. Our model is then calibrated to match the main characteristics of the English economy in 1750 and the observed transition until 1850.This allows us to address explicitly one of the key features of the British IndustrialRevolution unearthed by economic historians over the last three decades the slowness of productivity and output change. In our calibration, we find that the probability of Britain industrializing is 5 times larger than France s. Contrary to the recent argument by Pomeranz, China in the 18th century had essentially no chance to industrialize at all. This difference is decomposed into a demographic and a policy component, with the former being far more important than the latter.

Unobserved heterogeneity and censoring in the demand for health care

This paper analyses the demand for private health care by Spanishhouseholds using a micro budget survey. The methodology used takescare of the three part decision process involved in this type ofbehaviour, namely the decision to use private health care, howoften to do so and how much to spend each time and also the effectsof unobserved heterogeneity. Since the theoretical frameworkcorresponds to the Grossman model of health investment, the resultsalso provide a test of the theory when these issues are considered.Finally, the obtained evidence also suggest that the current systemof tax deductions for private health care expenditures is regressive.

Monetary unions and the transaction cost savings of a single currency

This paper studies the transaction cost savings of moving froma multi-currency exchange system to a single currency one. Theanalysis concentrates exclusively on the transaction andprecautionary demand for money and abstracts from any othermotives to hold currency. A continuous-time, stochastic Baumol-like model similar to that in Frenkel and Jovanovic (1980) isgeneralized to include several currencies and calibrated to fitEuropean data. The analysis implies an upper bound for thesavings associated with reductions of transaction costs derivedfrom the European Monetary Union of approximately 0.6\% of theCommunity GDP. Additionally, the magnitudes of the brokeragefee and the volatility of transactions, whose estimation hastraditionally been difficult to address empirically, areapproximated for Europe.

Adaptive model selection using empirical complexities

Given $n$ independent replicates of a jointly distributed pair $(X,Y)\in {\cal R}^d \times {\cal R}$, we wish to select from a fixed sequence of model classes ${\cal F}_1, {\cal F}_2, \ldots$ a deterministic prediction rule $f: {\cal R}^d \to {\cal R}$ whose risk is small. We investigate the possibility of empirically assessingthe {\em complexity} of each model class, that is, the actual difficulty of the estimation problem within each class. The estimated complexities are in turn used to define an adaptive model selection procedure, which is based on complexity penalized empirical risk.The available data are divided into two parts. The first is used to form an empirical cover of each model class, and the second is used to select a candidate rule from each cover based on empirical risk. The covering radii are determined empirically to optimize a tight upper bound on the estimation error. An estimate is chosen from the list of candidates in order to minimize the sum of class complexity and empirical risk. A distinguishing feature of the approach is that the complexity of each model class is assessed empirically, based on the size of its empirical cover.Finite sample performance bounds are established for the estimates, and these bounds are applied to several non-parametric estimation problems. The estimates are shown to achieve a favorable tradeoff between approximation and estimation error, and to perform as well as if the distribution-dependent complexities of the model classes were known beforehand. In addition, it is shown that the estimate can be consistent,and even possess near optimal rates of convergence, when each model class has an infinite VC or pseudo dimension.For regression estimation with squared loss we modify our estimate to achieve a faster rate of convergence.

A medium-scale open economy model of Australia

We estimate an open economy dynamic stochastic general equilibrium (DSGE)model of Australia with a number of shocks, frictions and rigidities, matching alarge number of observable time series. We find that both foreign and domesticshocks are important drivers of the Australian business cycle.We also find that theinitial impact on inflation of an increase in demand for Australian commoditiesis negative, due to an improvement in the real exchange rate, though there is apersistent positive effect on inflation that dominates at longer horizons.

Small-area estimation with spatial similarity

A class of composite estimators of small area quantities that exploit spatial (distancerelated)similarity is derived. It is based on a distribution-free model for the areas, but theestimators are aimed to have optimal design-based properties. Composition is applied alsoto estimate some of the global parameters on which the small area estimators depend.It is shown that the commonly adopted assumption of random effects is not necessaryfor exploiting the similarity of the districts (borrowing strength across the districts). Themethods are applied in the estimation of the mean household sizes and the proportions ofsingle-member households in the counties (comarcas) of Catalonia. The simplest version ofthe estimators is more efficient than the established alternatives, even though the extentof spatial similarity is quite modest.