Oxidation of silicon: further tests for the interfacial silicon emission model

The classical description of Si oxidation given by Deal and Grove has well-known limitations for thin oxides (below 200 Ã). Among the large number of alternative models published so far, the interfacial emission model has shown the greatest ability to fit the experimental oxidation curves. It relies on the assumption that during oxidation Si interstitials are emitted to the oxide to release strain and that the accumulation of these interstitials near the interface reduces the reaction rate there. The resulting set of differential equations makes it possible to model diverse oxidation experiments. In this paper, we have compared its predictions with two sets of experiments: (1) the pressure dependence for subatmospheric oxygen pressure and (2) the enhancement of the oxidation rate after annealing in inert atmosphere. The result is not satisfactory and raises serious doubts about the model’s correctness

Beyond GDP: Methodological and measurement issues in redefining “wealth”

In the last decades; a growing stock of literature has been devoted to the criticism of GDP as an indicator of societal wealth. A relevant question is: what are the perspectives to build, on the existing knowledge and consensus, alternative measures of prosperity? A starting point may be to connect well-being research agenda with the sustainability one. However, there is no doubt that there is a lot of complexity and fuzziness inherent in multidimensional concepts such as sustainability and well-being. This article analyses the theoretical foundations and the empirical validity of some multidimensional technical tools that can be used for well-being evaluation and assessment. Of course one should not forget that policy conclusions derived through any mathematical model depend also on the conceptual framework used, i.e. which representation of reality (and thus which societal values and interests) has been considered.

Randomized observation periods for the compound Poisson risk model: Dividends

In the framework of the classical compound Poisson process in collective risk theory, we study a modification of the horizontal dividend barrier strategy by introducing random observation times at which dividends can be paid and ruin can be observed. This model contains both the continuous-time and the discrete-time risk model as a limit and represents a certain type of bridge between them which still enables the explicit calculation of moments of total discounted dividend payments until ruin. Numerical illustrations for several sets of parameters are given and the effect of random observation times on the performance of the dividend strategy is studied.

Measurement with Some Theory: a New Approach to Evaluate Business Cycle Models

We propose a method to evaluate cyclical models which does not require knowledge of the DGP and the exact empirical specification of the aggregate decision rules. We derive robust restrictions in a class of models; use some to identify structural shocks and others to evaluate the model or contrast sub-models. The approach has good size and excellent power properties, even in small samples. We show how to examine the validity of a class of models, sort out the relevance of certain frictions, evaluate the importance of an added feature, and indirectly estimate structural parameters.

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.

Selective tumor localization of radiolabeled anti-human melanoma monoclonal antibody fragment demonstrated in the nude mouse model.

Monoclonal antibodies (Mab) directed against distinct epitopes of the human 240 kD melanoma-associated antigen have been evaluated for their capacity to localize in human melanoma grafted into nude mice. A favorable tumor to normal tissue ratio of 13 was obtained with intact 131I-labeled MAb Me1-14. This ratio was further increased to 43 and 23 by the use of F(ab')2 and Fab fragments, respectively. The specificity of tumor localization was demonstrated by the simultaneous injection of F(ab')2 fragments from MAb Me1-14 and anti-CEA MAb 35, each labeled with a different iodine isotope, into nude mice grafted with a melanoma and colon carcinoma. The fragments from both MAb localized with perfect selectivity in their relevant tumor as shown by differential whole body scanning and by direct measurement of the two isotopes in tumors and normal tissues. These in vivo experimental results suggest that the F(ab')2 fragment from MAb Me1-14 is suitable for melanoma detection by immunoscintigraphy in patients.

A new approach to accurate measurement of uniaxial joint angles based on a combination of accelerometers and gyroscopes.

A new method of measuring joint angle using a combination of accelerometers and gyroscopes is presented. The method proposes a minimal sensor configuration with one sensor module mounted on each segment. The model is based on estimating the acceleration of the joint center of rotation by placing a pair of virtual sensors on the adjacent segments at the center of rotation. In the proposed technique, joint angles are found without the need for integration, so absolute angles can be obtained which are free from any source of drift. The model considers anatomical aspects and is personalized for each subject prior to each measurement. The method was validated by measuring knee flexion-extension angles of eight subjects, walking at three different speeds, and comparing the results with a reference motion measurement system. The results are very close to those of the reference system presenting very small errors (rms = 1.3, mean = 0.2, SD = 1.1 deg) and excellent correlation coefficients (0.997). The algorithm is able to provide joint angles in real-time, and ready for use in gait analysis. Technically, the system is portable, easily mountable, and can be used for long term monitoring without hindrance to natural activities.

Business cycle measurement with some theory

A method to evaluate cyclical models not requiring knowledge of the DGP and the exact specificationof the aggregate decision rules is proposed. We derive robust restrictions in a class of models; use someto identify structural shocks in the data and others to evaluate the class or contrast sub-models. Theapproach has good properties, even in small samples, and when the class of models is misspecified. Themethod is used to sort out the relevance of a certain friction (the presence of rule-of-thumb consumers)in a standard class of models.

Radioimmunotherapy of human colon carcinoma by 131I-labelled monoclonal anti-CEA antibodies in a nude mouse model.

A mixture of 3 MAbs directed against 3 different CEA epitopes was radiolabelled with 131I and used for the treatment of a human colon carcinoma transplanted s.c. into nude mice. Intact MAbs and F(ab')2 fragments were mixed because it had been shown by autoradiography that these 2 antibody forms can penetrate into different areas of the tumor nodule. Ten days after transplantation of colon tumor T380 a single dose of 600 microCi of 131I MAbs was injected i.v. The tumor grafts were well established (as evidenced by exponential growth in untreated mice) and their size continued to increase up to 6 days after radiolabelled antibody injection. Tumor shrinking was then observed lasting for 4-12 weeks. In a control group injected with 600 microCi of 131I coupled to irrelevant monoclonal IgG, tumor growth was delayed, but no regression was observed. Tumors of mice injected with the corresponding amount of unlabelled antibodies grew like those of untreated mice. Based on measurements of the effective whole-body half-life of injected 131I, the mean radiation dose received by the animals was calculated to be 382 rads for the antibody group and 478 rads for the normal IgG controls. The genetically immunodeficient animals exhibited no increase in mortality, and only limited bone-marrow toxicity was observed. Direct measurement of radioactivity in mice dissected 1, 3 and 7 days after 131I-MAb injection showed that 25, 7.2 and 2.2% of injected dose were recovered per gram of tumor, the mean radiation dose delivered to the tumor being thus more than 5,000 rads. These experiments show that therapeutic doses of radioactivity can be selectively directed to human colon carcinoma by i.v. injection of 131I-labelled anti-CEA MAbs.

Further insights on the French WISC-IV factor structure through Bayesian structural equation modeling

The interpretation of the Wechsler Intelligence Scale for Children-Fourth Edition (WISC-IV) is based on a 4-factor model, which is only partially compatible with the mainstream Cattell-Horn-Carroll (CHC) model of intelligence measurement. The structure of cognitive batteries is frequently analyzed via exploratory factor analysis and/or confirmatory factor analysis. With classical confirmatory factor analysis, almost all crossloadings between latent variables and measures are fixed to zero in order to allow the model to be identified. However, inappropriate zero cross-loadings can contribute to poor model fit, distorted factors, and biased factor correlations; most important, they do not necessarily faithfully reflect theory. To deal with these methodological and theoretical limitations, we used a new statistical approach, Bayesian structural equation modeling (BSEM), among a sample of 249 French-speaking Swiss children (8-12 years). With BSEM, zero-fixed cross-loadings between latent variables and measures are replaced by approximate zeros, based on informative, small-variance priors. Results indicated that a direct hierarchical CHC-based model with 5 factors plus a general intelligence factor better represented the structure of the WISC-IV than did the 4-factor structure and the higher order models. Because a direct hierarchical CHC model was more adequate, it was concluded that the general factor should be considered as a breadth rather than a superordinate factor. Because it was possible for us to estimate the influence of each of the latent variables on the 15 subtest scores, BSEM allowed improvement of the understanding of the structure of intelligence tests and the clinical interpretation of the subtest scores.

Local volatility changes in the black-scholes model

In this paper we address a problem arising in risk management; namely the study of price variations of different contingent claims in the Black-Scholes model due to anticipating future events. The method we propose to use is an extension of the classical Vega index, i.e. the price derivative with respect to the constant volatility, in thesense that we perturb the volatility in different directions. Thisdirectional derivative, which we denote the local Vega index, will serve as the main object in the paper and one of the purposes is to relate it to the classical Vega index. We show that for all contingent claims studied in this paper the local Vega index can be expressed as a weighted average of the perturbation in volatility. In the particular case where the interest rate and the volatility are constant and the perturbation is deterministic, the local Vega index is an average of this perturbation multiplied by the classical Vega index. We also study the well-known goal problem of maximizing the probability of a perfect hedge and show that the speed of convergence is in fact dependent of the local Vega index.

A decomposition formula for option prices in the Heston model and applications to option pricing approximation

By means of classical Itô's calculus we decompose option prices asthe sum of the classical Black-Scholes formula with volatility parameterequal to the root-mean-square future average volatility plus a term dueby correlation and a term due to the volatility of the volatility. Thisdecomposition allows us to develop first and second-order approximationformulas for option prices and implied volatilities in the Heston volatilityframework, as well as to study their accuracy. Numerical examples aregiven.

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 finite-population revenue management model and a risk-ratio procedure for the joint estimation of population size and parameters

Many dynamic revenue management models divide the sale period into a finite number of periods T and assume, invoking a fine-enough grid of time, that each period sees at most one booking request. These Poisson-type assumptions restrict the variability of the demand in the model, but researchers and practitioners were willing to overlook this for the benefit of tractability of the models. In this paper, we criticize this model from another angle. Estimating the discrete finite-period model poses problems of indeterminacy and non-robustness: Arbitrarily fixing T leads to arbitrary control values and on the other hand estimating T from data adds an additional layer of indeterminacy. To counter this, we first propose an alternate finite-population model that avoids this problem of fixing T and allows a wider range of demand distributions, while retaining the useful marginal-value properties of the finite-period model. The finite-population model still requires jointly estimating market size and the parameters of the customer purchase model without observing no-purchases. Estimation of market-size when no-purchases are unobservable has rarely been attempted in the marketing or revenue management literature. Indeed, we point out that it is akin to the classical statistical problem of estimating the parameters of a binomial distribution with unknown population size and success probability, and hence likely to be challenging. However, when the purchase probabilities are given by a functional form such as a multinomial-logit model, we propose an estimation heuristic that exploits the specification of the functional form, the variety of the offer sets in a typical RM setting, and qualitative knowledge of arrival rates. Finally we perform simulations to show that the estimator is very promising in obtaining unbiased estimates of population size and the model parameters.

Atrial septal pacing for the termination of atrial fibrillation: study in a biophysical model of human atria.

AIMS: While successful termination by pacing of organized atrial tachycardias has been observed in patients, single site rapid pacing has not yet led to conclusive results for the termination of atrial fibrillation (AF). The purpose of this study was to evaluate a novel atrial septal pacing algorithm for the termination of AF in a biophysical model of the human atria. METHODS AND RESULTS: Sustained AF was generated in a model based on human magnetic resonance images and membrane kinetics. Rapid pacing was applied from the septal area following a dual-stage scheme: (i) rapid pacing for 10-30 s at pacing intervals 62-70% of AF cycle length (AFCL), (ii) slow pacing for 1.5 s at 180% AFCL, initiated by a single stimulus at 130% AFCL. Atrial fibrillation termination success rates were computed. A mean success rate for AF termination of 10.2% was obtained for rapid septal pacing only. The addition of the slow pacing phase increased this rate to 20.2%. At an optimal pacing cycle length (64% AFCL) up to 29% of AF termination was observed. CONCLUSION: The proposed septal pacing algorithm could suppress AF reentries in a more robust way than classical single site rapid pacing. Experimental studies are now needed to determine whether similar termination mechanisms and rates can be observed in animals or humans, and in which types of AF this pacing strategy might be most effective.