Hysteresis in a system driven by either generalized force or displacement variables: martensitic phase transition in single-crystalline Cu-Zn-Al

We report on experiments aimed at comparing the hysteretic response of a Cu-Zn-Al single crystal undergoing a martensitic transition under strain-driven and stress-driven conditions. Strain-driven experiments were performed using a conventional tensile machine while a special device was designed to perform stress-driven experiments. Significant differences in the hysteresis loops were found. The strain-driven curves show reentrant behavior yield point which is not observed in the stress-driven case. The dissipated energy in the stress-driven curves is larger than in the strain-driven ones. Results from recently proposed models qualitatively agree with experiments.

Comparative assessment of intimal hyperplasia development after 14 days in two different experimental settings: tissue culture versus ex vivo continuous perfusion of human saphenous vein.

BACKGROUND: Intimal hyperplasia (IH) is a vascular remodeling process which often leads to failure of arterial bypass or hemodialysis access. Experimental and clinical work have provided insight in IH development; however, further studies under precise controlled conditions are required to improve therapeutic strategies to inhibit IH development. Ex vivo perfusion of human vessel segments under standardized hemodynamic conditions may provide an adequate experimental approach for this purpose. Therefore, chronically perfused venous segments were studied and compared to traditional static culture procedures with regard to functional and histomorphologic characteristics as well as gene expression. MATERIALS AND METHODS: Static vein culture allowing high tissue viability was performed as previously described. Ex vivo vein support system (EVVSS) was performed using a vein support system consisting of an incubator with a perfusion chamber and a pump. EVVSS allows vessel perfusion under continuous flow while maintaining controlled hemodynamic conditions. Each human saphenous vein was divided in two parts, one cultured in a Pyrex dish and the other part perfused in EVVSS for 14days. Testing of vasomotion, histomorphometry, expression of CD 31, Factor VIII, MIB 1, alpha-actin, and PAI-l were determined before and after 14days of either experimental conditions. RESULTS: Human venous segments cultured under traditional or perfused conditions exhibited similar IH after 14 days as shown by histomorphometry. Smooth-muscle cell (SMC) was preserved after chronic perfusion. Although integrity of both endothelial and smooth-muscle cells appears to be maintained in both culture conditions as confirmed by CD31, factor VIII, and alpha-actin expression, a few smooth-muscle cells in the media stained positive for factor VIII. Cell-proliferation marker MIB-1 was also detected in the two settings and PAI-1 mRNA expression and activity increased significantly after 14 days of culture and perfusion. CONCLUSION: This study demonstrates the feasibility to chronically perfuse human vessels under sterile conditions with preservation of cellular integrity and vascular contractility. To gain insights into the mechanisms leading to IH, it will now be possible to study vascular remodeling not only under static conditions but also in hemodynamic environment mimicking as closely as possible the flow conditions encountered in reconstructive vascular surgery.

Mean first-passage time of continuous non-Markovian processes driven by colored noise

An equation for mean first-passage times of non-Markovian processes driven by colored noise is derived through an appropriate backward integro-differential equation. The equation is solved in a Bourret-like approximation. In a weak-noise bistable situation, non-Markovian effects are taken into account by an effective diffusion coefficient. In this situation, our results compare satisfactorily with other approaches and experimental data.

Pedotransfer functions to estimate retention and availability of water in soils of the state of Santa Catarina, Brazil

Studies on water retention and availability are scarce for subtropical or humid temperate climate regions of the southern hemisphere. The aims of this study were to evaluate the relations of the soil physical, chemical, and mineralogical properties with water retention and availability for the generation and validation of continuous point pedotransfer functions (PTFs) for soils of the State of Santa Catarina (SC) in the South of Brazil. Horizons of 44 profiles were sampled in areas under different cover crops and regions of SC, to determine: field capacity (FC, 10 kPa), permanent wilting point (PWP, 1,500 kPa), available water content (AW, by difference), saturated hydraulic conductivity, bulk density, aggregate stability, particle size distribution (seven classes), organic matter content, and particle density. Chemical and mineralogical properties were obtained from the literature. Spearman's rank correlation analysis and path analysis were used in the statistical analyses. The point PTFs for estimation of FC, PWP and AW were generated for the soil surface and subsurface through multiple regression analysis, followed by robust regression analysis, using two sets of predictive variables. Soils with finer texture and/or greater organic matter content retain more moisture, and organic matter is the property that mainly controls the water availability to plants in soil surface horizons. Path analysis was useful in understanding the relationships between soil properties for FC, PWP and AW. The predictive power of the generated PTFs to estimate FC and PWP was good for all horizons, while AW was best estimated by more complex models with better prediction for the surface horizons of soils in Santa Catarina.

Effect of bicarbonate and lactate buffer on glucose and lactate metabolism during hemodiafiltration in patients with multiple organ failure.

OBJECTIVE: To compare the effects of sodium bicarbonate and lactate for continuous veno-venous hemodiafiltration (CVVHDF) in critically ill patients. DESIGN AND SETTINGS: Prospective crossed-over controlled trial in the surgical and medical ICUs of a university hospital. PATIENTS: Eight patients with multiple organ dysfunction syndrome (MODS) requiring CVVHDF. INTERVENTION: Each patient received the two buffers in a randomized sequence over two consecutive days. MEASUREMENTS AND RESULTS: The following variables were determined: acid-base parameters, lactate production and utilization ((13)C lactate infusion), glucose turnover (6,6(2)H(2)-glucose), gas exchange (indirect calorimetry). No side effect was observed during lactate administration. Baseline arterial acid-base variables were equal with the two buffers. Arterial lactate (2.9 versus 1.5 mmol/l), glycemia (+18%) and glucose turnover (+23%) were higher in the lactate period. Bicarbonate and glucose losses in CVVHDF were substantial, but not lactate elimination. Infusing (13)C lactate increased plasma lactate levels equally with the two buffers. Lactate clearance (7.8+/-0.8 vs 7.5+/-0.8 ml/kg per min in the bicarbonate and lactate periods) and endogenous production rates (14.0+/-2.6 vs 13.6+/-2.6 mmol/kg per min) were similar. (13)C lactate was used as a metabolic substrate, as shown by (13)CO(2) excretion. Glycemia and metabolic rate increased significantly and similarly during the two periods during lactate infusion. CONCLUSION: Lactate was rapidly cleared from the blood of critically ill patients without acute liver failure requiring CVVHDF, being transformed into glucose or oxidized. Lactate did not exert undesirable effects, except moderate hyperglycemia, and achieved comparable effects on acid-base balance to bicarbonate.

Continuous-time random-walk model for financial distributions

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollardeutsche mark future exchange, finding good agreement between theory and the observed data.

Continuous phase transition in a spin-glass model without time-reversal symmetry

We investigate the phase transition in a strongly disordered short-range three-spin interaction model characterized by the absence of time-reversal symmetry in the Hamiltonian. In the mean-field limit the model is well described by the Adam-Gibbs-DiMarzio scenario for the glass transition; however, in the short-range case this picture turns out to be modified. The model presents a finite temperature continuous phase transition characterized by a divergent spin-glass susceptibility and a negative specific-heat exponent. We expect the nature of the transition in this three-spin model to be the same as the transition in the Edwards-Anderson model in a magnetic field, with the advantage that the strong crossover effects present in the latter case are absent.

Class of correlated random networks with hidden variables

We study a class of models of correlated random networks in which vertices are characterized by hidden variables controlling the establishment of edges between pairs of vertices. We find analytical expressions for the main topological properties of these models as a function of the distribution of hidden variables and the probability of connecting vertices. The expressions obtained are checked by means of numerical simulations in a particular example. The general model is extended to describe a practical algorithm to generate random networks with an a priori specified correlation structure. We also present an extension of the class, to map nonequilibrium growing networks to networks with hidden variables that represent the time at which each vertex was introduced in the system.

LOSS OF EXTRACTION CAPACITY OF MEHLICH-1 AND MONOCALCIUM PHOSPHATE AS A VARIABLE OF REMAINING P AND ITS RELATIONSHIP TO CRITICAL LEVELS OF SOIL PHOSPHORUS AND SULFUR

The Mehlich-1 (M-1) extractant and Monocalcium Phosphate in acetic acid (MCPa) have mechanisms for extraction of available P and S in acidity and in ligand exchange, whether of the sulfate of the extractant by the phosphate of the soil, or of the phosphate of the extractant by the sulfate of the soil. In clayey soils, with greater P adsorption capacity, or lower remaining P (Rem-P) value, which corresponds to soils with greater Phosphate Buffer Capacity (PBC), more buffered for acidity, the initially low pH of the extractants increases over their time of contact with the soil in the direction of the pH of the soil; and the sulfate of the M-1 or the phosphate of the MCPa is adsorbed by adsorption sites occupied by these anions or not. This situation makes the extractant lose its extraction capacity, a phenomenon known as loss of extraction capacity or consumption of the extractant, the object of this study. Twenty soil samples were chosen so as to cover the range of Rem-P (0 to 60 mg L-1). Rem-P was used as a measure of the PBC. The P and S contents available from the soil samples through M-1 and MCPa, and the contents of other nutrients and of organic matter were determined. For determination of loss of extraction capacity, after the rest period, the pH and the P and S contents were measured in both the extracts-soils. Although significant, the loss of extraction capacity of the acidity of the M-1 and MCPa extractants with reduction in the Rem-P value did not have a very expressive effect. A “linear plateau” model was observed for the M-1 for discontinuous loss of extraction capacity of the P content in accordance with reduction in the concentration of the Rem-P or increase in the PBC, suggesting that a discontinuous model should also be adopted for interpretation of available P of soils with different Rem-P values. In contrast, a continuous linear response was observed between the P variables in the extract-soil and Rem-P for the MCPa extractor, which shows increasing loss of extraction capacity of this extractor with an increase in the PBC of the soil, indicating the validity of the linear relationship between the available S of the soil and the PBC, estimated by Rem-P, as currently adopted.

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

Bayes factor for investigative assessment of selected handwriting features

This paper extends previous research [1] on the use of multivariate continuous data in comparative handwriting examinations, notably for gender classification. A database has been constructed by analyzing the contour shape of loop characters of type a and d by means of Fourier analysis, which allows characters to be described in a global way by a set of variables (e.g., Fourier descriptors). Sample handwritings were collected from right- and left-handed female and male writers. The results reported in this paper provide further arguments in support of the view that investigative settings in forensic science represent an area of application for which the Bayesian approach offers a logical framework. In particular, the Bayes factor is computed for settings that focus on inference of gender and handedness of the author of an incriminated handwritten text. An emphasis is placed on comparing the efficiency for investigative purposes of characters a and d.

Parrondo-like behavior in continuous-time random walks with memory

The continuous-time random walk (CTRW) formalism can be adapted to encompass stochastic processes with memory. In this paper we will show how the random combination of two different unbiased CTRWs can give rise to a process with clear drift, if one of them is a CTRW with memory. If one identifies the other one as noise, the effect can be thought of as a kind of stochastic resonance. The ultimate origin of this phenomenon is the same as that of the Parrondo paradox in game theory.