Applications of stochastic analysis in finance and statistical inference

First: A continuous-time version of Kyle's model (Kyle 1985), known as the Back's model (Back 1992), of asset pricing with asymmetric information, is studied. A larger class of price processes and of noise traders' processes are studied. The price process, as in Kyle's model, is allowed to depend on the path of the market order. The process of the noise traders' is an inhomogeneous Lévy process. Solutions are found by the Hamilton-Jacobi-Bellman equations. With the insider being risk-neutral, the price pressure is constant, and there is no equilibirium in the presence of jumps. If the insider is risk-averse, there is no equilibirium in the presence of either jumps or drifts. Also, it is analised when the release time is unknown. A general relation is established between the problem of finding an equilibrium and of enlargement of filtrations. Random announcement time is random is also considered. In such a case the market is not fully efficient and there exists equilibrium if the sensitivity of prices with respect to the global demand is time decreasing according with the distribution of the random time. Second: Power variations. it is considered, the asymptotic behavior of the power variation of processes of the form _integral_0^t u(s-)dS(s), where S_ is an alpha-stable process with index of stability 0&alpha&2 and the integral is an Itô integral. Stable convergence of corresponding fluctuations is established. These results provide statistical tools to infer the process u from discrete observations. Third: A bond market is studied where short rates r(t) evolve as an integral of g(t-s)sigma(s) with respect to W(ds), where g and sigma are deterministic and W is the stochastic Wiener measure. Processes of this type are particular cases of ambit processes. These processes are in general not of the semimartingale kind.

La force motrice hydraulique au service du développement économique helvétique : L'exemple du réseau d'eau sous pression à Lausanne 1868-1914

The success story of hydroelectricity long influenced and dominated Swiss scholarly literature devoted to the history of technology. This means of conducting power, which emerged at the end of the 19th century and is still dominating today, has attracted much more attention than technologies that have been shadowed by its success. In spite of their important contribution to Swiss economic development, the distribution networks of pressurized water have been neglected by scholars. This article contributes to close this historiographic gap by analyzing the introduction of pressurized water distribution in 1876 in Lausanne, in the context of the building of the first Swiss cable funicular between Lausanne and Ouchy. This article shows how pressurized water distribution transformed socio-economic practices in the urban areas in which it was adopted. Indeed, this innovation, which allowed the use of distant hydraulic resources, enabled the rationalization of industrial and artisanal production as well as improved the density of the urban industrial base. By facilitating the introduction of electric lighting, pressurized water networks played a key role in the early development, and further successes, of the Swiss hydroelectric industry.

Seasonal changes of whole root system conductance by a drought-tolerant grape root system

The role of root systems in drought tolerance is a subject of very limited information compared with above-ground responses. Adjustments to the ability of roots to supply water relative to shoot transpiration demand is proposed as a major means for woody perennial plants to tolerate drought, and is often expressed as changes in the ratios of leaf to root area (AL:AR). Seasonal root proliferation in a directed manner could increase the water supply function of roots independent of total root area (AR) and represents a mechanism whereby water supply to demand could be increased. To address this issue, seasonal root proliferation, stomatal conductance (gs) and whole root system hydraulic conductance (kr) were investigated for a drought-tolerant grape root system (Vitis berlandieri×V. rupestris cv. 1103P) and a non-drought-tolerant root system (Vitis riparia×V. rupestris cv. 101-14Mgt), upon which had been grafted the same drought-sensitive clone of Vitis vinifera cv. Merlot. Leaf water potentials (ψL) for Merlot grafted onto the 1103P root system (–0.91±0.02 MPa) were +0.15 MPa higher than Merlot on 101-14Mgt (–1.06±0.03 MPa) during spring, but dropped by approximately –0.4 MPa from spring to autumn, and were significantly lower by –0.15 MPa (–1.43±0.02 MPa) than for Merlot on 101-14Mgt (at –1.28±0.02 MPa). Surprisingly, gs of Merlot on the drought-tolerant root system (1103P) was less down-regulated and canopies maintained evaporative fluxes ranging from 35–20 mmol vine−1 s−1 during the diurnal peak from spring to autumn, respectively, three times greater than those measured for Merlot on the drought-sensitive rootstock 101-14Mgt. The drought-tolerant root system grew more roots at depth during the warm summer dry period, and the whole root system conductance (kr) increased from 0.004 to 0.009 kg MPa−1 s−1 during that same time period. The changes in kr could not be explained by xylem anatomy or conductivity changes of individual root segments. Thus, the manner in which drought tolerance was conveyed to the drought-sensitive clone appeared to arise from deep root proliferation during the hottest and driest part of the season, rather than through changes in xylem structure, xylem density or stomatal regulation. This information can be useful to growers on a site-specific basis in selecting rootstocks for grape clonal material (scions) grafted to them.

Fracture imaging within a granitic rock aquifer using multiple-offset single-hole and cross-hole GPR reflection data

The sparsely spaced highly permeable fractures of the granitic rock aquifer at Stang-er-Brune (Brittany, France) form a well-connected fracture network of high permeability but unknown geometry. Previous work based on optical and acoustic logging together with single-hole and cross-hole flowmeter data acquired in 3 neighbouring boreholes (70-100 m deep) has identified the most important permeable fractures crossing the boreholes and their hydraulic connections. To constrain possible flow paths by estimating the geometries of known and previously unknown fractures, we have acquired, processed and interpreted multifold, single- and cross-hole GPR data using 100 and 250 MHz antennas. The GPR data processing scheme consisting of timezero corrections, scaling, bandpass filtering and F-X deconvolution, eigenvector filtering, muting, pre-stack Kirchhoff depth migration and stacking was used to differentiate fluid-filled fracture reflections from source generated noise. The final stacked and pre-stack depth-migrated GPR sections provide high-resolution images of individual fractures (dipping 30-90°) in the surroundings (2-20 m for the 100 MHz antennas; 2-12 m for the 250 MHz antennas) of each borehole in a 2D plane projection that are of superior quality to those obtained from single-offset sections. Most fractures previously identified from hydraulic testing can be correlated to reflections in the single-hole data. Several previously unknown major near vertical fractures have also been identified away from the boreholes.

Influence of initial foot dorsal flexion on vertical jump and running performance.

Several studies (on an inclined platform or with special shoes) have reported improved jump performance when the ankle was in a dorsiflexion (DF) position. The present study aims to test whether shoes inducing moderate DF modify vertical jump performance and energy cost. Twenty-one young, healthy female subjects (30 +/- 6 yr, 58 +/- 6 kg, O2max 45 +/- 3 mLxkg-1xmin-1, mean +/- SD) participated in the study. Jump performance was tested with subjects either wearing 4 degrees DF or standard (S) shoes. The jump tests (performed on a force platform) consisted of squat jump (SJ), countermovement jump (CMJ), and continuous jumps (CJ) during 15 seconds. Measured parameters were jump height, speed at take off, and maximal and average power. Oxygen uptake was measured on a treadmill while subjects ran at 95% of the anaerobic threshold during a 7-minute steady-state period. As compared with S shoes, DF shoes significantly improved the height of SJ (31 +/- 4 cm vs. 34 +/- 4 cm, p = 0.0001), CMJ (32 +/- 4 cm vs. 34 +/- 4 cm, p = 0.0004), and CJ (17.5 +/- 4.2 cm vs. 22.0 +/- 6.0 cm, p = 0.0001). Speed at take off was also significantly higher. Mean power significantly increased in SJ and CJ but not in CMJ. Oxygen uptake was not different between conditions (p = 0.40). Dorsiflexion shoes induce a significant increase in jump performance. These results are in accordance with the concept that a DF of the ankle may induce an increase of the length and strength of the triceps surae (higher torque). However, wearing DF shoes did not require more energy during running. Dorsiflexion shoes could be used to increase jump performance in several sports such as volleyball in which jump height is essential.

Robust fault detection using consistency techniques for uncertainty handling

Often practical performance of analytical redundancy for fault detection and diagnosis is decreased by uncertainties prevailing not only in the system model, but also in the measurements. In this paper, the problem of fault detection is stated as a constraint satisfaction problem over continuous domains with a big number of variables and constraints. This problem can be solved using modal interval analysis and consistency techniques. Consistency techniques are then shown to be particularly efficient to check the consistency of the analytical redundancy relations (ARRs), dealing with uncertain measurements and parameters. Through the work presented in this paper, it can be observed that consistency techniques can be used to increase the performance of a robust fault detection tool, which is based on interval arithmetic. The proposed method is illustrated using a nonlinear dynamic model of a hydraulic system

A methodology for the adaptation of a PMP at the determination of a PMF

This paper presents a new type of very fine grid hydrological model based on the spatiotemporal repartition of a PMP (Probable Maximum Precipitation) and on the topography. The goal is to estimate the influence of this rain on a PMF (Probable Maximum Flood) on a catchment area in Switzerland. The spatiotemporal distribution of the PMP was realized using six clouds modeled by the advection-diffusion equation. The equation shows the movement of the clouds over the terrain and also gives the evolution of the rain intensity in time. This hydrological modeling is followed by a hydraulic modeling of the surface and subterranean flow, done considering the factors that contribute to the hydrological cycle, such as the infiltration, the resurgence and the snowmelt. These added factors make the developed model closer to reality and also offer flexibility in the initial condition that is added to the factors concerning the PMP, such as the duration of the rain, the speed and direction of the wind. All these initial conditions taken together offer a complete image of the PMF.

Long-distance wound signalling in arabidopsis

The leaves of all plants use elaborate and inducible defence systems to protect themselves. A wide variety of such defences are known and they include defence chemicals such as alkaloids, phenolics and terpenes, physical structures ranging from fibre cells to silica deposits, and a wide variety of defence proteins many of which target digestive processes in herbivores. It has long been known that the defence responses of plants under attack by insects are not restricted to the site of attack. Instead, if a leaf is damaged, defence can be triggered in other parts of the plant body, for example in distal leaves or even in roots and flowers. This raises the question of what are the organ-to-organ signals that coordinate this process. Several hypotheses have been proposed. These include the long-distance transfer of chemical signals through the plant vasculature, hydraulic signals that may transit through the xylem, and electrical signals that would move through living tissues such as the phloem. Much evidence for each of these scenarios has been published. In this thesis we took advantage of the fact that many plant defence responses are regulated by a signal transduction pathway based on a molecule called jasmonic acid. We used this molecule, one of its derivatives (jasmonoyl-isoleucine), and some of the genes it regulates as markers. Using these we investigated the possible role of the electrical signals in the leaf- to-leaf activation of the jasmonate pathway. We found that feeding insects stimulate easily detected electrical activity in the leaves of Arabidopsis thaliana and we used non-invasive surface electrodes to record this activity. This approach showed that jasmonate pathway activity and the electrical activity provoked by mechanical wounding occurred within identical spatial boundaries. Measurements of the apparent speed of surface potentials agreed well with previous velocity estimates for the speed of leaf-to-leaf signals that activate the jasmonate pathway. Using this knowledge we were able to investigate the effects of current injection into Arabidopsis leaves. This resulted in the strong expression of many jasmonate-regulated genes. All these results showed that electrical activity and the activation of jasmonate signalling were highly correlated. In order to test for possible causal links between the two processes, we conducted a small-scale reverse genetic screen on a series of T-DNA insertion mutants in ion channel genes and in other genes encoding proteins such as proton pumps. This screen, which was based on surface potential measurements, revealed that mutations in genes related to ionotropic glutamate receptors in animals had impaired electrical activity after wounding. Combining mutation of two of these glutamate-receptor-like genes in a double mutant reduced the response of leaves to current injection. When a leaf of this double mutant was wounded it failed to transmit a long-distance signal to a distal leaf. This result distinguished the double mutant from the wild-type plant and provides the first genetic evidence that electrical signalling is necessary to coordinate defence responses between organs in plants. - Les feuilles des plantes disposent de systèmes de défense inductibles très élaborés. Un grand nombre de ces systèmes de défenses sont connus et sont basés sur des composés chimiques comme les alcaloïdes, les composés phénoliques ou les terpènes, des systèmes physiques allant de la production de cellules fibreuses aux cristaux de silice ainsi qu'un grand nombre de protéines de défense ciblant le processus digestif des herbivores. Il est connu dépuis longtemps que la réponse défensive de la plante face à l'attaque pas un insecte n'est pas seulement localisée au niveau de la zone d'attaque. A la place, si une feuille est attaquée, les systèmes de défense peuvent être activés ailleurs dans la plante, comme par exemple dans d'autres feuilles, les racines ou même les fleurs. Ces observations soulèvent la question de la nature des signaux d'organes à organes qui régulent ces systèmes. Plusieurs hypothèses ont été formulées; une ou plusieures molécules pourraient être véhiculées dans la plante grâce au système vasculaire, un signal hydraulique transmis au travers du xylème ou encore des signaux électriques transmis par les cellules comme dans le phloème par exemple. De nombreuses études ont été publiées sur ces différentes hypothèses. Dans ce travail de thèse, nous avons choisi d'utiliser à notre avantage le fait que de nombreuses réponses de défense de la plante sont régulées par une même voie de signalisation utilisant l'acide jasmonique. Nous avons utilisé comme marqueurs cette molécule, un de ses dérivés (le jasmonoyl-isoleucine) ainsi que certains des gènes que l'acide jasmonique régule. Nous avons alors testé l'implication de la transmission de signaux électriques dans l'activation de la voie du jasmonate de feuille à feuille. Nous avons découvert que les insectes qui se nourrissent de feuilles d'Arabidopsis thaliana activent un signal électrique que nous avons pu mesurer grâce à une technique non invasive d'électrodes de surface. Les enregistrements ont montré que la génération de signaux électriques et l'activation de la voie du jasmonate avaient lieu aux mêmes endroits. La mesure de la vitesse de déplacement des impulsions électriques correspond aux estimations faites concernant l'activation de la voie du jasmonate. Grâce à cela, nous avons pu tester l'effet d'injection de courant électrique dans les feuilles d'Arabidopsis. La conséquence a été une forte expression de nombreux gènes de la voie du jasmonate, suggérant une forte corrélation entre l'activité électrique et l'activation de la voie du jasmonate. Afin de tester le lien de cause entre ces deux phénomènes, nous avons entrepris un criblage génétique sur une série de mutants d'insertion à l'ADN-T dans des gènes de canaux ioniques et d'autres gènes d'intérêt comme les gènes des pompes à protons. Ce criblage, basé sur la mesure de potentiels de surface, a permis de montrer que plusieurs mutations de gènes liés aux récepteurs au glutamate ionotropique présentent une baisse drastique de leurs activités électriques après une blessure mécanique des feuilles par rapport au type sauvage. Par la combinaison de deux mutations de ces récepteurs au glutamate en un double mutant, on obtient une réponse à la stimulation électrique encore plus faible. Quand une feuille du double mutant est blessée, elle est incapable de transmettre un signal à longue distance vers une feuille éloignée. Ce résultat permet de distinguer le double mutant de la plante sauvage et amène la première preuve génétique que l'activité électrique est nécessaire pour coordonner les réponses de défense entre les organes chez les plantes.

Biogeochemical evolution of a marine shore tailings deposit during bioremediation

Summary : Mining activities produce enormous amounts of waste material known as tailings which are composed of fine to medium size particles. These tailings often contain sulfides, which oxidation can lead to acid and metal contamination of water; therefore they need to be remediated. In this work a tailings bioremediation approach was investigated by an interdisciplinary study including geochemistry, mineralogy and microbiology. The aim of the work was to study the effect of the implementation of wetland above oxidizing tailings on the hydrogeology and the biogeochemical element cycles, and to assess the system evolution over time. To reach these goals, biogeochemical processes occurring in a marine shore tailings deposit were investigated. The studied tailings deposit is located at the Bahìa de Ite, Pacific Ocean, southern Peru, where between 1940 and 1996 the tailings were discharged from the two porphyry copper mines Cuajone and Toquepala. After the end of deposition, a remediation approach was initiated in 1997 with a wetland implementation above the oxidizing tailings. Around 90% of the tailings deposits (total 16 km2) were thus remediated, except the central delta area and some areas close to the shoreline. The multi-stable isotope study showed that the tailings were saturated with fresh water in spite of the marine setting, due to the high hydraulic gradient resulting from the wetland implementation. Submarine groundwater discharge (SGD) was the major source of SO4 2-, C1-, Na+, Fe2+, and Mn2+ input into the tailings at the original shelf-seawater interface. The geochemical study (aquatic geochemistry and X-Ray diffraction (XRD) and sequential extractions from the solid fraction) showed that iron and sulfur oxidation were the main processes in the non-remediated tailings, which showed a top a low-pH oxidation zone with strong accumulation of efflorescent salts at the surface due to capillary upward transport of heavy metals (Fe, Cu, Zn, Mn, Cd, Co, and Ni) in the arid climate. The study showed also that the implementation of the wetland resulted in very low concentrations of heavy metals in solution (mainly under the detection limit) due to the near neutral pH and more reducing conditions (100-150 mV). The heavy metals, which were taken from solution, precipitated as hydroxides and sulfides or were bound to organic matter. The bacterial community composition analysis by Terminal Restriction Fragment Length Polymorphism (T-RFLP) and cloning and sequencing of 16S rRNA genes combined with a detailed statistical analysis revealed a high correlation between the bacterial distribution and the geochemical variables. Acidophilic autotrophic oxidizing bacteria were dominating the oxidizing tailings, whereas neutrophilic and heterotrophic reducing bacteria were driving the biogeochemical processes in the remediated tailings below the wetland. At the subsurface of the remediated tailings, an iron cycling was highlighted with oxidation and reduction processes due to micro-aerophilic niches provided by the plant rhizosphere in this overall reducing environment. The in situ bioremediation experiment showed that the main parameter to take into account for the effectiveness was the water table and chemistry which controls the system. The constructed remediation cells were more efficient and rapid in metal removal when saturation conditions were available. This study showed that the bioremediation by wetland implementation could be an effective and rapid treatment for some sulfidic mine tailings deposits. However, the water saturation of the tailings has to be managed on a long-term basis in order to guarantee stability. Résumé : L'activité minière produit d'énormes quantités de déchets géologiques connus sous le nom de « tailings » composées de particules de taille fine à moyenne. Ces déchets contiennent souvent des sulfures dont l'oxydation conduit à la formation d'effluents acides contaminés en métaux, d'où la nécessité d'effectuer une remédiation des sites de stockage concernés. Le but de ce travail est dans un premier temps d'étudier l'effet de la bio-remédiation d'un dépôt de tailings oxydés sur l'hydrogéologie du système et les cycles biogéochimiques des éléments et en second lieu, d'évaluer l'évolution du processus de remédiation dans le temps. Le site étudié dans ce travail est situé dans la Bahía de Ite, au sud du Pérou, au bord de l'Océan Pacifique. Les déchets miniers en question sont déposés dans un environnement marin. De 1940 à 1996, les déchets de deux mines de porphyre cuprifère - Cuajone et Toquepala - ont été acheminés sur le site via la rivière Locumba. En 1997, une première remédiation a été initiée avec la construction d'une zone humide sur les tailings. Depuis, environ 90% de la surface du dépôt (16 km2) a été traité, les parties restantes étant la zone centrale du delta du Locumba et certaines zones proches de la plage. Malgré la proximité de l'océan, les études isotopiques menées dans le cadre de ce travail ont montré que les tailings étaient saturés en eau douce. Cette saturation est due à la pression hydraulique résultant de la mise en place des zones humides. Un écoulement d'eau souterrain sous-marin a été à détecté à l'interface entre les résidus et l'ancien fond marin. En raison de la géologie locale, il constitue une source d'entrée de SO4 2-, Cl-, Na+, FeZ+, et Mn2+ dans le système. L'analyse de la géochimie aquatique, la Diffraction aux Rayons X (XRD) et l'extraction séquentielle ont montré que l'oxydation du fer et .des sulfures est le principal processus se produisant dans les déchets non remédiés. Ceci a entraîné le développement d'une zone d'oxydation à pH bas induisant une forte accumulation des sels efflorescents, conséquence de la migration capillaire des métaux lourds (Fe, Cu, Zn, Mn, Cd, Co et Ni) de la solution vers la surface dans ce climat aride. Cette étude a montré également que la construction de la zone humide a eu comme résultats une précipitation des métaux dans des phases minérales en raison du pH neutre et des conditions réductrices (100-150mV). Les métaux lourds ont précipité sous la forme d'hydroxydes et de sulfures ou sont adsorbés à la matière organique. L'analyse de la composition de la communauté bactérienne à l'aide la technique T-RFLP (Terminal Restriction Fragment Length Polymorphism) et par le clonage/séquençage des gènes de l'ARNr 16S a été combinée à une statistique détaillée. Cette dernière a révélé une forte corrélation entre la distribution de bactéries spécifiques et la géochimie : Les bactéries autotrophes acidophiles dominent dans les déchets oxydés non remédiés, tandis que des bactéries hétérotrophes neutrophiles ont mené les processus microbiens dans les déchets remédiés sous la zone humide. Sous la surface de la zone humide, nos analyses ont également mis en évidence un cycle du fer par des processus d'oxydoréduction rendus possibles par la présence de niches micro-aérées par la rhizosphère dans cet environnement réducteur. L'expérience de bio-remédiation in situ a montré que les paramètres clés qui contrôlent l'efficacité du traitement sont le niveau de la nappe aquifère et la chimie de l'eau. Les cellules de remédiation se sont montrées plus efficaces et plus rapides lorsque le système a pu être saturé en eau. Finalement, cette étude a montré que la bio-remédiation de déchets miniers par la construction de zones humides est un moyen de traitement efficace, rapide et peu coûteux. Cependant, la saturation en eau du système doit être gérée sur le long terme afin de garantir la stabilité de l'ensemble du système.

Self-potential investigations of a gravel bar in a restored river corridor

Self-potentials (SP) are sensitive to water fluxes and concentration gradients in both saturated and unsaturated geological media, but quantitative interpretations of SP field data may often be hindered by the superposition of different source contributions and time-varying electrode potentials. Self-potential mapping and close to two months of SP monitoring on a gravel bar were performed to investigate the origins of SP signals at a restored river section of the Thur River in northeastern Switzerland. The SP mapping and subsequent inversion of the data indicate that the SP sources are mainly located in the upper few meters in regions of soil cover rather than bare gravel. Wavelet analyses of the time-series indicate a strong, but non-linear influence of water table and water content variations, as well as rainfall intensity on the recorded SP signals. Modeling of the SP response with respect to an increase in the water table elevation and precipitation indicate that the distribution of soil properties in the vadose zone has a very strong influence. We conclude that the observed SP responses on the gravel bar are more complicated than previously proposed semi-empiric relationships between SP signals and hydraulic head or the thickness of the vadose zone. We suggest that future SP monitoring in restored river corridors should either focus on quantifying vadose zone processes by installing vertical profiles of closely spaced SP electrodes or by installing the electrodes within the river to avoid signals arising from vadose zone processes and time-varying electrochemical conditions in the vicinity of the electrodes.

Impact of Ownership Structure on the Performance of China’s Feed Mill Sector, April 2005

In the decade of the 1990s, China’s feed sector became increasingly privatized, more feed mills opened, and the scale of operation expanded. Capacity utilization remained low and multi-ministerial supervision was still prevalent, but the feed mill sector showed a positive performance overall, posting a growth rate of 11 percent per year. Profit margin over sales was within allowable rates set by the government of China at 3 to 5 percent. Financial efficiency improved, with a 20 percent quicker turnover of working capital. Average technical efficiency was 0.805, as more efficient feed mills increasingly gained production shares. This study finds evidence that the increasing privatization explains the improved performance of the commercial feed mill sector. The drivers that shaped the feed mill sector in the 1990s have changed with China’s accession to the World Trade Organization. With the new policy regime in place, the study foresees that, assuming an adequate supply of soy meal and an excess capacity in the feed mill sector, it is likely that China will allow corn imports up to the tariff rate quota (TRQ) of 7.2 mmt since the in-quota rate is very low at 1 percent. However, when the TRQ is exceeded, the import duty jumps to a prohibitive out-quota rate of 65 percent. With an import duty for meat of only 10 to 12 percent, China would have a strong incentive to import meat products directly rather than bringing in expensive corn to produce meat domestically. This would be further reinforced if structural transformation in the swine sector would narrow the cost differential between domestic and imported pork.

Le grand nymphée de Leptis Magna : étude historiographique, urbanistique et architecturale

RESUME en français Centrée sur le grand nymphée de Leptis Magna la recherche met en évidence l'évolution et la signification de ce monument des eaux dans l'une des plus importantes cités africaines de l'époque romaine en mettant en lumière trois thèmes principaux. L'étude historiographique permet tout d'abord d'appréhender, à l'aide des témoignages littéraires des siècles derniers et d'une abondante documentation d'archive, l'histoire de l'édifice de son ensablement à sa remise au jour, puis de suivre les différentes étapes de son dégagement et de sa restauration, mettant ainsi en relief la perception des divers observateurs à l'encontre du monument. L'étude urbanistique permet ensuite de dégager la signification de l'édifice dans la cité par rapport aux autres monuments du secteur aux différentes périodes de son histoire, ainsi que de reconstituer l'approvisionnement en eau de Leptis Magna. Enfin, l'étude architecturale s'intéresse à l'analyse détaillée des structures, permettant la mise en évidence de la conception initiale, du fonctionnement et des transformations du nymphée. Cette dernière approche, qui s'accompagne d'un catalogue circonstancié des éléments du décor, fait intervenir des considérations sur les techniques de constructions, le traitement des blocs d'ornementation et, d'une manière plus générale, sur ('économie du chantier. Cette recherche permet non seulement de reconstituer l'aspect, le rôle et l'histoire du monument et de le replacer dans la série des nymphées romains, mais aussi de percevoir son impact sur les habitants du lieu aux différents moments de son histoire, cherchant ainsi à rejoindre par l'archéologie des considérations sociologiques. THE GREAT SEVERAN NYMPHAEUM OF LEPTIS MAGNA: HISTORIOGRAPHICAL, URBANISTIC AND ARCHITECTURAL STUDY RESUME en anglais Based on the great nymphaeum of Leptis Magna, the research considers the development and significance of this water monument in one of the most important African cities of the Roman period, through three principal aspects. The historiographical study aboards the subject through literary testimony from the last centuries and an abundance of documentary archives, the history of the edifice from its burial to its reconstruction, studying the different stages of its unearthing and its restoration, thus pinpointing perspectives from various observers of the monument. The urban study divulges the significance of the edifice in the city, in comparison with other monuments in the region over different periods of its history, as well as reconstituting Leptis Magna's water supply. Finally, the architectural study undertakes a detailed analysis of the structures, which highlights the conception and the transformations of the nymphaeum, as well as its hydraulic functions. This architectural approach, which is accompanied by a detailed catalogue of the decorative elements, juxtaposes the technical considerations of construction with the ornamental treatment of the marble blocks, accounting for the economical aspects of the site of the nymphaeum. This research proposes not only a consideration of the appearance, the role and the history of the monument and situates it within the series of Roman nymphaea, but also the perception of its impact on the local inhabitants at different moments in its history, looking for accomplish by archaeology some sociological considerations.

Early Cretaceous radiolarians of the Northeast Indian Ocean (leg 123 - site 765, site 766 and dsdp site 261) - The Antarctic-Tethys connection

During ODP Leg 123, abundant and well-preserved Neocomian radiolarians were recovered at Site 765 (Argo Abyssal Plain) and Site 766 (lower Exmouth Plateau). Assemblages are characterized by the numerical dominance of a small number of non-tethyan forms and by the scarcity of tethyan taxa. Remarkable contrasts exist between radiolarian assemblages extracted from claystones of Site 765 and reexamined DSDP Site 26 1, and faunas recovered from radiolarian sand layers, only found at Site 765. Clay faunas are unusual in their low diversity of apparently ecologically tolerant (or solution resistant?), ubiquist species, whereas sand faunas are dominated by non-tethyan taxa. Comparisons with Sites 766 and 26 1, as well as sedimentological observations, lead to the conclusion that this faunal contrast resulted from a difference in provenance, rather than from hydraulic sorting or selective dissolution. The ranges of 27 tethyan taxa from Site 765 were compared to the tethyan radiolarian zonation by Jud (1992) by means of the Unitary Associations Method. This calculation allows to directly date the Site 765 assemblages and to estimate the amount of truncation of ranges for tethyan taxa. Over 70% of the already few tethyan species of Site 765, have truncated ranges during the Valanginian-Hauterivian. Radiolarian assemblages recovered from claystones at Sites 765 and 261 in the Argo Basin apparently reflect restricted oceanic conditions during the latest Jurassic-Barremian. Neither sedimentary facies nor faunal associations bear any resemblance to what we know from typical tethyan sequences. We conclude that the Argo Basin was paleoceanographically separated from the Tethys during the Late Jurassic and part of the Early Cretaceous by its position at higher paleolatitudes and/or by enclosing land masses. Assemblages recovered from radiolarian sand layers are dominated by non-tethyan species that are interpreted as circumantarctic. Their first appearance in the late Berriasian-early Valanginian predates the oceanization of the Indo-Australian breakup (M11, late Valanginian), but coincides with a sharp increase in margin-derived pelagic turbidites. The Indo-Australian rift zone and the adjacent margins must have been submerged deeply enough to allow an intermittent influx of circumantarctic cold water into the Argo Basin, creating increased bottom current activity. Cold-water radiolarians carried into the Argo Basin upwelled along the margin, died, and accumulated in radiolarite layers due to winnowing by bottom currents. High rates of faunal change and the sharp increase of bottom current activity are thought to be synchronous with possible pronounced late Berriasian-early Valanginian lowstands in sea level. Hypothetically, both phenomena might have been.caused by a tendency to glaciation on the Antarctic-Australian continent, which was for the first time isolated from the rest of Gondwana by oceanic seaways as a result of Jurassic-Early Cretaceous sea-floor spreading. The absence of most typical tethyan radiolarian species during the Valanginian-Hauterivian is interpreted as reflecting a time of strong influx of circumantarctic cold water following oceanization (M11) and rapid spreading between Southeast India and West Australia. The reappearance and gradual abundance/diversity increase of tethyan taxa, along with the still dominant circumantarctic species are thought to result from overall more equitable climatic conditions during the Barremian-early Aptian and from the establishment of an oceanic connection with the Tethys Ocean during the early Aptian.

Evaporation from a shallow water table: Diurnal dynamics of measured and simulated water and heat regime at the vicinity of a drying sand surface

Accurate estimates of water losses by evaporation from shallow water tables are important for hydrological, agricultural, and climatic purposes. An experiment was conducted in a weighing lysimeter to characterize the diurnal dynamics of evaporation under natural conditions. Sampling revealed a completely dry surface sand layer after 5 days of evaporation. Its thickness was <1 cm early in the morning, increasing to reach 4?5 cm in the evening. This evidence points out fundamental limitations of the approaches that assume hydraulic connectivity from the water table up to the surface, as well as those that suppose monotonic drying when unsteady conditions prevail. The computed vapor phase diffusion rates from the apparent drying front based on Fick's law failed to reproduce the measured cumulative evaporation during the sampling day. We propose that two processes rule natural evaporation resulting from daily fluctuations of climatic variables: (i) evaporation of water, stored during nighttime due to redistribution and vapor condensation, directly into the atmosphere from the soil surface during the early morning hours, that could be simulated using a mass transfer approach and (ii) subsurface evaporation limited by Fickian diffusion, afterward. For the conditions prevailing during the sampling day, the amount of water stored at the vicinity of the soil surface was 0.3 mm and was depleted before 11:00. Combining evaporation from the surface before 11:00 and subsurface evaporation limited by Fickian diffusion after that time, the agreement between the estimated and measured cumulative evaporation was significantly improved.

Origin of mineralizing fluids of the sediment-hosted Navachab gold mine, Namibia: Constraints from stable (O, H, C, S) isotopes

The Navachab gold mine in the Damara belt of central Namibia is characterized by a polymetallic Au-Bi-As-Cu-Ag ore assemblage, including pyrrhotite, chalcopyrite, sphalerite, arsenopyrite, bismuth, gold, bismuthinite, and bismuth tellurides. Gold is hosted by quartz sulfide veins and semimassive sulfide lenses that are developed in a near-vertical sequence of shelf-type metasedimentary rocks, including marble, calcsilicate rock, and biotite schist. The sequence has been intruded by abundant syntectonic lamprophyre, aplite, and pegmatite dikes, documenting widespread igneous activity coeval with mineralization. The majority of quartz from the veins has delta(18)O values of 14 to 15 per mil (V-SMOW). The total variations in delta(18)O values of the biotite schist and calcsilicate rock are relatively small (12-14 parts per thousand), whereas the marble records steep gradients in delta(18)O values (17-21 parts per thousand), the lowest values being recorded at the vein margins. Despite this, there is no correlation between delta(18)O and delta(13)C values and the carbonate content of the rocks, indicating that fluid-rock interaction alone cannot explain the isotopic gradients. In addition, the marble records increased delta(13)C values at the contact to the veins, possibly related to a change in the physicochemical conditions during fluid-rock interaction. Gold is interpreted to have precipitated in equilibrium with metamorphic find (delta(18)O 12-14 parts per thousand; delta D = -40 to -60 parts per thousand) at peak metamorphic conditions of ca. 550 degrees C and 2 kbars, consistent with isotopic fractionations between coexisting calcite, garnet, and clinopyroxene in the alteration halos. The most likely source of the mineralizing fluid was a midcrustal fluid in equilibrium with the Damaran metapelites that underwent prograde metamorphism at amphibolite- to granulite-facies grades. Although there is no isotopic evidence for the contribution of magmatic fluids, they may have been important in contributing to the overall hydraulic regime and high apparent geothermal gradients (ca. 80 degrees C/km(-1)) in the mine area.