Interest rates mapping

The present study deals with the analysis and mapping of Swiss franc interest rates. Interest rates depend on time and maturity, defining term structure of the interest rate curves (IRC). In the present study IRC are considered in a two-dimensional feature space - time and maturity. Exploratory data analysis includes a variety of tools widely used in econophysics and geostatistics. Geostatistical models and machine learning algorithms (multilayer perceptron and Support Vector Machines) were applied to produce interest rate maps. IR maps can be used for the visualisation and pattern perception purposes, to develop and to explore economical hypotheses, to produce dynamic asset-liability simulations and for financial risk assessments. The feasibility of an application of interest rates mapping approach for the IRC forecasting is considered as well. (C) 2008 Elsevier B.V. All rights reserved.

Ising critical behavior of a non-Halmiltonian lattice system

We study steady states in d-dimensional lattice systems that evolve in time by a probabilistic majority rule, which corresponds to the zero-temperature limit of a system with conflicting dynamics. The rule satisfies detailed balance for d=1 but not for d>1. We find numerically nonequilibrium critical points of the Ising class for d=2 and 3.

A note on the degree sequences of graphs with restrictions

Degree sequences of some types of graphs will be studied and characterizedin this paper.

An Assessment ofFatigue Strength of Load Carrying Welded Joints with Lack of Penetration

On yleisesti tiedossa, että väsyttävän kuormituksen alaisena olevat hitsatut rakenteet rikkoutuvat juuri hitsausliitoksista. Täyden tunkeuman hitsausliitoksia sisältävien rakenteiden asiantunteva suunnittelu janykyaikaiset valmistusmenetelmät ovat lähes eliminoineet väsymisvauriot hitsatuissa rakenteissa. Väsymislujuuden parantaminen tiukalla täyden tunkeuman vaatimuksella on kuitenkin epätaloudellinen ratkaisu. Täyden tunkeuman hitsausliitoksille asetettavien laatuvaatimuksien on määriteltävä selkeät tarkastusohjeet ja hylkäämisperusteet. Tämän diplomityön tarkoituksena oli tutkia geometristen muuttujien vaikutusta kuormaa kantavien hitsausliitosten väsymislujuuteen. Huomio kiinnitettiin pääasiassa suunnittelumuuttujiin, joilla on vaikutusta väsymisvaurioiden syntymiseen hitsauksen juuren puolella. Nykyiset määräykset ja standardit, jotka perustuvat kokeellisiin tuloksiin; antavat melko yleisiä ohjeita hitsausliitosten väsymismitoituksesta. Tämän vuoksi muodostettiin kokonaan uudet parametriset yhtälöt sallitun nimellisen jännityksen kynnysarvon vaihteluvälin, ¿¿th, laskemiseksi, jotta vältettäisiin hitsausliitosten juuren puoleiset väsymisvauriot. Lisäksi, jokaiselle liitostyypille laskettiin hitsin juuren puolen väsymisluokat (FAT), joita verrattiin olemassa olevilla mitoitusohjeilla saavutettuihin tuloksiin. Täydentäviksi referensseiksi suoritettiin useita kolmiulotteisia (3D) analyysejä. Julkaistuja kokeellisiin tuloksiin perustuvia tietoja käytettiin apuna hitsausliitosten väsymiskäyttäytymisen ymmärtämiseksi ja materiaalivakioiden määrittämiseksi. Kuormaa kantavien vajaatunkeumaisten hitsausliitosten väsymislujuus määritettiin käyttämällä elementtimenetelmää. Suurimman pääjännityksen kriteeriä hyödynnettiin murtumiskäyttäytymisen ennakoimiseksi. Valitulle hitsatulle materiaalille ja koeolosuhteille murtumiskäyttäytymistä mallinnettiin särön kasvunopeudella da/dN ja jännitysintensiteettikertoimen vaihteluvälillä, 'K. Paris:n yhtälön numeerinen integrointi suoritettiin FRANC2D/L tietokoneohjelmalla. Saatujen tulosten perusteella voidaan laskea FAT tutkittavassa tapauksessa. ¿¿th laskettiin alkusärön jännitysintensiteettikertoimen vaihteluvälin ja kynnysjännitysintensiteettikertoimen, 'Kth, perusteella. ¿Kth arvoa pienemmällä vaihteluvälillä särö ei kasva. Analyyseissäoletuksena oli hitsattu jälkikäsittelemätön liitos, jossa oli valmis alkusärö hitsin juuressa. Analyysien tulokset ovat hyödyllisiä suunnittelijoille, jotka tekevät päätöksiä koskien geometrisiä parametreja, joilla on vaikutusta hitsausliitosten väsymislujuuteen.

Ehrenfest dynamics is purity non-preserving: a necessary ingredient for decoherence

We discuss the evolution of purity in mixed quantum/classical approaches to electronic nonadiabatic dynamics in the context of the Ehrenfest model. As it is impossible to exactly determine initial conditions for a realistic system, we choose to work in the statistical Ehrenfest formalism that we introduced in Alonso et al. [J. Phys. A: Math. Theor. 44, 396004 (2011)10.1088/1751-8113/44/39/395004]. From it, we develop a new framework to determine exactly the change in the purity of the quantum subsystem along with the evolution of a statistical Ehrenfest system. In a simple case, we verify how and to which extent Ehrenfest statistical dynamics makes a system with more than one classical trajectory, and an initial quantum pure state become a quantum mixed one. We prove this numerically showing how the evolution of purity depends on time, on the dimension of the quantum state space D, and on the number of classical trajectories N of the initial distribution. The results in this work open new perspectives for studying decoherence with Ehrenfest dynamics.

Using Pareto optimality to explore the topology and dynamics of the human connectome.

Graph theory has provided a key mathematical framework to analyse the architecture of human brain networks. This architecture embodies an inherently complex relationship between connection topology, the spatial arrangement of network elements, and the resulting network cost and functional performance. An exploration of these interacting factors and driving forces may reveal salient network features that are critically important for shaping and constraining the brain's topological organization and its evolvability. Several studies have pointed to an economic balance between network cost and network efficiency with networks organized in an 'economical' small-world favouring high communication efficiency at a low wiring cost. In this study, we define and explore a network morphospace in order to characterize different aspects of communication efficiency in human brain networks. Using a multi-objective evolutionary approach that approximates a Pareto-optimal set within the morphospace, we investigate the capacity of anatomical brain networks to evolve towards topologies that exhibit optimal information processing features while preserving network cost. This approach allows us to investigate network topologies that emerge under specific selection pressures, thus providing some insight into the selectional forces that may have shaped the network architecture of existing human brains.

Modelització i simulació de processos dinàmics en xarxes complexes adaptatives

El 1736, Leonhard Euler va ser pioner en l'estudi de la teoria de grafs, i des de llavorsmúltiples autors com Kirchoff, Seymour, etc. continuaren amb l'estudi de la teoria i topologiade grafs. La teoria de xarxes, part de la teoria de grafs, també ha estat estudiada abastament.D'altra banda, la dinàmica de xarxes fou popularitzada per Dan Gillespie el 1977, en el qual proposà un algorisme que permet la simulació discreta i estocàstica d'un sistema de partícules, el qual és la base del treball ja que serveix per dur a terme les simulacions de processos sobre les xarxes complexes. El camp de l'anàlisi de la dinàmica de xarxes, de fet, és un campemergent en l'actualitat; comprèn tant l'anàlisi estadística com la utilització de simulacions persolucionar problemes de la mateixa dinàmica.Les xarxes complexes (xarxes de característiques complexes, sovint xarxes reals) també sónobjecte d'estudi de l'actualitat, sobretot a causa de l'aparició de les xarxes socials. S'han convertiten un paradigma per l'estudi de processos dinàmics en sistemes formats per molts componentsque interactuen entre si de manera molt homogèniaL'objectiu del treball és triple:1. Estudiar i entendre els conceptes bàsics i la topologia de les xarxes complexes, així comdiferents tipus de dinàmiques de processos sobre elles.2. Programar un simulador estocàstic en llenguatge C++ capaç de generar trajectòries mitjantçant l'algorisme de Gillespie tant pel model epidèmic com pel model de dinàmicad'enllaços amb reconnexió.3. Utilitzar el simulador tant per estudiar casos que ja han estat tractats en la literatura comcasos nous que no han estat tractats i que poden ser assimilables a xarxes reals com, perexemple, xarxes socials

Langevin equations with multiplicative noise: Application to domain growth

Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

Sherali-Adams Relaxations and Indistinguishability in Counting Logics

Two graphs with adjacency matrices $\mathbf{A}$ and $\mathbf{B}$ are isomorphic if there exists a permutation matrix $\mathbf{P}$ for which the identity $\mathbf{P}^{\mathrm{T}} \mathbf{A} \mathbf{P} = \mathbf{B}$ holds. Multiplying through by $\mathbf{P}$ and relaxing the permutation matrix to a doubly stochastic matrix leads to the linear programming relaxation known as fractional isomorphism. We show that the levels of the Sherali--Adams (SA) hierarchy of linear programming relaxations applied to fractional isomorphism interleave in power with the levels of a well-known color-refinement heuristic for graph isomorphism called the Weisfeiler--Lehman algorithm, or, equivalently, with the levels of indistinguishability in a logic with counting quantifiers and a bounded number of variables. This tight connection has quite striking consequences. For example, it follows immediately from a deep result of Grohe in the context of logics with counting quantifiers that a fixed number of levels of SA suffice to determine isomorphism of planar and minor-free graphs. We also offer applications in both finite model theory and polyhedral combinatorics. First, we show that certain properties of graphs, such as that of having a flow circulation of a prescribed value, are definable in the infinitary logic with counting with a bounded number of variables. Second, we exploit a lower bound construction due to Cai, Fürer, and Immerman in the context of counting logics to give simple explicit instances that show that the SA relaxations of the vertex-cover and cut polytopes do not reach their integer hulls for up to $\Omega(n)$ levels, where $n$ is the number of vertices in the graph.

Relation between plaque type, plaque thickness, blood shear stress, and plaque stress in coronary arteries assessed by X-ray Angiography and Intravascular Ultrasound

Purpose: Atheromatic plaque progression is affected, among others phenomena, by biomechanical, biochemical, and physiological factors. In this paper, the authors introduce a novel framework able to provide both morphological (vessel radius, plaque thickness, and type) and biomechanical (wall shear stress and Von Mises stress) indices of coronary arteries. Methods: First, the approach reconstructs the three-dimensional morphology of the vessel from intravascular ultrasound(IVUS) and Angiographic sequences, requiring minimal user interaction. Then, a computational pipeline allows to automatically assess fluid-dynamic and mechanical indices. Ten coronary arteries are analyzed illustrating the capabilities of the tool and confirming previous technical and clinical observations. Results: The relations between the arterial indices obtained by IVUS measurement and simulations have been quantitatively analyzed along the whole surface of the artery, extending the analysis of the coronary arteries shown in previous state of the art studies. Additionally, for the first time in the literature, the framework allows the computation of the membrane stresses using a simplified mechanical model of the arterial wall. Conclusions: Circumferentially (within a given frame), statistical analysis shows an inverse relation between the wall shear stress and the plaque thickness. At the global level (comparing a frame within the entire vessel), it is observed that heavy plaque accumulations are in general calcified and are located in the areas of the vessel having high wall shear stress. Finally, in their experiments the inverse proportionality between fluid and structural stresses is observed.

Coarse-graining and thermodynamics in far-from-equilibrium systems

Lying at the core of statistical physics is the need to reduce the number of degrees of freedom in a system. Coarse-graining is a frequently-used procedure to bridge molecular modeling with experiments. In equilibrium systems, this task can be readily performed; however in systems outside equilibrium, a possible lack of equilibration of the eliminated degrees of freedom may lead to incomplete or even misleading descriptions. Here, we present some examples showing how an improper coarse-graining procedure may result in linear approaches to nonlinear processes, miscalculations of activation rates and violations of the fluctuation-dissipation theorem.

Local thermodynamics and the generalized Gibbs-Duhem equation in systems with long-range interactions

The local thermodynamics of a system with long-range interactions in d dimensions is studied using the mean-field approximation. Long-range interactions are introduced through pair interaction potentials that decay as a power law in the interparticle distance. We compute the local entropy, Helmholtz free energy, and grand potential per particle in the microcanonical, canonical, and grand canonical ensembles, respectively. From the local entropy per particle we obtain the local equation of state of the system by using the condition of local thermodynamic equilibrium. This local equation of state has the form of the ideal gas equation of state, but with the density depending on the potential characterizing long-range interactions. By volume integration of the relation between the different thermodynamic potentials at the local level, we find the corresponding equation satisfied by the potentials at the global level. It is shown that the potential energy enters as a thermodynamic variable that modifies the global thermodynamic potentials. As a result, we find a generalized Gibbs-Duhem equation that relates the potential energy to the temperature, pressure, and chemical potential. For the marginal case where the power of the decaying interaction potential is equal to the dimension of the space, the usual Gibbs-Duhem equation is recovered. As examples of the application of this equation, we consider spatially uniform interaction potentials and the self-gravitating gas. We also point out a close relationship with the thermodynamics of small systems.

Compositional influence on the electrical performance of zinc indium tin oxide transparent thin-film transistors

In this work, zinc indium tin oxide layers with different compositions are used as the active layer of thin film transistors. This multicomponent transparent conductive oxide is gaining great interest due to its reduced content of the scarce indium element. Experimental data indicate that the incorporation of zinc promotes the creation of oxygen vacancies. In thin-film transistors this effect leads to a higher threshold voltage values. The field-effect mobility is also strongly degraded, probably due to coulomb scattering by ionized defects. A post deposition annealing in air reduces the density of oxygen vacancies and improves the fieldeffect mobility by orders of magnitude. Finally, the electrical characteristics of the fabricated thin-film transistors have been analyzed to estimate the density of states in the gap of the active layers. These measurements reveal a clear peak located at 0.3 eV from the conduction band edge that could be attributed to oxygen vacancies.

Effective Electrodiffusion equation for non uniform nanochannels

We derive a one dimensional formulation of the Planck-Nernst-Poisson equation to describe the dynamics of of a symmetric binary electrolyte in channels whose section is of nanometric section and varies along the axial direction. The approach is in the spirit of the Fick-Jacobs di fusion equation and leads to a system of coupled equations for the partial densities which depends on the charge sitting at the walls in a non trivial fashion. We consider two kinds of non uniformities, those due to the spatial variation of charge distribution and those due to the shape variation of the pore and report one and three-dimensional solutions of the electrokinetic equations.

Intrahemispheric cortico-cortical connections of the human auditory cortex.

The human auditory cortex comprises the supratemporal plane and large parts of the temporal and parietal convexities. We have investigated the relevant intrahemispheric cortico-cortical connections using in vivo DSI tractography combined with landmark-based registration, automatic cortical parcellation and whole-brain structural connection matrices in 20 right-handed male subjects. On the supratemporal plane, the pattern of connectivity was related to the architectonically defined early-stage auditory areas. It revealed a three-tier architecture characterized by a cascade of connections from the primary auditory cortex to six adjacent non-primary areas and from there to the superior temporal gyrus. Graph theory-driven analysis confirmed the cascade-like connectivity pattern and demonstrated a strong degree of segregation and hierarchy within early-stage auditory areas. Putative higher-order areas on the temporal and parietal convexities had more widely spread local connectivity and long-range connections with the prefrontal cortex; analysis of optimal community structure revealed five distinct modules in each hemisphere. The pattern of temporo-parieto-frontal connectivity was partially asymmetrical. In conclusion, the human early-stage auditory cortical connectivity, as revealed by in vivo DSI tractography, has strong similarities with that of non-human primates. The modular architecture and hemispheric asymmetry in higher-order regions is compatible with segregated processing streams and lateralization of cognitive functions.