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.

Metastable liquid-liquid phase transition in a single-component system with only one crystal phase and no density anomaly

We investigate the phase behavior of a single-component system in three dimensions with spherically-symmetric, pairwise-additive, soft-core interactions with an attractive well at a long distance, a repulsive soft-core shoulder at an intermediate distance, and a hard-core repulsion at a short distance, similar to potentials used to describe liquid systems such as colloids, protein solutions, or liquid metals. We showed [Nature (London) 409, 692 (2001)] that, even with no evidence of the density anomaly, the phase diagram has two first-order fluid-fluid phase transitions, one ending in a gas¿low-density-liquid (LDL) critical point, and the other in a gas¿high-density-liquid (HDL) critical point, with a LDL-HDL phase transition at low temperatures. Here we use integral equation calculations to explore the three-parameter space of the soft-core potential and perform molecular dynamics simulations in the interesting region of parameters. For the equilibrium phase diagram, we analyze the structure of the crystal phase and find that, within the considered range of densities, the structure is independent of the density. Then, we analyze in detail the fluid metastable phases and, by explicit thermodynamic calculation in the supercooled phase, we show the absence of the density anomaly. We suggest that this absence is related to the presence of only one stable crystal structure.

Velocity cross-correlations and atomic momentum transfer in simple liquids with different potential cores

Time correlation functions between the velocity of a tagged particle and velocities of particles within specified ranges of initial separations have been obtained by molecular dynamics simulation. These correlation functions have allowed us to analyze the momentum transfer between particles in different coordination shells. Two simple liquids at very different densities and two purely repulsive potentials with very different softnesses have been considered. The longitudinal correlations, which are the velocity cross-correlations along the initial direction defined by the centers of two given particles, have been calculated separately. It has been proven that these correlations should be attributed to particles both in front of and behind the central one. As with propagating longitudinal modes, they are strongly dependent on the softness of the potential core. Some characteristic features of the velocity correlation functions after the initial rise should be related to nonlongitudinal correlations. It has been shown that velocity cross-correlations between distinct particles cannot only be attributed to the direct interactions among particles, but also to the motions induced by the movement of a tagged particle on their neighbors.

BEYOND THE “LEAST LIMITING WATER RANGE”: RETHINKING SOIL PHYSICS RESEARCH IN BRAZIL

As opposed to objective definitions in soil physics, the subjective term “soil physical quality” is increasingly found in publications in the soil physics area. A supposed indicator of soil physical quality that has been the focus of attention, especially in the Brazilian literature, is the Least Limiting Water Range (RLL), translated in Portuguese as "Intervalo Hídrico Ótimo" or IHO. In this paper the four limiting water contents that define RLLare discussed in the light of objectively determinable soil physical properties, pointing to inconsistencies in the RLLdefinition and calculation. It also discusses the interpretation of RLL as an indicator of crop productivity or soil physical quality, showing its inability to consider common phenological and pedological boundary conditions. It is shown that so-called “critical densities” found by the RLL through a commonly applied calculation method are questionable. Considering the availability of robust models for agronomy, ecology, hydrology, meteorology and other related areas, the attractiveness of RLL as an indicator to Brazilian soil physicists is not related to its (never proven) effectiveness, but rather to the simplicity with which it is dealt. Determining the respective limiting contents in a simplified manner, relegating the study or concern on the actual functioning of the system to a lower priority, goes against scientific construction and systemic understanding. This study suggests a realignment of the research in soil physics in Brazil with scientific precepts, towards mechanistic soil physics, to replace the currently predominant search for empirical correlations below the state of the art of soil physics.

High-density collagen gel tubes as a matrix for primary human bladder smooth muscle cells.

Tissue-engineered grafts for the urinary tract are being investigated for the potential treatment of several urologic diseases. These grafts, predominantly tubular-shaped, usually require in vitro culture prior to implantation to allow cell engraftment on initially cell-free scaffolds. We have developed a method to produce tubular-shaped collagen scaffolds based on plastic compression. Our approach produces a ready cell-seeded graft that does not need further in vitro culture prior to implantation. The tubular collagen scaffolds were in particular investigated for their structural, mechanical and biological properties. The resulting construct showed an especially high collagen density, and was characterized by favorable mechanical properties assessed by axial extension and radial dilation. Young modulus in particular was greater than non-compressed collagen tubes. Seeding densities affected proliferation rate of primary human bladder smooth muscle cells. An optimal seeding density of 10(6) cells per construct resulted in a 25-fold increase in Alamar blue-based fluorescence after 2 wk in culture. These high-density collagen gel tubes, ready seeded with smooth muscle cells could be further seeded with urothelial cells, drastically shortening the production time of graft for urinary tract regeneration.

Water Balance Components in Covered and Uncovered Soil Growing Irrigated Muskmelon

ABSTRACT Knowledge of the terms (or processes) of the soil water balance equation or simply the components of the soil water balance over the cycle of an agricultural crop is essential for soil and water management. Thus, the aim of this study was to analyze these components in a Cambissolo Háplico (Haplocambids) growing muskmelon (Cucumis melo L.) under drip irrigation, with covered and uncovered soil, in the municipality of Baraúna, State of Rio Grande do Norte, Brazil (05º 04’ 48” S, 37º 37’ 00” W). Muskmelon, variety AF-646, was cultivated in a flat experimental area (20 × 50 m). The crop was spaced at 2.00 m between rows and 0.35 m between plants, in a total of ten 50-m-long plant rows. At points corresponding to ⅓ and ⅔ of each plant row, four tensiometers (at a distance of 0.1 m from each other) were set up at the depths of 0.1, 0.2, 0.3, and 0.4 m, adjacent to the irrigation line (0.1 m from the plant row), between two selected plants. Five random plant rows were mulched using dry leaves of banana (Musa sp.) along the drip line, forming a 0.5-m-wide strip, which covered an area of 25 m2 per of plant row with covered soil. In the other five rows, there was no covering. Thus, the experiment consisted of two treatments, with 10 replicates, in four phenological stages: initial (7-22 DAS - days after sowing), growing (22-40 DAS), fruiting (40-58 DAS) and maturation (58-70 DAS). Rainfall was measured with a rain gauge and water storage was estimated by the trapezoidal method, based on tensiometer readings and soil water retention curves. For soil water flux densities at 0.3 m, the tensiometers at the depths of 0.2, 0.3, and 0.4 m were considered; the tensiometer at 0.3 m was used to estimate soil water content from the soil water retention curve at this depth, and the other two to calculate the total potential gradient. Flux densities were calculated through use of the Darcy-Buckingham equation, with hydraulic conductivity determined by the instantaneous profile method. Crop actual evapotranspiration was calculated as the unknown of the soil water balance equation. The soil water balance method is effective in estimating the actual evapotranspiration of irrigated muskmelon; there was no significant effect of soil coverage on capillary rise, internal drainage, crop actual evapotranspiration, and muskmelon yield compared with the uncovered soil; the transport of water caused by evaporation in the uncovered soil was controlled by the break in capillarity at the soil-atmosphere interface, which caused similar water dynamics for both management practices applied.

Experimental Method to Determine Some Physical Properties in Physics Classes

ABSTRACT Particle density, gravimetric and volumetric water contents and porosity are important basic concepts to characterize porous systems such as soils. This paper presents a proposal of an experimental method to measure these physical properties, applicable in experimental physics classes, in porous media samples consisting of spheres with the same diameter (monodisperse medium) and with different diameters (polydisperse medium). Soil samples are not used given the difficulty of working with this porous medium in laboratories dedicated to teaching basic experimental physics. The paper describes the method to be followed and results of two case studies, one in monodisperse medium and the other in polydisperse medium. The particle density results were very close to theoretical values for lead spheres, whose relative deviation (RD) was -2.9 % and +0.1 % RD for the iron spheres. The RD of porosity was also low: -3.6 % for lead spheres and -1.2 % for iron spheres, in the comparison of procedures – using particle and porous medium densities and saturated volumetric water content – and monodisperse and polydisperse media.

An Investigation of the Interstate 80 Rutting in Adair County, October 1983

This investigation was initiated to determine the causes of a rutting problem that occurred on Interstate 80 in Adair County. 1-80 from Iowa 25 to the Dallas County line was opened to traffic in November, 1960. The original pavement consisted of 4-1/2" of asphalt cement concrete over 12" of rolled stone base and 12" of granular subbase. A 5-1/2" overlay of asphalt cement concrete was placed in 1964. In 1970-1972, the roadway was resurfaced with 3" of asphalt cement concrete. In 1982, an asphalt cement concrete inlay, designed for a 10-year life, was placed in the eastbound lane. The mix designs for all courses met or exceeded all current criteria being used to formulate job mixes. Field construction reports indicate .that asphalt usage, densities, field voids and filler bitumen determinations were well within specification limits on a very consistent basis. Field laboratory reports indicate that laboratory voids for the base courses were within the prescribed limits for the base course and below the prescribed limits for the surface course. Instructional memorandums do indicate that extreme caution should be exercised when the voids are at or near the lower limits and traffic is not minimal. There is also a provision that provides for field voids controlling when there is a conflict between laboratory voids and field voids. It appears that contract documents do not adequately address the directions that must be taken when this conflict arises since it can readily be shown that laboratory voids must be in the very low or dangerous range if field voids are to be kept below the maximum limit under the current density specifications. A rut depth survey of January, 1983, identified little or no rutting on this section of roadway. Cross sections obtained in October, 1983, identified rutting which ranged from 0 to 0.9" with a general trend of the rutting to increase from a value of approximately 0.3" at MP 88 to a rut depth of 0.7" at MP 98. No areas of significant rutting were identified in the inside lane. Structural evaluation with the Road Rater indicated adequate structural capacity and also indicated that the longitudinal subdrains were functioning properly to provide adequate soil support values. Two pavement sections taken from the driving lane indicated very little distortion in the lower 7" base course. Essentially all of the distortion had occurred in the upper 2" base course and the 1..;1/2" surface course. Analysis of cores taken from this section of Interstate 80 indicated very little densification of either the surface or the upper or lower base courses. The asphalt cement content of both the Type B base courses and the Type A surface course were substantially higher than the intended asphalt cement content. The only explanation for this is that the salvaged material contained a greater percent of asphalt cement than initial extractions indicated. The penetration and viscosity of the blend of new asphalt cement and the asphalt cement recovered from the salvaged material were relatively close to that intended for this project. The 1983 ambient temperatures were extremely high from June 20 through September 10. The rutting is a result of a combination of adverse factors including, (1) high asphalt content, (2) the difference between laboratory and field voids, (3) lack of intermediate sized crushed particles, (4) high ambient temperatures. The high asphalt content in the 2" upper base course produced an asphalt concrete mix that did not exhibit satisfactory resistance to deformation from heavy loading. The majority of the rutting resulted from distortion of the 2" upper base lift. Heater planing is recommended as an interim corrective action. Further recommendation is to design for a 20-year alternative by removing 2-1/2" of material from the driving lane by milling and replacing with 2-1/2" of asphalt concrete with improved stability. This would be .followed by placing 1-1/2" of high quality resurfacing on the entire roadway. Other recommendations include improved density and stability requirements for asphalt concrete on high traffic roadways.

Investigation of Electromagnetic Gauges for Determining In-Place HMA Density, Final Report, May 2007

Density is an important component of hot-mix asphalt (HMA) pavement quality and long-term performance. Insufficient density of an in-place HMA pavement is the most frequently cited construction-related performance problem. This study evaluated the use of electromagnetic gauges to nondestructively determine densities. Field and laboratory measurements were taken with two electromagnetic gauges—a PaveTracker and a Pavement Quality Indicator (PQI). Test data were collected in the field during and after paving operations and also in a laboratory on field mixes compacted in the lab. This study revealed that several mix- and project-specific factors affect electromagnetic gauge readings. Consequently, the implementation of these gauges will likely need to be done utilizing a test strip on a project- and mix-specific basis to appropriately identify an adjustment factor for the specific electromagnetic gauge being used for quality control and quality assurance (QC/QA) testing. The substantial reduction in testing time that results from employing electromagnetic gauges rather than coring makes it possible for more readings to be used in the QC/QA process with real-time information without increasing the testing costs.

The Effect of Inoculum Size on Selection of In Vitro Resistance to Vancomycin, Daptomycin, and Linezolid in Methicillin-Resistant Staphylococcus aureus.

OBJECTIVES: The inoculum effect (IE) is an increase in the minimum inhibitory concentration (MIC) at high bacterial densities. The effect of three inoculum sizes on the selection of resistance to vancomycin, daptomycin, and linezolid was investigated in methicillin-resistant Staphylococcus aureus (MRSA). METHODS: Low (10(4) CFU/ml), medium (10(6) CFU/ml), and high (10(8) CFU/ml) inocula of MRSA were exposed to twofold increasing concentrations of either drug during 15 days of cycling. MICs for low (MICL), medium (MICM), and high (MICH) inocula were determined daily. Conventional MICs were measured at days 1, 5, 10, and 15. Experiments were performed in triplicate. RESULTS: At the beginning of the experiment a small IE was observed for vancomycin (MICL=1 μg/ml, MICM=1-2 μg/ml, and MICH=2 μg/ml) and a significant IE for daptomycin (MICL=0.25 μg/ml, MICM=0.25-0.5 μg/ml, and MICH=2 μg/ml). Linezolid exhibited no IE at low and medium inocula (MICL=1 μg/ml and MICM=1-2 μg/ml), but with the high inoculum, concentrations up to 2,048 μg/ml did not fully inhibit visual growth. During cycling, increase of MIC was observed for all antibiotics. At day 15, MICL, MICM, and MICH of vancomycin were 2-4, 4-8, and 4-16 μg/ml and of daptomycin were 0.5-2, 8-128, and 64-256 μg/ml, respectively. MICL and MICM of linezolid were 1 and 2-4 μg/ml, respectively. Conventional MICs showed vancomycin and daptomycin selection of resistance since day 5 depending on the inocula. No selection of linezolid resistance was observed. CONCLUSIONS: Our results showed the importance of the inoculum size in the development of resistance. Measures aimed at lowering the inoculum at the site of infection should be used whenever possible in parallel to antimicrobial therapy.

TrkB and TrkC signaling are required for maturation and synaptogenesis of hippocampal connections

Recent studies have suggested a role for neurotrophins in the growth and refinement of neural connections, in dendritic growth, and in activity-dependent adult plasticity. To unravel the role of endogenous neurotrophins in the development of neural connections in the CNS, we studied the ontogeny of hippocampal afferents intrkB (¿/¿) and trkC (¿/¿) mice. Injections of lipophilic tracers in the entorhinal cortex and hippocampus of newborn mutant mice showed that the ingrowth of entorhinal and commissural/associational afferents to the hippocampus was not affected by these mutations. Similarly, injections of biocytin in postnatal mutant mice (P10¿P16) did not reveal major differences in the topographic patterns of hippocampal connections. In contrast, quantification of biocytin-filled axons showed that commissural and entorhinal afferents have a reduced number of axon collaterals (21¿49%) and decreased densities of axonal varicosities (8¿17%) in both trkB (¿/¿) and trkC (¿/¿) mice. In addition, electron microscopic analyses showed thattrkB (¿/¿) and trkC (¿/¿) mice have lower densities of synaptic contacts and important structural alterations of presynaptic boutons, such as decreased density of synaptic vesicles. Finally, immunocytochemical studies revealed a reduced expression of the synaptic-associated proteins responsible for synaptic vesicle exocytosis and neurotransmitter release (v-SNAREs and t-SNAREs), especially in trkB (¿/¿) mice. We conclude that neither trkB nor trkC genes are essential for the ingrowth or layer-specific targeting of hippocampal connections, although the lack of these receptors results in reduced axonal arborization and synaptic density, which indicates a role for TrkB and TrkC receptors in the developmental regulation of synaptic inputs in the CNS in vivo. The data also suggest that the genes encoding for synaptic proteins may be targets of TrkB and TrkC signaling pathways.

The effect of lattice defects on Hele-Shaw flow over an etched lattice

We examine the patterns formed by injecting nitrogen gas into the center of a horizontal, radial Hele-Shaw cell filled with paraffin oil. We use smooth plates and etched plates with lattices having different amounts of defects (010 %). In all cases, a quantitative measure of the pattern ramification shows a regular trend with injection rate and cell gap, such that the dimensionless perimeter scales with the dimensionless time. By adding defects to the lattice, we observe increased branching in the pattern morphologies. However, even in this case, the scaling behavior persists. Only the prefactor of the scaling function shows a dependence on the defect density. For different lattice defect densities, we examine the nature of the different morphology phases.

Mineralization of the recalcitrant oxalic and oxamic acids by electrochemical advanced oxidation processes using a boron-doped diamond anode

Oxalic and oxamic acids are the ultimate and more persistent by-products of the degradation of N-aromatics by electrochemical advanced oxidation processes (EAOPs). In this paper, the kinetics and oxidative paths of these acids have been studied for several EAOPs using a boron-doped diamond (BDD) anode and a stainless steel or an air-diffusion cathode. Anodic oxidation (AO-BDD) in the presence of Fe2+ (AO-BDD-Fe2+) and under UVA irradiation (AO-BDD-Fe2+-UVA), along with electro-Fenton (EF-BDD), was tested. The oxidation of both acids and their iron complexes on BDD was clarified by cyclic voltammetry. AO-BDD allowed the overall mineralization of oxalic acid, but oxamic acid was removed much more slowly. Each acid underwent a similar decay in AO-BDD-Fe2+ and EFBDD, as expected if its iron complexes were not attacked by hydroxyl radicals in the bulk. The faster and total mineralization of both acids was achieved in AO-BDD-Fe2+-UVA due to the high photoactivity of their Fe(III) complexes that were continuously regenerated by oxidation of their Fe(II) complexes. Oxamic acid always released a larger proportion of NH4 + than NO3- ion, as well as volatile NOx species. Both acids were independently oxidized at the anode in AO-BDD, but in AO-BDD-Fe2+-UVA oxamic acid was more slowlydegraded as its content decreased, without significant effect on oxalic acid decay. The increase in current density enhanced the oxidation power of the latter method, with loss of efficiency. High Fe2+ contents inhibited the oxidation of Fe(II) complexes by the competitive oxidation of Fe2+ to Fe3+. Low current densities and Fe2+ contents are preferable to remove more efficiently these acids by the most potent AO-BDD-Fe2+-UVA method.

Surface structure and stability of PdZn and PtZn alloys: Density-functional slab model studies

Geometric parameters of binary (1:1) PdZn and PtZn alloys with CuAu-L10 structure were calculated with a density functional method. Based on the total energies, the alloys are predicted to feature equal formation energies. Calculated surface energies of PdZn and PtZn alloys show that (111) and (100) surfaces exposing stoichiometric layers are more stable than (001) and (110) surfaces comprising alternating Pd (Pt) and Zn layers. The surface energy values of alloys lie between the surface energies of the individual components, but they differ from their composition weighted averages. Compared with the pure metals, the valence d-band widths and the Pd or Pt partial densities of states at the Fermi level are dramatically reduced in PdZn and PtZn alloys. The local valence d-band density of states of Pd and Pt in the alloys resemble that of metallic Cu, suggesting that a similar catalytic performance of these systems can be related to this similarity in the local electronic structures.

Evaluation of Mitigation for Safety Concerns on Low-Volume, Unpaved Rural Roads, 2013.

The Institute for Transportation (InTrans) at Iowa State University completed work on an in-depth study of crash history on lowvolume, rural roads in Iowa in December 2010. Results indicated that unpaved roads with traffic volumes greater than 100 vehicles per day (vpd) exhibit significantly higher crash frequencies, rates, and densities than any other class of low-volume road examined, paved or unpaved. The total mileage for this class of roadway in Iowa is only about 4,400 miles, spread over 99 counties in the state, which is certainly a manageable number of miles for individual rural agencies. The purpose of this study was to identify and examine several unpaved, local road segments with higher than average crash frequencies, select and undertake potentially-beneficial mitigation, and evaluate the results as time allowed. A variety of low-cost options were considered, including engineering improvements, enhanced efforts by law enforcement, and educational initiatives. Using input, active support, and participation from local agencies and state and Federal safety advocates, the study afforded a unique opportunity to examine useful tools for local rural agencies to utilize in addressing safety on this particular type of roadway.