Modelling official and parallel exchange rates in Colombia under alternative regimes: a non-linear approach

We examine the long-run relationship between the parallel and the official exchange rate in Colombia over two regimes; a crawling peg period and a more flexible crawling band one. The short-run adjustment process of the parallel rate is examined both in a linear and a nonlinear context. We find that the change from the crawling peg to the crawling band regime did not affect the long-run relationship between the official and parallel exchange rates, but altered the short-run dynamics. Non-linear adjustment seems appropriate for the first period, mainly due to strict foreign controls that cause distortions in the transition back to equilibrium once disequilibrium occurs

Modelling convective processes during the suppressed phase of the a Madden-Julian Oscillation: Comparing single-column models with cloud resolving models

The role of convective processes in moistening the atmosphere during suppressed periods of the suppressed phase of a Madden-Julian oscillation is investigated in cloud-resolving model (CRM) simulations, and the impact of moistening on the subsequent evolution of convection is assessed as part of a Global Energy and Water Cycle Experiment Cloud System Study (GCSS) intercomparison project. The ability of single-column model (SCM) versions of a number of state-of-the-art climate and numerical weather prediction models to capture these convective processes is also evaluated. During the suppressed periods, the CRMs are found to simulate a maximum moistening around 3 km, which is associated with a predominance of shallow convection. All SCMs produce adequate amounts of shallow convection during the suppressed periods, comparable to that seen in CRMs, but the relatively drier SCMs have higher precipitation rates than the relatively wetter SCMs and CRMs. The relatively drier SCMs dry, rather than moisten, the lower troposphere below the melting level. During the transition periods, convective processes act to moisten the atmosphere above the level at which mean advection changes from moistening to drying, despite an overall drying effect for the column. The SCMs capture some essence of this moistening at upper levels. A gradual transition from shallow to deep convection is simulated by the CRMs and the wetter SCMs during the transition periods, but the onset of deep convection is delayed in the drier SCMs. This results in lower precipitation rates for these SCMs during the active periods, although much better agreement exists between the models at this time.

Synthesis of unsaturated aminopyranosides as possible transition state mimics for glycosidases

Four unsaturated aminopyranosides have been prepared as possible transition-state mimics targeted towards carbohydrate processing enzymes. The conformations of the protonated aminosugars have been investigated by molecular modelling and their ability to inhibit alpha- and beta-glucosidases and an a-mannosidase have been probed. Two targets proved moderate inhibitors of alpha-glucosidases from Brewer's yeast and Bacillus stearothennophilus.

Stable isotope and modelling evidence for CO2 as a driver of glacial–interglacial vegetation shifts in southern Africa

Atmospheric CO2 concentration is hypothesized to influence vegetation distribution via tree–grass competition, with higher CO2 concentrations favouring trees. The stable carbon isotope (δ13C) signature of vegetation is influenced by the relative importance of C4 plants (including most tropical grasses) and C3 plants (including nearly all trees), and the degree of stomatal closure – a response to aridity – in C3 plants. Compound-specific δ13C analyses of leaf-wax biomarkers in sediment cores of an offshore South Atlantic transect are used here as a record of vegetation changes in subequatorial Africa. These data suggest a large increase in C3 relative to C4 plant dominance after the Last Glacial Maximum. Using a process-based biogeography model that explicitly simulates 13C discrimination, it is shown that precipitation and temperature changes cannot explain the observed shift in δ13C values. The physiological effect of increasing CO2 concentration is decisive, altering the C3/C4 balance and bringing the simulated and observed δ13C values into line. It is concluded that CO2 concentration itself was a key agent of vegetation change in tropical southern Africa during the last glacial–interglacial transition. Two additional inferences follow. First, long-term variations in terrestrial δ13Cvalues are not simply a proxy for regional rainfall, as has sometimes been assumed. Although precipitation and temperature changes have had major effects on vegetation in many regions of the world during the period between the Last Glacial Maximum and recent times, CO2 effects must also be taken into account, especially when reconstructing changes in climate between glacial and interglacial states. Second, rising CO2 concentration today is likely to be influencing tree–grass competition in a similar way, and thus contributing to the "woody thickening" observed in savannas worldwide. This second inference points to the importance of experiments to determine how vegetation composition in savannas is likely to be influenced by the continuing rise of CO2 concentration.

Modelling the effects of gravity waves on stratocumulus clouds observed during VOCALS-UK

During the VOCALS campaign spaceborne satellite observations showed that travelling gravity wave packets, generated by geostrophic adjustment, resulted in perturbations to marine boundary layer (MBL) clouds over the south-east Pacific Ocean (SEP). Often, these perturbations were reversible in that passage of the wave resulted in the clouds becoming brighter (in the wave crest), then darker (in the wave trough) and subsequently recovering their properties after the passage of the wave. However, occasionally the wave packets triggered irreversible changes to the clouds, which transformed from closed mesoscale cellular convection to open form. In this paper we use large eddy simulation (LES) to examine the physical mechanisms that cause this transition. Specifically, we examine whether the clearing of the cloud is due to (i) the wave causing additional cloud-top entrainment of warm, dry air or (ii) whether the additional condensation of liquid water onto the existing drops and the subsequent formation of drizzle are the important mechanisms. We find that, although the wave does cause additional drizzle formation, this is not the reason for the persistent clearing of the cloud; rather it is the additional entrainment of warm, dry air into the cloud followed by a reduction in longwave cooling, although this only has a significant effect when the cloud is starting to decouple from the boundary layer. The result in this case is a change from a stratocumulus to a more patchy cloud regime. For the simulations presented here, cloud condensation nuclei (CCN) scavenging did not play an important role in the clearing of the cloud. The results have implications for understanding transitions between the different cellular regimes in marine boundary layer (MBL) clouds.

Modelling capability and affordance as properties of human/machine resource systems

Understanding how and why the capability of one set of business resources, its structural arrangements and mechanisms compared to another works can provide competitive advantage in terms of new business processes and product and service development. However, most business models of capability are descriptive and lack formal modelling language to qualitatively and quantifiably compare capabilities, Gibson’s theory of affordance, the potential for action, provides a formal basis for a more robust and quantitative model, but most formal affordance models are complex and abstract and lack support for real-world applications. We aim to understand the ‘how’ and ‘why’ of business capability, by developing a quantitative and qualitative model that underpins earlier work on Capability-Affordance Modelling – CAM. This paper integrates an affordance based capability model and the formalism of Coloured Petri Nets to develop a simulation model. Using the model, we show how capability depends on the space time path of interacting resources, the mechanism of transition and specific critical affordance factors relating to the values of the variables for resources, people and physical objects. We show how the model can identify the capabilities of resources to enable the capability to inject a drug and anaesthetise a patient.

Trust-By-Contract: Modelling, Analysing and Predicting Behaviour in Software Architectures

Architecture description languages (ADLs) are used to specify high-level, compositional views of a software application. ADL research focuses on software composed of prefabricated parts, so-called software components. ADLs usually come equipped with rigorous state-transition style semantics, facilitating verification and analysis of specifications. Consequently, ADLs are well suited to configuring distributed and event-based systems. However, additional expressive power is required for the description of enterprise software architectures – in particular, those built upon newer middleware, such as implementations of Java’s EJB specification, or Microsoft’s COM+/.NET. The enterprise requires distributed software solutions that are scalable, business-oriented and mission-critical. We can make progress toward attaining these qualities at various stages of the software development process. In particular, progress at the architectural level can be leveraged through use of an ADL that incorporates trust and dependability analysis. Also, current industry approaches to enterprise development do not address several important architectural design issues. The TrustME ADL is designed to meet these requirements, through combining approaches to software architecture specification with rigorous design-by-contract ideas. In this paper, we focus on several aspects of TrustME that facilitate specification and analysis of middleware-based architectures for trusted enterprise computing systems.

Modelling the public health consequences of cannabis use in Australia

Aims: To detail and validate a simulation model that describes the dynamics of cannabis use, including its probable causal relationships with schizophrenia, road traffic accidents (RTA) and heroin/poly-drug use (HPU).

Methods: A Markov model with 17 health-states was constructed. Annual cycles were used to simulate the initiation of cannabis use, progression in use, reduction and complete remission. The probabilities of transition between health-states were derived from observational data. Following 10-year-old Australian children for 90 years, the model estimated age-specific prevalence for cannabis use. By applying the relative risks according to the extent of cannabis use, the age-specific prevalence of schizophrenia and HPU, and the annual RTA incidence and fatality rate were also estimated. Predictive validity of the model was tested by comparing modelled outputs with data from other credible sources. Sensitivity and scenario analyses were conducted to evaluate technical validity and face validity.

Results: The estimated cannabis use prevalence in individuals aged 10-65 years was 12.2% which comprised 27.4% weekly and 18.0% daily users. The modelled prevalence and age profile were comparable to the reported cross-sectional data. The model also provided good approximations to the prevalence of schizophrenia (Modelled: 4.75/1,000 persons vs Observed: 4.6/1,000 persons), HPU (3.2/1,000 vs 3.1/1,000) and the RTA fatality rate (8.1 per 100,000 vs 8.2 per 100,000). Sensitivity analyses and scenario analysis provided expected and explainable trends.

Conclusions: The validated model provides a valuable tool to assess the likely effectiveness and cost-effectiveness of interventions designed to affect patterns of cannabis use. It can be updated as new data becomes available and/or applied to other countries.

Differentiating three conceptualisations of the relationship between positive development and psychopathology during the transition to adulthood

The transition to adulthood is characterised by both great potential for positive change and a relatively high incidence of problem outcomes. A multidimensional model of positive development during the transition to adulthood (at 19-20 years) has recently been proposed. However, an unresolved question regarding the nature of positive development during this time is how best to conceptualise its relationship to psychopathology. We drew on data from 1158 participants in the Australian Temperament Project, a large longitudinal community-based study that has followed young people's psychosocial adjustment from infancy to early adulthood. Using structural equation modelling, we compared three models reflecting different conceptualisations of the relationship between positive development and psychopathology. The results suggest that positive development and psychopathology are best modelled as separate but correlated constructs. Hence, development in one domain is likely to influence the other, although separate and specific developmental pathways are also likely to be operating.

Modelling the surface circulation and thermal structure of a tropical reservoir using three-dimensional hydrodynamic lake model and remote-sensing data

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Forward modelling of petrological crust-forming processes on the early Earth

Tonalite-trondhjemite-granodiorite (TTG) gneisses form up to two-thirds of the preserved Archean continental crust and there is considerable debate regarding the primary magmatic processes of the generation of these rocks. The popular theories indicate that these rocks were formed by partial melting of basaltic oceanic crust which was previously metamorphosed to garnet-amphibolite and/or eclogite facies conditions either at the base of thick oceanic crust or by subduction processes.rnThis study investigates a new aspect regarding the source rock for Archean continental crust which is inferred to have had a bulk compostion richer in magnesium (picrite) than present-day basaltic oceanic crust. This difference is supposed to originate from a higher geothermal gradient in the early Archean which may have induced higher degrees of partial melting in the mantle, which resulted in a thicker and more magnesian oceanic crust. rnThe methods used to investigate the role of a more MgO-rich source rock in the formation of TTG-like melts in the context of this new approach are mineral equilibria calculations with the software THERMOCALC and high-pressure experiments conducted from 10–20 kbar and 900–1100 °C, both combined in a forward modelling approach. Initially, P–T pseudosections for natural rock compositions with increasing MgO contents were calculated in the system NCFMASHTO (Na2O–CaO–FeO–MgO–Al2O3–SiO2–H2O–TiO2) to ascertain the metamorphic products from rocks with increasing MgO contents from a MORB up to a komatiite. A small number of previous experiments on komatiites showed the development of pyroxenite instead of eclogite and garnet-amphibolite during metamorphism and established that melts of these pyroxenites are of basaltic composition, thus again building oceanic crust instead of continental crust.rnThe P–T pseudosections calculated represent a continuous development of their metamorphic products from amphibolites and eclogites towards pyroxenites. On the basis of these calculations and the changes within the range of compositions, three picritic Models of Archean Oceanic Crust (MAOC) were established with different MgO contents (11, 13 and 15 wt%) ranging between basalt and komatiite. The thermodynamic modelling for MAOC 11, 13 and 15 at supersolidus conditions is imprecise since no appropriate melt model for metabasic rocks is currently available and the melt model for metapelitic rocks resulted in unsatisfactory calculations. The partially molten region is therfore covered by high-pressure experiments. The results of the experiments show a transition from predominantly tonalitic melts in MAOC 11 to basaltic melts in MAOC 15 and a solidus moving towards higher temperatures with increasing magnesium in the bulk composition. Tonalitic melts were generated in MAOC 11 and 13 at pressures up to 12.5 kbar in the presence of garnet, clinopyroxene, plagioclase plus/minus quartz (plus/minus orthopyroxene in the presence of quartz and at lower pressures) in the absence of amphibole but it could not be explicitly indicated whether the tonalitic melts coexisting with an eclogitic residue and rutile at 20 kbar do belong to the Archean TTG suite. Basaltic melts were generated predominantly in the presence of granulite facies residues such as amphibole plus/minus garnet, plagioclase, orthopyroxene that lack quartz in all MAOC compositions at pressures up to 15 kbar. rnThe tonalitic melts generated in MAOC 11 and 13 indicate that thicker oceanic crust with more magnesium than that of a modern basalt is also a viable source for the generation of TTG-like melts and therefore continental crust in the Archean. The experimental results are related to different geologic settings as a function of pressure. The favoured setting for the generation of early TTG-like melts at 15 kbar is the base of an oceanic crust thicker than existing today or by melting of slabs in shallow subduction zones, both without interaction of tonalic melts with the mantle. Tonalitic melts at 20 kbar may have been generated below the plagioclase stability by slab melting in deeper subduction zones that have developed with time during the progressive cooling of the Earth, but it is unlikely that those melts reached lower pressure levels without further mantle interaction.rn

The Role of Monetary Policy in Pursuing Economic Activity in Selected Transition Countries

The process of transition has brought an urgent need to develop many new market-oriented institutions or in some cases to reconstruct existing ones. One of the most important institutions of western-type economies is a central bank. It fulfils several "public good" functions, the most important of which are the achievement of stable price levels and assuring the financial stability of the economy. Nevertheless, even in economies with a long-standing market tradition, the question of whether a central bank is able to stimulate economic activity or whether all its cyclical actions lead only to changes in price levels remains open. The main purpose of this analysis was to empirically prove or disprove the relation between monetary policy and economic activity in more advanced transition countries. Basing his findings on commonly used econometric methods (causality tests, VAR modelling and simulations, simultaneous equations models), Delakorda concludes that the relation between money and economic activity is a mutual one, as there are significant differences between different countries in the conduct of monetary policy and in the environment of central banks. It is the latter which determines the relation between money and economic activity.

Modelling of quantum dot solar cells for concentrator PV applications

An equivalent circuit model is applied in order to describe the operation characteristics of quantum dot intermediate band solar cells (QD-IBSCs), which accounts for the recombination paths of the intermediate band (IB) through conduction band (CB), the valence band (VB) through IB, and the VB-CB transition. In this work, fitting of the measured dark J-V curves for QD-IBSCs (QD region being non-doped or direct Si-doped to n-type) and a reference GaAs p-i-n solar cell (no QDs) were carried out using this model in order to extract the diode parameters. The simulation was then performed using the extracted diode parameters to evaluate solar cell characteristics under concentration. In the case of QDSC with Si-doped (hence partially-filled) QDs, a fast recovery of the open-circuit voltage (Voc) was observed in a range of low concentration due to the IB effect. Further, at around 100X concentration, Si-doped QDSC could outperform the reference GaAs p-i-n solar cell if the current source of IB current source were sixteen times to about 10mA/cm2 compared to our present cell.

Finite volume modelling of an icefield with subglacial lake

Momentum, mass and energy balance laws provide the tools for the study of the evolution of an icefield covering a subglacial lake. The ice is described as a non-Newtonian fluid with a power-law constitutive relationship with temperature- and stress-dependent viscosity (Glen?s law) [1]. The phase transition mechanisms at the air/ice and ice/water interfaces yield moving boundary formulations, and lake hydrodynamics requires equation reduction for treating the turbulence.

Modelling of landslides propagation with SPH : effects of rheology and pore water pressure

El estudio desarrollado en este trabajo de tesis se centra en la modelización numérica de la fase de propagación de los deslizamientos rápidos de ladera a través del método sin malla Smoothed Particle Hydrodynamics (SPH). Este método tiene la gran ventaja de permitir el análisis de problemas de grandes deformaciones evitando operaciones costosas de remallado como en el caso de métodos numéricos con mallas tal como el método de los Elementos Finitos. En esta tesis, particular atención viene dada al rol que la reología y la presión de poros desempeñan durante estos eventos. El modelo matemático utilizado se basa en la formulación de Biot-Zienkiewicz v - pw, que representa el comportamiento, expresado en términos de velocidad del esqueleto sólido y presiones de poros, de la mezcla de partículas sólidas en un medio saturado. Las ecuaciones que gobiernan el problema son: • la ecuación de balance de masa de la fase del fluido intersticial, • la ecuación de balance de momento de la fase del fluido intersticial y de la mezcla, • la ecuación constitutiva y • una ecuación cinemática. Debido a sus propiedades geométricas, los deslizamientos de ladera se caracterizan por tener una profundidad muy pequeña frente a su longitud y a su anchura, y, consecuentemente, el modelo matemático mencionado anteriormente se puede simplificar integrando en profundidad las ecuaciones, pasando de un modelo 3D a 2D, el cual presenta una combinación excelente de precisión, sencillez y costes computacionales. El modelo propuesto en este trabajo se diferencia de los modelos integrados en profundidad existentes por incorporar un ulterior modelo capaz de proveer información sobre la presión del fluido intersticial a cada paso computacional de la propagación del deslizamiento. En una manera muy eficaz, la evolución de los perfiles de la presión de poros está numéricamente resuelta a través de un esquema explicito de Diferencias Finitas a cada nodo SPH. Este nuevo enfoque es capaz de tener en cuenta la variación de presión de poros debida a cambios de altura, de consolidación vertical o de cambios en las tensiones totales. Con respecto al comportamiento constitutivo, uno de los problemas principales al modelizar numéricamente deslizamientos rápidos de ladera está en la dificultad de simular con la misma ley constitutiva o reológica la transición de la fase de iniciación, donde el material se comporta como un sólido, a la fase de propagación donde el material se comporta como un fluido. En este trabajo de tesis, se propone un nuevo modelo reológico basado en el modelo viscoplástico de Perzyna, pensando a la viscoplasticidad como a la llave para poder simular tanto la fase de iniciación como la de propagación con el mismo modelo constitutivo. Con el fin de validar el modelo matemático y numérico se reproducen tanto ejemplos de referencia con solución analítica como experimentos de laboratorio. Finalmente, el modelo se aplica a casos reales, con especial atención al caso del deslizamiento de 1966 en Aberfan, mostrando como los resultados obtenidos simulan con éxito estos tipos de riesgos naturales. The study developed in this thesis focuses on the modelling of landslides propagation with the Smoothed Particle Hydrodynamics (SPH) meshless method which has the great advantage of allowing to deal with large deformation problems by avoiding expensive remeshing operations as happens for mesh methods such as, for example, the Finite Element Method. In this thesis, special attention is given to the role played by rheology and pore water pressure during these natural hazards. The mathematical framework used is based on the v - pw Biot-Zienkiewicz formulation, which represents the behaviour, formulated in terms of soil skeleton velocity and pore water pressure, of the mixture of solid particles and pore water in a saturated media. The governing equations are: • the mass balance equation for the pore water phase, • the momentum balance equation for the pore water phase and the mixture, • the constitutive equation and • a kinematic equation. Landslides, due to their shape and geometrical properties, have small depths in comparison with their length or width, therefore, the mathematical model aforementioned can then be simplified by depth integrating the equations, switching from a 3D to a 2D model, which presents an excellent combination of accuracy, computational costs and simplicity. The proposed model differs from previous depth integrated models by including a sub-model able to provide information on pore water pressure profiles at each computational step of the landslide's propagation. In an effective way, the evolution of the pore water pressure profiles is numerically solved through a set of 1D Finite Differences explicit scheme at each SPH node. This new approach is able to take into account the variation of the pore water pressure due to changes of height, vertical consolidation or changes of total stress. Concerning the constitutive behaviour, one of the main issues when modelling fast landslides is the difficulty to simulate with the same constitutive or rheological model the transition from the triggering phase, where the landslide behaves like a solid, to the propagation phase, where the landslide behaves in a fluid-like manner. In this work thesis, a new rheological model is proposed, based on the Perzyna viscoplastic model, thinking of viscoplasticity as the key to close the gap between the triggering and the propagation phase. In order to validate the mathematical model and the numerical approach, benchmarks and laboratory experiments are reproduced and compared to analytical solutions when possible. Finally, applications to real cases are studied, with particular attention paid to the Aberfan flowslide of 1966, showing how the mathematical model accurately and successfully simulate these kind of natural hazards.