983 resultados para modeling implied volatility
Resumo:
One of existing strategies to engineer active antibody is to link VH and VL domains via a linker peptide. How the composition, length, and conformation of the linker affect antibody activity, however, remains poorly understood. In this study, a dual approach that coordinates molecule modeling, biological measurements, and affinity evaluation was developed to quantify the binding activity of a novel stable miniaturized anti-CD20 antibody or singlechain fragment variable (scFv) with a linker peptide. Upon computer-guided homology modeling, distance geometry analysis, and molecular superimposition and optimization, three new linker peptides PT1, PT2, and PT3 with respective 7, 10, and 15 residues were proposed and three engineered antibodies were then constructed by linking the cloned VH and VL domains and fusing to a derivative of human IgG1. The binding stability and activity of scFv-Fc chimera to CD20 antigen was quantified using a micropipette adhesion frequency assay and a Scatchard analysis. Our data indicated that the binding affinity was similar for the chimera with PT2 or PT3 and ~24-fold higher than that for the chimera with PT1, supporting theoretical predictions in molecular modeling. These results further the understanding in the impact of linker peptide on antibody structure and activity.
Resumo:
Unlike most previous studies on the transverse vortex-induced vibration(VIV) of a cylinder mainly under the wallfree condition (Williamson & Govardhan,2004),this paper experimentally investigates the vortex-induced vibration of a cylinder with two degrees of freedom near a rigid wall exposed to steady flow.The amplitude and frequency responses of the cylinder are discussed.The lee wake flow patterns of the cylinder undergoing VIV were visualized by employing the hydrogen bubble technique.The effects of the gap-to-diameter ratio (e0/D) and the mass ratio on the vibration amplitude and frequency are analyzed.Comparisons of VIV response of the cylinder are made between one degree (only transverse) and two degrees of freedom (streamwise and transverse) and those between the present study and previous ones.The experimental observation indicates that there are two types of streamwise vibration,i.e.the first streamwise vibration (FSV) with small amplitude and the second streamwise vibration (SSV) which coexists with transverse vibration.The vortex shedding pattem for the FSV is approximately symmetric and that for the SSV is alternate.The first streamwise vibration tends to disappear with the decrease of e0/D.For the case of large gap-to-diameter ratios (e.g.e0/D = 0.54~1.58),the maximum amplitudes of the second streamwise vibration and transverse one increase with the increasing gapto-diameter ratio.But for the case of small gap-to-diameter ratios (e.g.e0/D = 0.16,0.23),the vibration amplitude of the cylinder increases slowly at the initial stage (i.e.at small reduced velocity V,),and across the maximum amplitude it decreases quickly at the last stage (i.e.at large Vr).Within the range ofthe examined small mass ratio (m<4),both streamwise and transverse vibration amplitude of the cylinder decrease with the increase of mass ratio for the fixed value of V,.The vibration range (in terms of Vr ) tends to widen with the decrease of the mass ratio.In the second streamwise vibration region,the vibration frequency of the cylinder with a small mass ratio (e.g.mx = 1.44) undergoes a jump at a certain Vr,.The maximum amplitudes of the transverse vibration for two-degree-of-freedom case is larger than that for one-degree-of-freedom case,but the transverse vibration frequency of the cylinder with two degrees of freedom is lower than that with one degree of freedom (transverse).
Resumo:
Internal waves are an important factor in the design of drill operations and production in deep water, because the waves have very large amplitude and may induce large horizontal velocity. How the internal waves occur and propagate over benthal terrain is of great concern for ocean engineers. In the present paper, we have formulated a mathematical model of internal wave propagation in a two-layer deep water, which involves the effects of friction, dissipation and shoaling, and is capable of manifesting the variation of the amplitude and the velocity pattern. After calibration by field data measured at the Continental Slope in the Northern South China Sea, we have applied the model to the South China Sea, investigating the westward propagation of internal waves from the Luzon Strait, where internal waves originate due to the interaction of benthal ridge and tides. We find that the internal wave induced velocity profile is obviously characterized by the opposite flow below and above the pycnocline, which results in a strong shear, threatening safety of ocean structures, such as mooring system of oil platform, risers, etc. When internal waves propagate westwards, the amplitude attenuates due to the effects of friction and dissipation. The preliminary results show that the amplitude is likely to become half of its initial value at Luzon Strait when the internal waves propagate about 400 kilometers westwards.
Resumo:
The prediction and estimate of water and soil loss is fundamental important for understanding the effect of the spatial heterogeneity of underlying surfaces and preventing ecological environment deterioration. In this paper, a dynamic model of runoff and sediment yield in small watersheds is established. The proposed model includes three components: runoff generation caused by rainfall, soil erosion on hillslopes by overland flow, and runoff concentration and sediment transport on watersheds. Applying the proposed model, the runoff and sediment yield processes in a typical catchment on the loess plateau was estimated, which exhibited a good agreement between predicted results and observation.
Resumo:
Development pressure throughout the coastal areas of the United States continues to build, particularly in the southeast (Allen and Lu 2003, Crossett et al. 2004). It is well known that development alters watershed hydrology: as land becomes covered with surfaces impervious to rain, water is redirected from groundwater recharge and evapotranspiration to stormwater runoff, and as the area of impervious cover increases, so does the volume and rate of runoff (Schueler 1994, Corbett et al. 1997). Pollutants accumulate on impervious surfaces, and the increased runoff with urbanization is a leading cause of nonpoint source pollution (USEPA 2002). Sediment, chemicals, bacteria, viruses, and other pollutants are carried into receiving water bodies, resulting in degraded water quality (Holland et al. 2004, Sanger et al. 2008). (PDF contains 5 pages)
Resumo:
Using neuromorphic analog VLSI techniques for modeling large neural systems has several advantages over software techniques. By designing massively-parallel analog circuit arrays which are ubiquitous in neural systems, analog VLSI models are extremely fast, particularly when local interactions are important in the computation. While analog VLSI circuits are not as flexible as software methods, the constraints posed by this approach are often very similar to the constraints faced by biological systems. As a result, these constraints can offer many insights into the solutions found by evolution. This dissertation describes a hardware modeling effort to mimic the primate oculomotor system which requires both fast sensory processing and fast motor control. A one-dimensional hardware model of the primate eye has been built which simulates the physical dynamics of the biological system. It is driven by analog VLSI circuits mimicking brainstem and cortical circuits that control eye movements. In this framework, a visually-triggered saccadic system is demonstrated which generates averaging saccades. In addition, an auditory localization system, based on the neural circuits of the barn owl, is used to trigger saccades to acoustic targets in parallel with visual targets. Two different types of learning are also demonstrated on the saccadic system using floating-gate technology allowing the non-volatile storage of analog parameters directly on the chip. Finally, a model of visual attention is used to select and track moving targets against textured backgrounds, driving both saccadic and smooth pursuit eye movements to maintain the image of the target in the center of the field of view. This system represents one of the few efforts in this field to integrate both neuromorphic sensory processing and motor control in a closed-loop fashion.
Resumo:
This panel will discuss the research being conducted, and the models being used in three current coastal EPA studies being conducted on ecosystem services in Tampa Bay, the Chesapeake Bay and the Coastal Carolinas. These studies are intended to provide a broader and more comprehensive approach to policy and decision-making affecting coastal ecosystems as well as provide an account of valued services that have heretofore been largely unrecognized. Interim research products, including updated and integrated spatial data, models and model frameworks, and interactive decision support systems will be demonstrated to engage potential users and to elicit feedback. It is anticipated that the near-term impact of the projects will be to increase the awareness by coastal communities and coastal managers of the implications of their actions and to foster partnerships for ecosystem services research and applications. (PDF contains 4 pages)
Resumo:
Shellfish bed closures along the North Carolina coast have increased over the years seemingly concurrent with increases in population (Mallin 2000). More and faster flowing storm water has come to mean more bacteria, and fecal indicator bacterial (FIB) standards for shellfish harvesting are often exceeded when no source of contamination is readily apparent (Kator and Rhodes, 1994). Could management reduce bacterial loads if the source of the bacteria where known? Several potentially useful methods for differentiating human versus animal pollution sources have emerged including Ribotyping and Multiple Antibiotic Resistance (MAR) (US EPA, 2005). Total Maximum Daily Load (TMDL) studies on bacterial sources have been conducted for streams in NC mountain and Piedmont areas (U.S. EPA, 1991 and 2005) and are likely to be mandated for coastal waters. TMDL analysis estimates allowable pollutant loads and allocates them to known sources so management actions may be taken to restore water to its intended uses (U.S. EPA, 1991 and 2005). This project sought first to quantify and compare fecal contamination levels for three different types of land use on the coast, and second, to apply MAR and ribotyping techniques and assess their effectiveness for indentifying bacterial sources. Third, results from these studies would be applied to one watershed to develop a case study coastal TMDL. All three watershed study areas are within Carteret County, North Carolina. Jumping Run Creek and Pettiford Creek are within the White Oak River Basin management unit whereas the South River falls within the Neuse River Basin. Jumping Run Creek watershed encompasses approximately 320 ha. Its watershed was a dense, coastal pocosin on sandy, relic dune ridges, but current land uses are primarily medium density residential. Pettiford Creek is in the Croatan National Forest, is 1133 ha. and is basically undeveloped. The third study area is on Open Grounds Farm in the South River watershed. Half of the 630 ha. watershed is under cultivation with most under active water control (flashboard risers). The remaining portion is forested silviculture.(PDF contains 4 pages)
Resumo:
The geology and structure of two crustal scale shear zones were studied to understand the partitioning of strain within intracontinental orogenic belts. Movement histories and regional tectonic implications are deduced from observational data. The two widely separated study areas bear the imprint of intense Late Mesozoic through Middle Cenozoic tectonic activity. A regional transition from Late Cretaceous-Early Tertiary plutonism, metamorphism, and shortening strain to Middle Tertiary extension and magmatism is preserved in each area, with contrasting environments and mechanisms. Compressional phases of this tectonic history are better displayed in the Rand Mountains, whereas younger extensional structures dominate rock fabrics in the Magdalena area.
In the northwestern Mojave desert, the Rand Thrust Complex reveals a stack of four distinctive tectonic plates offset along the Garlock Fault. The lowermost plate, Rand Schist, is composed of greenschist facies metagraywacke, metachert, and metabasalt. Rand Schist is structurally overlain by Johannesburg Gneiss (= garnet-amphibolite grade orthogneisses, marbles and quartzites), which in turn is overlain by a Late Cretaceous hornblende-biotite granodiorite. Biotite granite forms the fourth and highest plate. Initial assembly of the tectonic stack involved a Late Cretaceous? south or southwest vergent overthrusting event in which Johannesburg Gneiss was imbricated and attenuated between Rand Schist and hornblende-biotite granodiorite. Thrusting postdated metamorphism and deformation of the lower two plates in separate environments. A post-kinematic stock, the Late Cretaceous Randsburg Granodiorite, intrudes deep levels of the complex and contains xenoliths of both Rand Schist and mylonitized Johannesburg? gneiss. Minimum shortening implied by the map patterns is 20 kilometers.
Some low angle faults of the Rand Thrust Complex formed or were reactivated between Late Cretaceous and Early Miocene time. South-southwest directed mylonites derived from Johannesburg Gneiss are commonly overprinted by less penetrative north-northeast vergent structures. Available kinematic information at shallower structural levels indicates that late disturbance(s) culminated in northward transport of the uppermost plate. Persistence of brittle fabrics along certain structural horizons suggests a possible association of late movement(s) with regionally known detachment faults. The four plates were juxtaposed and significant intraplate movements had ceased prior to Early Miocene emplacement of rhyolite porphyry dikes.
In the Magdalena region of north central Sonora, components of a pre-Middle Cretaceous stratigraphy are used as strain markers in tracking the evolution of a long lived orogenic belt. Important elements of the tectonic history include: (1) Compression during the Late Cretaceous and Early Tertiary, accompanied by plutonism, metamorphism, and ductile strain at depth, and thrust driven? syntectonic sedimentation at the surface. (2) Middle Tertiary transition to crustal extension, initially recorded by intrusion of leucogranites, inflation of the previously shortened middle and upper crustal section, and surface volcanism. (3) Gravity induced development of a normal sense ductile shear zone at mid crustal levels, with eventual detachment and southwestward displacement of the upper crustal stratigraphy by Early Miocene time.
Elucidation of the metamorphic core complex evolution just described was facilitated by fortuitous preservation of a unique assemblage of rocks and structures. The "type" stratigraphy utilized for regional correlation and strain analysis includes a Jurassic volcanic arc assemblage overlain by an Upper Jurassic-Lower Cretaceous quartz pebble conglomerate, in turn overlain by marine strata with fossiliferous Aptian-Albian limestones. The Jurassic strata, comprised of (a) rhyolite porphyries interstratified with quartz arenites, (b) rhyolite cobble conglomerate, and (c) intrusive granite porphyries, are known to rest on Precambrian basement north and east of the study area. The quartz pebble conglomerate is correlated with the Glance Conglomerate of southeastern Arizona and northeastern Sonora. The marine sequence represents part of an isolated arm? of the Bisbee Basin.
Crosscutting structural relationships between the pre-Middle Cretaceous supracrustal section, younger plutons, and deformational fabrics allow the tectonic sequence to be determined. Earliest phases of a Late Cretaceous-Early Tertiary orogeny are marked by emplacement of the 78 ± 3 Ma Guacomea Granodiorite (U/Pb zircon, Anderson et al., 1980) as a sill into deep levels of the layered Jurassic series. Subsequent regional metamorphism and ductile strain is recorded by a penetrative schistosity and lineation, and east-west trending folds. These fabrics are intruded by post-kinematic Early Tertiary? two mica granites. At shallower crustal levels, the orogeny is represented by north directed thrust faulting, formation of a large intermontane basin, and development of a pronounced unconformity. A second important phase of ductile strain followed Middle Tertiary? emplacement of leucogranites as sills and northwest trending dikes into intermediate levels of the deformed section (surficial volcanism was also active during this transitional period to regional extension). Gravitational instabilities resulting from crustal swelling via intrusion and thermal expansion led to development of a ductile shear zone within the stratigraphic horizon occupied by a laterally extensive leucogranite sill. With continued extension, upper crustal brittle normal faults (detachment faults) enhanced the uplift and tectonic denudation of this mylonite zone, ultimately resulting in southwestward displacement of the upper crustal stratigraphy.
Strains associated with the two ductile deformation events have been successfully partitioned through a multifaceted analysis. R_f/Ø measurements on various markers from the "type" stratigraphy allow a gradient representing cumulative strain since Middle Cretaceous time to be determined. From this gradient, noncoaxial strains accrued since emplacement of the leucogranites may be removed. Irrotational components of the postleucogranite strain are measured from quartz grain shapes in deformed granites; rotational components (shear strains) are determined from S-C fabrics and from restoration of rotated dike and vein networks. Structural observations and strain data are compatable with a deformation path of: (1) coaxial strain (pure shear?), followed by (2) injection of leucogranites as dikes (perpendicular to the minimum principle stress) and sills (parallel to the minimum principle stress), then (3) southwest directed simple shear. Modeling the late strain gradient as a simple shear zone permits a minimum displacement of 10 kilometers on the Magdalena mylonite zone/detachment fault system. Removal of the Middle Tertiary noncoaxial strains yields a residual (or pre-existing) strain gradient representative of the Late Cretaceous-Early Tertiary deformation. Several partially destrained cross sections, restored to the time of leucogranite emplacement, illustrate the idea that the upper plate of the core complex bas been detached from a region of significant topographic relief. 50% to 100% bulk extension across a 50 kilometer wide corridor is demonstrated.
Late Cenozoic tectonics of the Magdalena region are dominated by Basin and Range style faulting. Northeast and north-northwest trending high angle normal faults have interacted to extend the crust in an east-west direction. Net extension for this period is minor (10% to 15%) in comparison to the Middle Tertiary detachment related extensional episode.
Resumo:
For damaging response, the force-displacement relationship of a structure is highly nonlinear and history-dependent. For satisfactory analysis of such behavior, it is important to be able to characterize and to model the phenomenon of hysteresis accurately. A number of models have been proposed for response studies of hysteretic structures, some of which are examined in detail in this thesis. There are two popular classes of models used in the analysis of curvilinear hysteretic systems. The first is of the distributed element or assemblage type, which models the physical behavior of the system by using well-known building blocks. The second class of models is of the differential equation type, which is based on the introduction of an extra variable to describe the history dependence of the system.
Owing to their mathematical simplicity, the latter models have been used extensively for various applications in structural dynamics, most notably in the estimation of the response statistics of hysteretic systems subjected to stochastic excitation. But the fundamental characteristics of these models are still not clearly understood. A response analysis of systems using both the Distributed Element model and the differential equation model when subjected to a variety of quasi-static and dynamic loading conditions leads to the following conclusion: Caution must be exercised when employing the models belonging to the second class in structural response studies as they can produce misleading results.
The Massing's hypothesis, originally proposed for steady-state loading, can be extended to general transient loading as well, leading to considerable simplification in the analysis of the Distributed Element models. A simple, nonparametric identification technique is also outlined, by means of which an optimal model representation involving one additional state variable is determined for hysteretic systems.