855 resultados para uncertain volatility


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Ecology and evolutionary biology is the study of life on this planet. One of the many methods applied to answering the great diversity of questions regarding the lives and characteristics of individual organisms, is the utilization of mathematical models. Such models are used in a wide variety of ways. Some help us to reason, functioning as aids to, or substitutes for, our own fallible logic, thus making argumentation and thinking clearer. Models which help our reasoning can lead to conceptual clarification; by expressing ideas in algebraic terms, the relationship between different concepts become clearer. Other mathematical models are used to better understand yet more complicated models, or to develop mathematical tools for their analysis. Though helping us to reason and being used as tools in the craftmanship of science, many models do not tell us much about the real biological phenomena we are, at least initially, interested in. The main reason for this is that any mathematical model is a simplification of the real world, reducing the complexity and variety of interactions and idiosynchracies of individual organisms. What such models can tell us, however, both is and has been very valuable throughout the history of ecology and evolution. Minimally, a model simplifying the complex world can tell us that in principle, the patterns produced in a model could also be produced in the real world. We can never know how different a simplified mathematical representation is from the real world, but the similarity models do strive for, gives us confidence that their results could apply. This thesis deals with a variety of different models, used for different purposes. One model deals with how one can measure and analyse invasions; the expanding phase of invasive species. Earlier analyses claims to have shown that such invasions can be a regulated phenomena, that higher invasion speeds at a given point in time will lead to a reduction in speed. Two simple mathematical models show that analysis on this particular measure of invasion speed need not be evidence of regulation. In the context of dispersal evolution, two models acting as proof-of-principle are presented. Parent-offspring conflict emerges when there are different evolutionary optima for adaptive behavior for parents and offspring. We show that the evolution of dispersal distances can entail such a conflict, and that under parental control of dispersal (as, for example, in higher plants) wider dispersal kernels are optimal. We also show that dispersal homeostasis can be optimal; in a setting where dispersal decisions (to leave or stay in a natal patch) are made, strategies that divide their seeds or eggs into fractions that disperse or not, as opposed to randomized for each seed, can prevail. We also present a model of the evolution of bet-hedging strategies; evolutionary adaptations that occur despite their fitness, on average, being lower than a competing strategy. Such strategies can win in the long run because they have a reduced variance in fitness coupled with a reduction in mean fitness, and fitness is of a multiplicative nature across generations, and therefore sensitive to variability. This model is used for conceptual clarification; by developing a population genetical model with uncertain fitness and expressing genotypic variance in fitness as a product between individual level variance and correlations between individuals of a genotype. We arrive at expressions that intuitively reflect two of the main categorizations of bet-hedging strategies; conservative vs diversifying and within- vs between-generation bet hedging. In addition, this model shows that these divisions in fact are false dichotomies.

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The Earth s climate is a highly dynamic and complex system in which atmospheric aerosols have been increasingly recognized to play a key role. Aerosol particles affect the climate through a multitude of processes, directly by absorbing and reflecting radiation and indirectly by changing the properties of clouds. Because of the complexity, quantification of the effects of aerosols continues to be a highly uncertain science. Better understanding of the effects of aerosols requires more information on aerosol chemistry. Before the determination of aerosol chemical composition by the various available analytical techniques, aerosol particles must be reliably sampled and prepared. Indeed, sampling is one of the most challenging steps in aerosol studies, since all available sampling techniques harbor drawbacks. In this study, novel methodologies were developed for sampling and determination of the chemical composition of atmospheric aerosols. In the particle-into-liquid sampler (PILS), aerosol particles grow in saturated water vapor with further impaction and dissolution in liquid water. Once in water, the aerosol sample can then be transported and analyzed by various off-line or on-line techniques. In this study, PILS was modified and the sampling procedure was optimized to obtain less altered aerosol samples with good time resolution. A combination of denuders with different coatings was tested to adsorb gas phase compounds before PILS. Mixtures of water with alcohols were introduced to increase the solubility of aerosols. Minimum sampling time required was determined by collecting samples off-line every hour and proceeding with liquid-liquid extraction (LLE) and analysis by gas chromatography-mass spectrometry (GC-MS). The laboriousness of LLE followed by GC-MS analysis next prompted an evaluation of solid-phase extraction (SPE) for the extraction of aldehydes and acids in aerosol samples. These two compound groups are thought to be key for aerosol growth. Octadecylsilica, hydrophilic-lipophilic balance (HLB), and mixed phase anion exchange (MAX) were tested as extraction materials. MAX proved to be efficient for acids, but no tested material offered sufficient adsorption for aldehydes. Thus, PILS samples were extracted only with MAX to guarantee good results for organic acids determined by liquid chromatography-mass spectrometry (HPLC-MS). On-line coupling of SPE with HPLC-MS is relatively easy, and here on-line coupling of PILS with HPLC-MS through the SPE trap produced some interesting data on relevant acids in atmospheric aerosol samples. A completely different approach to aerosol sampling, namely, differential mobility analyzer (DMA)-assisted filter sampling, was employed in this study to provide information about the size dependent chemical composition of aerosols and understanding of the processes driving aerosol growth from nano-size clusters to climatically relevant particles (>40 nm). The DMA was set to sample particles with diameters of 50, 40, and 30 nm and aerosols were collected on teflon or quartz fiber filters. To clarify the gas-phase contribution, zero gas-phase samples were collected by switching off the DMA every other 15 minutes. Gas-phase compounds were adsorbed equally well on both types of filter, and were found to contribute significantly to the total compound mass. Gas-phase adsorption is especially significant during the collection of nanometer-size aerosols and needs always to be taken into account. Other aims of this study were to determine the oxidation products of β-caryophyllene (the major sesquiterpene in boreal forest) in aerosol particles. Since reference compounds are needed for verification of the accuracy of analytical measurements, three oxidation products of β-caryophyllene were synthesized: β-caryophyllene aldehyde, β-nocaryophyllene aldehyde, and β-caryophyllinic acid. All three were identified for the first time in ambient aerosol samples, at relatively high concentrations, and their contribution to the aerosol mass (and probably growth) was concluded to be significant. Methodological and instrumental developments presented in this work enable fuller understanding of the processes behind biogenic aerosol formation and provide new tools for more precise determination of biosphere-atmosphere interactions.

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Tutkimuksessa vertailtiin metsän erirakenteisuutta edistävien poimintahakkuiden ja pienaukkohakkuiden kannattavuutta metsänhoitosuositusten mukaiseen metsänkasvatukseen Keski-Suomessa. Poimintahakkuut ja pienaukkohakkuut ovat menetelmiä, joilla voidaan lisätä luonnonmetsän häiriödynamiikan mukaista pienipiirteistä elinympäristöjen vaihtelua ja siksi ne sopivat etenkin erityiskohteisiin monimuotoisuuden, maiseman tai metsien monikäytön vuoksi. Ne johtavat yleensä vähitellen eri-ikäisrakenteiseen metsään, jossa puuston läpimittaluokkajakauma muistuttaa käänteistä J-kirjainta. Eri-ikäisrakenteisen metsänkäsittelyn taloudellista kannattavuutta puoltavat uudistumiskustannusten poisjäänti ja tukkipuihin painottuvat säännöllisin väliajoin toteutuvat hakkuut. Menetelmän soveltumista Suomen olosuhteisiin pidetään kuitenkin epävarmana. Tässä tutkimuksessa tarkasteltiin tasaikäisrakenteisen metsän muuttamista eri-ikäisrakenteiseksi 40 vuoden siirtymäaikana Metsähallituksen hallinnoimassa Isojäven ympäristöarvometsässä Kuhmoisissa. Tutkimusaineisto koostui 405 kuusivaltaisesta tasaikäisestä kuviosta, joiden pinta-alasta metsämaata on 636 hehtaaria. Metsän kehitystä simuloitiin puutason kasvumalleja käyttäen ja käsittelytoimenpiteet simuloitiin viisivuotiskausittain SIMO-metsäsuunnitteluohjelmistolla. Simulointien avulla selvitettiin jokaisen käsittelyskenaarion hakkuumäärät puutavaralajeittain, diskontatut kassavirrat ja puustopääoman muutos tarkasteluajanjakson aikana. Puunkorjuun yksikkökustannusten laskennan apuna käytettiin automatisoitua seurantajärjestelmää, jossa metsäkoneisiin asennettuilla matkapuhelimilla kerättiin MobiDoc2-sovelluksella metsäkoneiden käytöstä kiihtyvyystiedot, GPS-paikkatiedot ja syötetiedot. Lopulta jokaiselle käsittelyskenaariolle laskettiin metsän puuntuotannollista arvoa kuvaavalla tuottoarvon yhtälöllä nettonykyarvot, josta vähennettiin diskontatut puunkorjuun kustannukset. Tutkimuksen tulosten mukaan poimintahakkuun NPV oli 3 prosentin korkokannalla noin 91 % (7420 €/ha) ja pienaukkohakkuiden noin 99 % (8076 €/ha) metsänhoitosuositusten mukaisesta käsittelystä (8176 €/ha). Komparatiivinen statiikka osoitti, että korkokannan kasvattaminen 5 prosenttiin ei olennaisesti lisännyt nettonykyarvojen eroja. Poimintahakkuiden puunkorjuun yksikkökustannukset olivat 0,8 €/m3 harvennushakkuita pienemmät ja 7,2 €/m3 uudistushakkuita suuremmat. Pienaukkohakkuiden yksikkökustannukset olivat 0,7 €/m3 uudistushakkuita suuremmat.Tulosten perusteella on väistämätöntä että siirtymävaihe tasaikäisrakenteisesta eri-ikäisrakenteiseksi metsäksi aiheuttaa taloudellisia tappioita siitäkin huolimatta, että hakkuut ovat voimakkaita ja tehdään varttuneeseen kasvatusmetsään. Tappion määrä on metsän peitteisyyden ylläpidosta aiheutuva vaihtoehtoiskustannus.

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The modern subject is what we can call a self-subjecting individual. This is someone in whose inner reality has been implanted a more permanent governability, a governability that works inside the agent. Michel Foucault s genealogy of the modern subject is the history of its constitution by power practices. By a flight of imagination, suppose that this history is not an evolving social structure or cultural phenomenon, but one of those insects (moth) whose life cycle consists of three stages or moments: crawling larva, encapsulated pupa, and flying adult. Foucault s history of power-practices presents the same kind of miracle of total metamorphosis. The main forces in the general field of power can be apprehended through a generalisation of three rationalities functioning side-by-side in the plurality of different practices of power: domination, normalisation and the law. Domination is a force functioning by the rationality of reason of state: the state s essence is power, power is firm domination over people, and people are the state s resource by which the state s strength is measured. Normalisation is a force that takes hold on people from the inside of society: it imposes society s own reality its empirical verity as a norm on people through silently working jurisdictional operations that exclude pathological individuals too far from the average of the population as a whole. The law is a counterforce to both domination and normalisation. Accounting for elements of legal practice as omnihistorical is not possible without a view of the general field of power. Without this view, and only in terms of the operations and tactical manoeuvres of the practice of law, nothing of the kind can be seen: the only thing that practice manifests is constant change itself. However, the backdrop of law s tacit dimension that is, the power-relations between law, domination and normalisation allows one to see more. In the general field of power, the function of law is exactly to maintain the constant possibility of change. Whereas domination and normalisation would stabilise society, the law makes it move. The European individual has a reality as a problem. What is a problem? A problem is something that allows entry into the field of thought, said Foucault. To be a problem, it is necessary for certain number of factors to have made it uncertain, to have made it lose familiarity, or to have provoked a certain number of difficulties around it . Entering the field of thought through problematisations of the European individual human forms, power and knowledge one is able to glimpse the historical backgrounds of our present being. These were produced, and then again buried, in intersections between practices of power and games of truth. In the problem of the European individual one has suitable circumstances that bring to light forces that have passed through the individual through centuries.

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A Breakthrough of Welfare State. The inter-relationships of the civic movement, political transformation, and eroding of a hegemony based on small scale farming in the Finnish society in the late 1950's. The unusually rapid and powerful structural change; the non-parliamentary civic movements of 1956 - 1963; and the left majority in the Finnish parliament between 1958 - 1962 all took place as the Finnish welfare state started to develop. The aim of my research is to analyse the inter-relationships of these processes. The research describes the way the former semi self-sufficient, semi-proletarian and labour-intensive form of production - a simple and discriminatory system in itself - made it possible for the majority of the population to survive through hard work. For some it even provided a possibility to prosper. The waning vitality of semi self-sufficiency and small scale agriculture triggered a political ferment and started a period of searching for something new. The process was so intense that it broke up most of the parties and tore down the old consensus that was based on the power of economic and political elite. The most crucial battle of the great transformation was waged over the nature of the state: Should we build a welfare state and construct social security systems, or should we revert to the old night watchman state and, for example, cancel the modest forms of redistribution of income carried out in the 1950's? The people joining the civic movements were either cottagers of the impoverishing countryside or, quite often, people who had come from the countryside and thus had grown up under conditions of some form of solidarity that included taking care of one's own family. The Finnish social insurance developed in the midst of a change in the structure of production of the society, and it became a compromise to satisfy the needs of both the waning society of small scale agriculture and the rising proletarian society based on wage labour. The hodgepodge of political schemes and use of power became a battle between different notions of the economy and the state; the distribution of national income; and the position of Finland in the international context. This battle created a shape of an interregnum - a period of transformation including two notions of society, two alternative paths for the future and the logic of a correctional move. The transformation of Finland from a poor developing country into a prosperous society has been praised as a success story. In 1956 - 1959, when the old form of governance based on the interests of small scale agriculture and wood processing industry was in decay, and when the future seemed uncertain, the projects to reduce social benefits and efforts to distribute national income even more unequally than before led to a powerful counter-movement by citizens and started an hegemonic change and a equal socia development.

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The effect of uncertainties on performance predictions of a helicopter is studied in this article. The aeroelastic parameters such as the air density, blade profile drag coefficient, main rotor angular velocity, main rotor radius, and blade chord are considered as uncertain variables. The propagation of these uncertainties in the performance parameters such as thrust coefficient, figure of merit, induced velocity, and power required are studied using Monte Carlo simulation and the first-order reliability method. The Rankine-Froude momentum theory is used for performance prediction in hover, axial climb, and forward flight. The propagation of uncertainty causes large deviations from the baseline deterministic predictions, which undoubtedly affect both the achievable performance and the safety of the helicopter. The numerical results in this article provide useful bounds on helicopter power requirements.

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We address risk minimizing option pricing in a regime switching market where the floating interest rate depends on a finite state Markov process. The growth rate and the volatility of the stock also depend on the Markov process. Using the minimal martingale measure, we show that the locally risk minimizing prices for certain exotic options satisfy a system of Black-Scholes partial differential equations with appropriate boundary conditions. We find the corresponding hedging strategies and the residual risk. We develop suitable numerical methods to compute option prices.

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Payment systems all over the world have grown into a complicated web of solutions. This is more challenging in the case of mobile based payment systems. Mobile based payment systems are many and consist of different technologies providing different services. The diffusion of these various technologies in a market is uncertain. Diffusion theorists, for example Rogers, and Davis suggest how innovation is accepted in markets. In the case of electronic payment systems, the tale of Mondex vs Octopus throws interesting insights on diffusion. Our paper attempts to understand the success potential of various mobile payment technologies. We illustrate what we describe as technology breadth in mobile payment systems using data from payment systems all over the world (n=62). Our data shows an unexpected superiority of SMS technology, over other technologies like NFC, WAP and others. We also used a Delphi based survey (n=5) with experts to address the possibility that SMS will gain superiority in market diffusion. The economic conditions of a country, particularly in developing countries, the services availed and characteristics of the user (for example number of un-banked users in large populated countries) may put SMS in the forefront. This may be true more for micro payments using the mobile.

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The effect of uncertainty in composite material properties on the aeroelastic response, vibratory loads, and stability of a hingeless helicopter rotor is investigated. The uncertainty impact on rotating natural frequencies of the blade is studied with Monte Carlo simulations and first-order reliability methods. The stochastic aeroelastic analyses in hover and forward flight are carried out with Monte Carlo simulations. The flap, lag, and torsion responses show considerable scatter from their baseline values, and the uncertainty impact varies with the azimuth angle. Furthermore, the blade response shows finite probability of resonance-type conditions caused by modal frequencies approaching multiples of the rotor speed. The 4/rev vibratory forces show large deviations from their baseline values. The lag mode damping shows considerable scatter due to uncertain material properties with an almost 40% probability of instability in hover.

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Recently there is an increasing demand and extensive research on high density memories, in particular to the ferroelectric random access memory composed of 1T/1C (1 transistor/1 capacitor) or 2T/2C. FRAM's exhibit fast random acess in read/write mode, non - volatility and low power for good performance. An integration of the ferroelectric on Si is the key importance and in this regard, there had been various models proposed like MFS, MFIS, MFMIS structure etc., Choosing the proper insulator is very essential for the better performance of the device and to exhibit excellent electrical characteristics. ZrTiO4 is a potential candidate because of its excellent thermal stability and lattice match on the Si substrate. SrBi2Ta2O9 and ZrTiO4 thin films were prepared on p - type Si substrate by pulsed excimer laser ablation technique. Optimization of both ZT and SBT thin films in MFS and MFIS structure had been done based on the annealing, oxygen partial pressures and substrate temperatures to have proper texture of the thin films. The dc leakage current, P - E hysteresis, capacitance - voltage and conductance - voltage measurement were carried out. The effect of the frequency dependence on MFIS structure was observed in the C – V curve. It displays a transition of C - V curve from high frequency to low frequency curve on subjection to varied frequencies. Density of interface states has been calculated using Terman and high - low frequency C - V curve. The effect of memory window in the C - V hysteresis were analysed in terms of film thickness and annealing temperatures. DC conduction mechanism were analysed in terms of poole - frenkel, Schottky and space charge limited conduction separately on MFS, MIS structure.

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Recently there is an increasing demand and extensive research on high density memories, in particular to the ferroelectric random access memory composed of 1T/1C (1 transistor/1 capacitor) or 2T/2C. FRAM's exhibit fast random acess in read/write mode, non - volatility and low power for good performance. An integration of the ferroelectric on Si is the key importance and in this regard, there had been various models proposed like MFS, MFIS, MFMIS structure etc., Choosing the proper insulator is very essential for the better performance of the device and to exhibit excellent electrical characteristics. ZrTiO4 is a potential candidate because of its excellent thermal stability and lattice match on the Si substrate. SrBi2Ta2O9 and ZrTiO4 thin films were prepared on p - type Si substrate by pulsed excimer laser ablation technique. Optimization of both ZT and SBT thin films in MFS and MFIS structure had been done based on the annealing, oxygen partial pressures and substrate temperatures to have proper texture of the thin films. The dc leakage current, P - E hysteresis, capacitance - voltage and conductance - voltage measurement were carried out. The effect of the frequency dependence on MFIS structure was observed in the C – V curve. It displays a transition of C - V curve from high frequency to low frequency curve on subjection to varied frequencies. Density of interface states has been calculated using Terman and high - low frequency C - V curve. The effect of memory window in the C - V hysteresis were analysed in terms of film thickness and annealing temperatures. DC conduction mechanism were analysed in terms of poole - frenkel, Schottky and space charge limited conduction separately on MFS, MIS structure.

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In each stage of product development, we need to take decisions, by evaluating multiple product alternatives based on multiple criteria. Classical evaluation methods like weighted objectives method assumes certainty about information available during product development. However, designers often must evaluate under uncertainty. Often the likely performance, cost or environmental impacts of a product proposal could be estimated only with certain confidence, which may vary from one proposal to another. In such situations, the classical approaches to evaluation can give misleading results. There is a need for a method that can aid in decision making by supporting quantitative comparison of alternatives to identify the most promising alternative, under uncertain information about the alternatives. A method called confidence weighted objectives method is developed to compare the whole life cycle of product proposals using multiple evaluation criteria under various levels of uncertainty with non crisp values. It estimates the overall worth of proposal and confidence on the estimate, enabling deferment of decision making when decisions cannot be made using current information available.

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Several studies on molecular profiling of oligodendrogliomas (OGs) in adults have shown a distinctive genetic pattern characterized by combined deletions of chromosome arms 1 p and 19q, O6-methylguanine-methyltransferase (MGMT) methylation, and isocitrate dehydrogenase 1 (IDH1) mutation, which have potential diagnostic, prognostic, and even therapeutic relevance. OGs in pediatric and young adult patients are rare and have been poorly characterized on a molecular and biological basis, and it remains uncertain whether markers with prognostic significance in adults also have predictive value in these patients. Fourteen cases of OGs in young patients (age, <= 25 years) who received a diagnosis over 7 years were selected (7 pediatric patients age <= 18 years and 7 young adults aged 19-25 years). The cases were evaluated for 1p/19q status, MGMT promoter methylation, p53 mutation, and IDH1 mutation. None of the pediatric cases showed 1p/19q deletion. In young adults, combined 1p/19q loss was observed in 57% and isolated 1p loss in 14% of cases. The majority of cases in both subgroups (71% in each) harbored MGMT gene promoter methylation. TP53 and IDH1 mutations were not seen in any of the cases in both the groups. To our knowledge, this is the first study to show that molecular profile of OGs in pediatric and young adult patients is distinct. Further large-scale studies are required to identify additional clinically relevant genetic alterations in this group of patients.

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The effect of structural and aerodynamic uncertainties on the performance predictions of a helicopter is investigated. An aerodynamic model based on blade element and momentum theory is used to predict the helicopter performance. The aeroelastic parameters, such as blade chord, rotor radius, two-dimensional lift-curve slope, blade profile drag coefficient, rotor angular velocity, blade pitch angle, and blade twist rate per radius of the rotor, are considered as random variables. The propagation of these uncertainties to the performance parameters, such as thrust coefficient and power coefficient, are studied using Monte Carlo Simulations. The simulations are performed with 100,000 samples of structural and aerodynamic uncertain variables with a coefficient of variation ranging from 1 to 5%. The scatter in power predictions in hover, axial climb, and forward flight for the untwisted and linearly twisted blades is studied. It is found that about 20-25% excess power can be required by the helicopter relative to the determination predictions due to uncertainties.

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Ultrasonic degradation of commercially important polymers, styrene-butadiene (SBR) rubber, acrylonitrile-butadiene (NBR) rubber, styrene-acrylonitrile (SAN), polybutadiene rubber and polystyrene were investigated. The molecular weight distributions were measured using gel permeation chromatography (GPC). A model based on continuous distribution kinetics approach was used to study the time evolution of molecular weight distribution for these polymers during degradation. The effect of solvent properties and ultrasound intensity on the degradation of SBR rubber was investigated using different pure solvents and mixed solvents of varying volatility and different ultrasonic intensities. (C) 2011 Elsevier B.V. All rights reserved.