882 resultados para Interest-rate swap


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Motivated by a problem from fluid mechanics, we consider a generalization of the standard curve shortening flow problem for a closed embedded plane curve such that the area enclosed by the curve is forced to decrease at a prescribed rate. Using formal asymptotic and numerical techniques, we derive possible extinction shapes as the curve contracts to a point, dependent on the rate of decreasing area; we find there is a wider class of extinction shapes than for standard curve shortening, for which initially simple closed curves are always asymptotically circular. We also provide numerical evidence that self-intersection is possible for non-convex initial conditions, distinguishing between pinch-off and coalescence of the curve interior.

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Kinetic studies of macromolecular ligand-ligate interaction have generated ample interest since the advent of plasmon resonance based instruments like BIAcore. Most of the studies reported in literature assume a simple 1 : 1 Langmuir binding and complete reversibility of the system. However we observed that in a high affinity antigen-antibody system [human chorionic gonadotropin-monoclonal antibody (hCG-mAb)] dissociation is insignificant and the sensogram data cannot be used to measure the equilibrium and kinetic parameters. At low concentrations of mAb the complete sensogram could be fitted to a single exponential. Interestingly we found that at higher mAb concentrations, the binding data did not conform to a simple bimolecular model. Instead, the data fitted a two-step model, which may be because of surface heterogeneity of affinity sites. In this paper, we report on the global fit of the sensograms. We have developed a method by which a single two-minute sensogram can be used in high affinity systems to measure the association rate constant of the reaction and the functional capacity of the ligand (hCG) immobilized on the chip. We provide a rational explanation for the discrepancies generally observed in most of the BIAcore sensograms

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Dispersal is a highly important life history trait. In fragmented landscapes the long-term persistence of populations depends on dispersal. Evolution of dispersal is affected by costs and benefits and these may differ between different landscapes. This results in differences in the strength and direction of natural selection on dispersal in fragmented landscapes. Dispersal has been shown to be a nonrandom process that is associated with traits such as flight ability in insects. This thesis examines genetic and physiological traits affecting dispersal in the Glanville fritillary butterfly (Melitaea cinxia). Flight metabolic rate is a repeatable trait representing flight ability. Unlike in many vertebrates, resting metabolic rate cannot be used as a surrogate of maximum metabolic rate as no strong correlation between the two was found in the Glanville fritillary. Resting and flight metabolic rate are affected by environmental variables, most notably temperature. However, only flight metabolic rate has a strong genetic component. Molecular variation in the much-studied candidate locus phosphoglucose isomerase (Pgi), which encodes the glycolytic enzyme PGI, has an effect on carbohydrate metabolism in flight. This effect is temperature dependent: in low to moderate temperatures individuals with the heterozygous genotype at the single nucleotide polymorphism (SNP) AA111 have higher flight metabolic rate than the common homozygous genotype. At high temperatures the situation is reversed. This finding suggests that variation in enzyme properties is indeed translated to organismal performance. High-resolution data on individual female Glanville fritillaries moving freely in the field were recorded using harmonic radar. There was a strong positive correlation between flight metabolic rate and dispersal rate. Flight metabolic rate explained one third of the observed variation in the one-hour movement distance. A fine-scaled analysis of mobility showed that mobility peaked at intermediate ambient temperatures but the two common Pgi genotypes differed in their reaction norms to temperature. As with flight metabolic rate, heterozygotes at SNP AA111 were the most active genotype in low to moderate temperatures. The results show that molecular variation is associated with variation in dispersal rate through the link of flight physiology under the influence of environmental conditions. The evolutionary pressures for dispersal differ between males and females. The effect of flight metabolic rate on dispersal was examined in both sexes in field and laboratory conditions. The relationship between flight metabolic rate and dispersal rate in the field and flight duration in the laboratory were found to differ between the two sexes. In females the relationship was positive, but in males the longest distances and flight durations were recorded for individuals with low flight metabolic rate. These findings may reflect male investment in mate locating. Instead of dispersing, males with high flight metabolic rate may establish territories and follow a perching strategy when locating females and hence move less on the landscape level. Males with low metabolic rate may be forced to disperse due to low competitive success or may show adaptations to an alternative strategy: patrolling. In the light of life history trade-offs and the rate of living theory having high metabolic rate may carry a cost in the form of shortened lifespan. Experiments relating flight metabolic rate to longevity showed a clear correlation in the opposite direction: high flight metabolic rate was associated with long lifespan. This suggests that individuals with high metabolic rate do not pay an extra physiological cost for their high flight capacity, rather there are positive correlations between different measures of fitness. These results highlight the importance of condition.

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In this paper, we present the design and characterization of a vibratory yaw rate MEMS sensor that uses in-plane motion for both actuation and sensing. The design criterion for the rate sensor is based on a high sensitivity and low bandwidth. The required sensitivity of the yawrate sensor is attained by using the inplane motion in which the dominant damping mechanism is the fluid loss due to slide film damping i.e. two-three orders of magnitude less than the squeeze-film damping in other rate sensors with out-of-plane motion. The low bandwidth is achieved by matching the drive and the sense mode frequencies. Based on these factors, the yaw rate sensor is designed and finally realized using surface micromachining. The inplane motion of the sensor is experimentally characterized to determine the sense and the drive mode frequencies, and corresponding damping ratios. It is found that the experimental results match well with the numerical and the analytical models with less than 5% error in frequencies measurements. The measured quality factor of the sensor is approximately 467, which is two orders of magnitude higher than that for a similar rate sensor with out-of-plane sense direction.

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Mutation and recombination are the fundamental processes leading to genetic variation in natural populations. This variation forms the raw material for evolution through natural selection and drift. Therefore, studying mutation rates may reveal information about evolutionary histories as well as phylogenetic interrelationships of organisms. In this thesis two molecular tools, DNA barcoding and the molecular clock were examined. In the first part, the efficiency of mutations to delineate closely related species was tested and the implications for conservation practices were assessed. The second part investigated the proposition that a constant mutation rate exists within invertebrates, in form of a metabolic-rate dependent molecular clock, which can be applied to accurately date speciation events. DNA barcoding aspires to be an efficient technique to not only distinguish between species but also reveal population-level variation solely relying on mutations found on a short stretch of a single gene. In this thesis barcoding was applied to discriminate between Hylochares populations from Russian Karelia and new Hylochares findings from the greater Helsinki region in Finland. Although barcoding failed to delineate the two reproductively isolated groups, their distinct morphological features and differing life-history traits led to their classification as two closely related, although separate species. The lack of genetic differentiation appears to be due to a recent divergence event not yet reflected in the beetles molecular make-up. Thus, the Russian Hylochares was described as a new species. The Finnish species, previously considered as locally extinct, was recognized as endangered. Even if, due to their identical genetic make-up, the populations had been regarded as conspecific, conservation strategies based on prior knowledge from Russia would not have guaranteed the survival of the Finnish beetle. Therefore, new conservation actions based on detailed studies of the biology and life-history of the Finnish Hylochares were conducted to protect this endemic rarity in Finland. The idea behind the strict molecular clock is that mutation rates are constant over evolutionary time and may thus be used to infer species divergence dates. However, one of the most recent theories argues that a strict clock does not tick per unit of time but that it has a constant substitution rate per unit of mass-specific metabolic energy. Therefore, according to this hypothesis, molecular clocks have to be recalibrated taking body size and temperature into account. This thesis tested the temperature effect on mutation rates in equally sized invertebrates. For the first dataset (family Eucnemidae, Coleoptera) the phylogenetic interrelationships and evolutionary history of the genus Arrhipis had to be inferred before the influence of temperature on substitution rates could be studied. Further, a second, larger invertebrate dataset (family Syrphidae, Diptera) was employed. Several methodological approaches, a number of genes and multiple molecular clock models revealed that there was no consistent relationship between temperature and mutation rate for the taxa under study. Thus, the body size effect, observed in vertebrates but controversial for invertebrates, rather than temperature may be the underlying driving force behind the metabolic-rate dependent molecular clock. Therefore, the metabolic-rate dependent molecular clock does not hold for the here studied invertebrate groups. This thesis emphasizes that molecular techniques relying on mutation rates have to be applied with caution. Whereas they may work satisfactorily under certain conditions for specific taxa, they may fail for others. The molecular clock as well as DNA barcoding should incorporate all the information and data available to obtain comprehensive estimations of the existing biodiversity and its evolutionary history.

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A vibration isolator is described which incorporates a near-zero-spring-rate device within its operating range. The device is an assembly of a vertical spring in parallel with two inclined springs. A low spring rate is achieved by combining the equivalent stiffness in the vertical direction of the inclined springs with the stiffness of the vertical central spring. It is shown that there is a relation between the geometry and the stiffness of the individual springs that results in a low spring rate. Computer simulation studies of a single-degree-of-freedom model for harmonic base input show that the performance of the proposed scheme is superior to that of the passive schemes with linear springs and skyhook damping configuration. The response curves show that, for small to large amplitudes of base disturbance, the system goes into resonance at low frequencies of excitation. Thus, it is possible to achieve very good isolation over a wide low-frequency band. Also, the damper force requirements for the proposed scheme are much lower than for the damper force of a skyhook configuration or a conventional linear spring with a semi-active damper.

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This paper deals with low maximum-likelihood (ML)-decoding complexity, full-rate and full-diversity space-time block codes (STBCs), which also offer large coding gain, for the 2 transmit antenna, 2 receive antenna (2 x 2) and the 4 transmit antenna, 2 receive antenna (4 x 2) MIMO systems. Presently, the best known STBC for the 2 2 system is the Golden code and that for the 4 x 2 system is the DjABBA code. Following the approach by Biglieri, Hong, and Viterbo, a new STBC is presented in this paper for the 2 x 2 system. This code matches the Golden code in performance and ML-decoding complexity for square QAM constellations while it has lower ML-decoding complexity with the same performance for non-rectangular QAM constellations. This code is also shown to be information-lossless and diversity-multiplexing gain (DMG) tradeoff optimal. This design procedure is then extended to the 4 x 2 system and a code, which outperforms the DjABBA code for QAM constellations with lower ML-decoding complexity, is presented. So far, the Golden code has been reported to have an ML-decoding complexity of the order of for square QAM of size. In this paper, a scheme that reduces its ML-decoding complexity to M-2 root M is presented.

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In this paper, we present a low-complexity algorithm for detection in high-rate, non-orthogonal space-time block coded (STBC) large-multiple-input multiple-output (MIMO) systems that achieve high spectral efficiencies of the order of tens of bps/Hz. We also present a training-based iterative detection/channel estimation scheme for such large STBC MIMO systems. Our simulation results show that excellent bit error rate and nearness-to-capacity performance are achieved by the proposed multistage likelihood ascent search (M-LAS) detector in conjunction with the proposed iterative detection/channel estimation scheme at low complexities. The fact that we could show such good results for large STBCs like 16 X 16 and 32 X 32 STBCs from Cyclic Division Algebras (CDA) operating at spectral efficiencies in excess of 20 bps/Hz (even after accounting for the overheads meant for pilot based training for channel estimation and turbo coding) establishes the effectiveness of the proposed detector and channel estimator. We decode perfect codes of large dimensions using the proposed detector. With the feasibility of such a low-complexity detection/channel estimation scheme, large-MIMO systems with tens of antennas operating at several tens of bps/Hz spectral efficiencies can become practical, enabling interesting high data rate wireless applications.

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We find evidence that U.S. auditors increased their attention to fraud detection during or immediately after the economic contractions of the 20th century, based on a content analysis of the 12 volumes of the 20th-century auditing reference series Montgomery’s Auditing. Contractions, however, do not seem to have affected auditors’ attention to the formal goal of fraud detection. The study suggests that auditors’ aversion to the heightened risks of fraud during economic downturns leads them to focus more on fraud detection at those times regardless of the particular guidance in formal audit standards. This study is the first to find some evidence of a recession-influenced difference between fraud detection practices and formal fraud detection goals.

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A randomised and population-based screening design with new technologies has been applied to the organised cervical cancer screening programme in Finland. In this experiment the women invited to routine five-yearly screening are individually randomised to be screened with automation-assisted cytology, human papillomavirus (HPV) test or conventional cytology. By using the randomised design, the ultimate aim is to assess and compare the long-term outcomes of the different screening regimens. The primary aim of the current study was to evaluate, based on the material collected during the implementation phase of the Finnish randomised screening experiment, the cross-sectional performance and validity of automation-assisted cytology (Papnet system) and primary HPV DNA testing (Hybrid Capture II assay for 13 oncogenic HPV types) within service screening, in comparison to conventional cytology. The parameters of interest were test positivity rate, histological detection rate, relative sensitivity, relative specificity and positive predictive value. Also, the effect of variation in performance by screening laboratory on age-adjusted cervical cancer incidence was assessed. Based on the cross-sectional results, almost no differences were observed in the performance of conventional and automation-assisted screening. Instead, primary HPV screening found 58% (95% confidence interval 19-109%) more cervical lesions than conventional screening. However, this was mainly due to overrepresentation of mild- and moderate-grade lesions and, thus, is likely to result in overtreatment since a great deal of these lesions would never progress to invasive cancer. Primary screening with an HPV DNA test alone caused substantial loss in specificity in comparison to cytological screening. With the use of cytology triage test, the specificity of HPV screening improved close to the level of conventional cytology. The specificity of primary HPV screening was also increased by increasing the test positivity cutoff from the level recommended for clinical use, but the increase was more modest than the one gained with the use of cytology triage. The performance of the cervical cancer screening programme varied widely between the screening laboratories, but the variation in overall programme effectiveness between respective populations was more marginal from the very beginning of the organised screening activity. Thus, conclusive interpretations on the quality or success of screening should not be based on performance parameters only. In the evaluation of cervical cancer screening the outcome should be selected as closely as possible to the true measure of programme effectiveness, which is the number of invasive cervical cancers and subsequent deaths prevented in the target population. The evaluation of benefits and adverse effects of each new suggested screening technology should be performed before the technology becomes an accepted routine in the existing screening programme. At best, the evaluation is performed randomised, within the population and screening programme in question, which makes the results directly applicable to routine use.

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In secondary steelmaking, the enhancement of the reaction rate in the low carbon period during the decarburization of steel is considered the most effective method to produce ultralow carbon steel. In a previous study, it was revealed that the surface reaction is dominant during the final stage of the actual refining process. In order to improve the surface reaction rate, it is necessary to enlarge the reaction region, which is usually achieved by increasing the plume eye area. In this study, water model experiments were carried out to estimate the influence of bottom stirring conditions on the gas-liquid reaction rate; for this purpose, the deoxidation rate during the bottom bubbling process was measured. Five types of nozzle configurations were used to study the effect of the plume eye area on the reaction rate at various gas flow rates. The results reveal that the surface reaction rate is influenced by the gas flow rate and the plume eye area. An empirical correlation was developed for the reaction rate and the plume eye area. This correlation was applied to estimate the gas-liquid reaction rate mat the bath surface.

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In this paper, an achievable rate region for the three-user discrete memoryless interference channel with asymmetric transmitter cooperation is derived. The three-user channel facilitates different ways of message sharing between the transmitters. We introduce a manner of noncausal (genie aided) unidirectional message-sharing, which we term cumulative message sharing. We consider receivers with predetermined decoding capabilities, and define a cognitive interference channel. We then derive an achievable rate region for this channel by employing a coding scheme which is a combination of superposition and Gel'fand-Pinsker coding techniques.

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In this paper, we present a low-complexity, near maximum-likelihood (ML) performance achieving detector for large MIMO systems having tens of transmit and receive antennas. Such large MIMO systems are of interest because of the high spectral efficiencies possible in such systems. The proposed detection algorithm, termed as multistage likelihood-ascent search (M-LAS) algorithm, is rooted in Hopfield neural networks, and is shown to possess excellent performance as well as complexity attributes. In terms of performance, in a 64 x 64 V-BLAST system with 4-QAM, the proposed algorithm achieves an uncoded BER of 10(-3) at an SNR of just about 1 dB away from AWGN-only SISO performance given by Q(root SNR). In terms of coded BER, with a rate-3/4 turbo code at a spectral efficiency of 96 bps/Hz the algorithm performs close to within about 4.5 dB from theoretical capacity, which is remarkable in terms of both high spectral efficiency as well as nearness to theoretical capacity. Our simulation results show that the above performance is achieved with a complexity of just O(NtNt) per symbol, where N-t and N-tau denote the number of transmit and receive antennas.

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Experiments are carried out with air as the test gas to obtain the surface convective heating rate on a missile shaped body flying at hypersonic speeds. The effect of fins on the surface heating rates of missile frustum is also investigated. The tests are performed in a hypersonic shock tunnel at stagnation enthalpy of 2 MJ/kg and zero degree angle of attack. The experiments are conducted at flow Mach number of 5.75 and 8 with an effective test time of 1 ms. The measured stagnation-point heat-transfer data compares well with the theoretical value estimated using Fay and Riddell expression. The measured heat-transfer rate with fin configuration is slightly higher than that of model without fin. The normalized values of experimentally measured heat transfer rate and Stanton number compare well with the numerically estimated results. (C) 2009 Elsevier Inc. All rights reserved.

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The purpose of this study was to evaluate the use of sentinel node biopsy (SNB) in the axillary nodal staging in breast cancer. A special interest was in sentinel node (SN) visualization, intraoperative detection of SN metastases, the feasibility of SNB in patients with pure tubular carcinoma (PTC) and in those with ductal carcinoma in situ (DCIS) in core needle biopsy (CNB) and additionally in the detection of axillary recurrences after tumour negative SNB. Patients and methods. 1580 clinically stage T1-T2 node-negative breast cancer patients, who underwent lymphoscintigraphy (LS), SNB and breast surgery between June 2000 - 2004 at the Breast Surgery Unit. The CNB samples were obtained from women, who participated the biennial, population based mammography screening at the Mammography Screening Centre of Helsinki 2001 - 2004.In the follow- up, a cohort of 205 patients who avoided AC due to negative SNB findings were evaluated using ultrasonography one and three years after breast surgery. Results. The visualization rate of axillary SNs was not enhanced by adjusting radioisotope doses according to BMI. The sensitivity of the intraoperative diagnosis of SN metastases of invasive lobular carcinoma (ILC) was higher, 87%, with rapid, intraoperative immunohistochemistry (IHC) group compared to 66% without it. The prevalence of tumour positive SN findings was 27% in the 33 patients with breast tumours diagnosed as PTC. The median histological tumour size was similar in patients with or without axillary metastases. After the histopathological review, six out of 27 patients with true PTC had axillary metastases, with no significant change in the risk factors for axillary metastases. Of the 67 patients with DCIS in the preoperative percutaneous biopsy specimen , 30% had invasion in the surgical specimen. The strongest predictive factor for invasion was the visibility of the lesion in ultrasound. In the three year follow-up, axillary recurrence was found in only two (0.5%) of the total of 383 ultrasound examinations performed during the study, and only one of the 369 examinations revealed cancer. None of the ultrasound examinations were false positive, and no study participant was subjected to unnecessary surgery due to ultrasound monitoring. Conclusions. Adjusting the dose of the radioactive tracer according to patient BMI does not increase the visualization rate of SNs. The intraoperative diagnosis of SN metastases is enhanced by rapid IHC particularly in patients with ILC. SNB seems to be a feasible method for axillary staging of pure tubular carcinoma in patients with a low prevalence of axillary metatastases. SNB also appears to be a sensible method in patients undergoing mastectomy due to DCIS in CNB. It also seems useful in patients with lesions visible in breast US. During follow-up, routine monitoring of the ipsilateral axilla using US is not worthwhile among breast cancer patients who avoided AC due to negative SN findings.