Magnetic relaxation of a one-dimensional model for small particle systems with dipolar interactions: Monte Carlo simulation

Atribution as a function of the time are analyzed and this study leads to a deeper knowledge of the microscopic processes involved in the magnetic relaxation

Estimation of jump-diffusion processes via empirical characteristic functions

Preface The starting point for this work and eventually the subject of the whole thesis was the question: how to estimate parameters of the affine stochastic volatility jump-diffusion models. These models are very important for contingent claim pricing. Their major advantage, availability T of analytical solutions for characteristic functions, made them the models of choice for many theoretical constructions and practical applications. At the same time, estimation of parameters of stochastic volatility jump-diffusion models is not a straightforward task. The problem is coming from the variance process, which is non-observable. There are several estimation methodologies that deal with estimation problems of latent variables. One appeared to be particularly interesting. It proposes the estimator that in contrast to the other methods requires neither discretization nor simulation of the process: the Continuous Empirical Characteristic function estimator (EGF) based on the unconditional characteristic function. However, the procedure was derived only for the stochastic volatility models without jumps. Thus, it has become the subject of my research. This thesis consists of three parts. Each one is written as independent and self contained article. At the same time, questions that are answered by the second and third parts of this Work arise naturally from the issues investigated and results obtained in the first one. The first chapter is the theoretical foundation of the thesis. It proposes an estimation procedure for the stochastic volatility models with jumps both in the asset price and variance processes. The estimation procedure is based on the joint unconditional characteristic function for the stochastic process. The major analytical result of this part as well as of the whole thesis is the closed form expression for the joint unconditional characteristic function for the stochastic volatility jump-diffusion models. The empirical part of the chapter suggests that besides a stochastic volatility, jumps both in the mean and the volatility equation are relevant for modelling returns of the S&P500 index, which has been chosen as a general representative of the stock asset class. Hence, the next question is: what jump process to use to model returns of the S&P500. The decision about the jump process in the framework of the affine jump- diffusion models boils down to defining the intensity of the compound Poisson process, a constant or some function of state variables, and to choosing the distribution of the jump size. While the jump in the variance process is usually assumed to be exponential, there are at least three distributions of the jump size which are currently used for the asset log-prices: normal, exponential and double exponential. The second part of this thesis shows that normal jumps in the asset log-returns should be used if we are to model S&P500 index by a stochastic volatility jump-diffusion model. This is a surprising result. Exponential distribution has fatter tails and for this reason either exponential or double exponential jump size was expected to provide the best it of the stochastic volatility jump-diffusion models to the data. The idea of testing the efficiency of the Continuous ECF estimator on the simulated data has already appeared when the first estimation results of the first chapter were obtained. In the absence of a benchmark or any ground for comparison it is unreasonable to be sure that our parameter estimates and the true parameters of the models coincide. The conclusion of the second chapter provides one more reason to do that kind of test. Thus, the third part of this thesis concentrates on the estimation of parameters of stochastic volatility jump- diffusion models on the basis of the asset price time-series simulated from various "true" parameter sets. The goal is to show that the Continuous ECF estimator based on the joint unconditional characteristic function is capable of finding the true parameters. And, the third chapter proves that our estimator indeed has the ability to do so. Once it is clear that the Continuous ECF estimator based on the unconditional characteristic function is working, the next question does not wait to appear. The question is whether the computation effort can be reduced without affecting the efficiency of the estimator, or whether the efficiency of the estimator can be improved without dramatically increasing the computational burden. The efficiency of the Continuous ECF estimator depends on the number of dimensions of the joint unconditional characteristic function which is used for its construction. Theoretically, the more dimensions there are, the more efficient is the estimation procedure. In practice, however, this relationship is not so straightforward due to the increasing computational difficulties. The second chapter, for example, in addition to the choice of the jump process, discusses the possibility of using the marginal, i.e. one-dimensional, unconditional characteristic function in the estimation instead of the joint, bi-dimensional, unconditional characteristic function. As result, the preference for one or the other depends on the model to be estimated. Thus, the computational effort can be reduced in some cases without affecting the efficiency of the estimator. The improvement of the estimator s efficiency by increasing its dimensionality faces more difficulties. The third chapter of this thesis, in addition to what was discussed above, compares the performance of the estimators with bi- and three-dimensional unconditional characteristic functions on the simulated data. It shows that the theoretical efficiency of the Continuous ECF estimator based on the three-dimensional unconditional characteristic function is not attainable in practice, at least for the moment, due to the limitations on the computer power and optimization toolboxes available to the general public. Thus, the Continuous ECF estimator based on the joint, bi-dimensional, unconditional characteristic function has all the reasons to exist and to be used for the estimation of parameters of the stochastic volatility jump-diffusion models.

PET-measured responses of MBF to cold pressor testing correlate with indices of coronary vasomotion on quantitative coronary angiography.

The aims of this study were to determine whether responses in myocardial blood flow (MBF) to the cold pressor testing (CPT) method noninvasively with PET correlate with an established and validated index of flow-dependent coronary vasomotion on quantitative angiography. METHODS: Fifty-six patients (57 +/- 6 y; 16 with hypertension, 10 with hypercholesterolemia, 8 smokers, and 22 without coronary risk factors) with normal coronary angiograms were studied. Biplanar end-diastolic images of a selected proximal segment of the left anterior descending artery (LAD) (n = 27) or left circumflex artery (LCx) (n = 29) were evaluated with quantitative coronary angiography in order to determine the CPT-induced changes of epicardial luminal area (LA, mm(2)). Within 20 d of coronary angiography, MBF in the LAD, LCx, and right coronary artery territory was measured with (13)N-ammonia and PET at baseline and during CPT. RESULTS: CPT induced on both study days comparable percent changes in the rate x pressure product (%DeltaRPP, 37% +/- 13% and 40% +/- 17%; P = not significant [NS]). For the entire study group, the epicardial LA decreased from 5.07 +/- 1.02 to 4.88 +/- 1.04 mm(2) (DeltaLA, -0.20 +/- 0.89 mm(2)) or by -2.19% +/- 17%, while MBF in the corresponding epicardial vessel segment increased from 0.76 +/- 0.16 to 1.03 +/- 0.33 mL x min(-1) x g(-1) (DeltaMBF, 0.27 +/- 0.25 mL x min(-1) x g(-1)) or 36% +/- 31% (P <or= 0.0001). However, in normal controls without coronary risk factors (n = 22), the epicardial LA increased from 5.01 +/- 1.07 to 5.88 +/- 0.89 mm(2) (19.06% +/- 8.9%) and MBF increased from 0.77 +/- 0.16 to 1.34 +/- 0.34 mL x min(-1) x g(-1) (74.08% +/- 23.5%) during CPT, whereas patients with coronary risk factors (n = 34) revealed a decrease of epicardial LA from 5.13 +/- 1.48 to 4.24 +/- 1.12 mm(2) (-15.94% +/- 12.2%) and a diminished MBF increase (from 0.76 +/- 0.20 to 0.83 +/- 0.25 mL x min(-1) x g(-1) or 10.91% +/- 19.8%) as compared with controls (P < 0.0001, respectively), despite comparable changes in the RPP (P = NS). In addition, there was a significant correlation (r = 0.87; P <or= 0.0001) between CPT-related percent changes in LA on quantitative angiography and in MBF as measured with PET. CONCLUSION: The observed close correlation between an angiographically established parameter of flow-dependent and, most likely, endothelium-mediated coronary vasomotion and PET-measured MBF further supports the validity and value of MBF responses to CPT as a noninvasively available index of coronary circulatory function.

Diffusive transport properties in monovalent and divalent metal-ion halide melts: A computer simulation study

Self- and cross-velocity correlation functions and related transport coefficients of molten salts are studied by molecular-dynamics simulation. Six representative systems are considered, i.e., NaCl and KCl alkali halides, CuCl and CuBr noble-metal halides, and SrCl2 and ZnCl2 divalent metal-ion halides. Computer simulation results are compared with experimental self-diffusion coefficients and electrical conductivities. Special attention is paid to dynamic cross correlations and their dependence on the Coulomb interactions as well as on the size and mass differences between anions and cations.

Assessment of the potential skin irritation of lysine-derivative anionic surfactants using mouse fibroblast and human keratinocytes as an alternative to animal testing

Purpose. The aim of this study was to identify new surfactants with low skin irritant properties for use in pharmaceutical and cosmetic formulations, employing cell culture as an alternative method to in vivo testing. In addition, we sought to establish whether potential cytotoxic properties were related to the size of the counterions bound to the surfactants. Methods. Cytotoxicity was assessed in the mouse fibroblast cell line 3T6, and the human keratinocyte cell line NCTC 2544, using the MTT assay and uptake of the vital dye neutral red 24 h after dosing (NRU). Results. Lysine-derivative surfactants showed higher IC50s than did commercial anionic irritant compounds such as sodium dodecyl sulphate, proving to be no more harmful than amphoteric betaines. The aggressiveness of the surfactants depended upon the size of their constituent counterions: surfactants associated with lighter counterions showed a proportionally higher aggressivity than those with heavier ones. Conclusions. Synthetic lysine-derivative anionic surfactants are less irritant than commercial surfactants such as sodium dodecyl sulphate and Hexadecyltrimethylammonium bromide and are similar to Betaines. These surfactants may offer promising applications in pharmaceutical and cosmetic preparations, representing a potential alternative to commercial anionic surfactants as a result of their low irritancy potential.

Task 4: Testing Iowa Portland Cement Concrete Mixtures for the AASHTO Mechanistic-Empirical Pavement Design Procedure, May 2008

The present research project was designed to identify the typical Iowa material input values that are required by the Mechanistic-Empirical Pavement Design Guide (MEPDG) for the Level 3 concrete pavement design. It was also designed to investigate the existing equations that might be used to predict Iowa pavement concrete for the Level 2 pavement design. In this project, over 20,000 data were collected from the Iowa Department of Transportation (DOT) and other sources. These data, most of which were concrete compressive strength, slump, air content, and unit weight data, were synthesized and their statistical parameters (such as the mean values and standard variations) were analyzed. Based on the analyses, the typical input values of Iowa pavement concrete, such as 28-day compressive strength (f’c), splitting tensile strength (fsp), elastic modulus (Ec), and modulus of rupture (MOR), were evaluated. The study indicates that the 28-day MOR of Iowa concrete is 646 + 51 psi, very close to the MEPDG default value (650 psi). The 28-day Ec of Iowa concrete (based only on two available data of the Iowa Curling and Warping project) is 4.82 + 0.28x106 psi, which is quite different from the MEPDG default value (3.93 x106 psi); therefore, the researchers recommend re-evaluating after more Iowa test data become available. The drying shrinkage (εc) of a typical Iowa concrete (C-3WR-C20 mix) was tested at Concrete Technology Laboratory (CTL). The test results show that the ultimate shrinkage of the concrete is about 454 microstrain and the time for the concrete to reach 50% of ultimate shrinkage is at 32 days; both of these values are very close to the MEPDG default values. The comparison of the Iowa test data and the MEPDG default values, as well as the recommendations on the input values to be used in MEPDG for Iowa PCC pavement design, are summarized in Table 20 of this report. The available equations for predicting the above-mentioned concrete properties were also assembled. The validity of these equations for Iowa concrete materials was examined. Multiple-parameters nonlinear regression analyses, along with the artificial neural network (ANN) method, were employed to investigate the relationships among Iowa concrete material properties and to modify the existing equations so as to be suitable for Iowa concrete materials. However, due to lack of necessary data sets, the relationships between Iowa concrete properties were established based on the limited data from CP Tech Center’s projects and ISU classes only. The researchers suggest that the resulting relationships be used by Iowa pavement design engineers as references only. The present study furthermore indicates that appropriately documenting concrete properties, including flexural strength, elastic modulus, and information on concrete mix design, is essential for updating the typical Iowa material input values and providing rational prediction equations for concrete pavement design in the future.

A simple blood-culture bacterial pellet preparation for faster accurate direct bacterial identification and antibiotic susceptibility testing with the VITEK 2 system.

An ammonium chloride procedure was used to prepare a bacterial pellet from positive blood cultures, which was used for direct inoculation of VITEK 2 cards. Correct identification reached 99% for Enterobacteriaceae and 74% for staphylococci. For antibiotic susceptibility testing, very major and major errors were 0.1 and 0.3% for Enterobacteriaceae, and 0.7 and 0.1% for staphylococci, respectively. Thus, bacterial pellets prepared with ammonium chloride allow direct inoculation of VITEK cards with excellent accuracy for Enterobacteriaceae and a lower accuracy for staphylococci.

Development of a Computer Controlled Underbody Plow: TR412, Final Report, January 2006

Underbody plows can be very useful tools in winter maintenance, especially when compacted snow or hard ice must be removed from the roadway. By the application of significant down-force, and the use of an appropriate cutting edge angle, compacted snow and ice can be removed very effectively by such plows, with much greater efficiency than any other tool under those circumstances. However, the successful operation of an underbody plow requires considerable skill. If too little down pressure is applied to the plow, then it will not cut the ice or compacted snow. However, if too much force is applied, then either the cutting edge may gouge the road surface, causing significant damage often to both the road surface and the plow, or the plow may ride up on the cutting edge so that it is no longer controllable by the operator. Spinning of the truck in such situations is easily accomplished. Further, excessive down force will result in rapid wear of the cutting edge. Given this need for a high level of operator skill, the operation of an underbody plow is a candidate for automation. In order to successfully automate the operation of an underbody plow, a control system must be developed that follows a set of rules that represent appropriate operation of such a plow. These rules have been developed, based upon earlier work in which operational underbody plows were instrumented to determine the loading upon them (both vertical and horizontal) and the angle at which the blade was operating.These rules have been successfully coded into two different computer programs, both using the MatLab® software. In the first program, various load and angle inputs are analyzed to determine when, whether, and how they violate the rules of operation. This program is essentially deterministic in nature. In the second program, the Simulink® package in the MatLab® software system was used to implement these rules using fuzzy logic. Fuzzy logic essentially replaces a fixed and constant rule with one that varies in such a way as to improve operational control. The development of the fuzzy logic in this simulation was achieved simply by using appropriate routines in the computer software, rather than being developed directly. The results of the computer testing and simulation indicate that a fully automated, computer controlled underbody plow is indeed possible. The issue of whether the next steps toward full automation should be taken (and by whom) has also been considered, and the possibility of some sort of joint venture between a Department of Transportation and a vendor has been suggested.

Testing Guide for Implementing Concrete Paving Quality Control Procedures, March 2008

Construction of portland cement concrete pavements is a complex process. A small fraction of the concrete pavements constructed in the United States over the last few decades have either failed prematurely or exhibited moderate to severe distress. In an effort to prevent future premature failures, 17 state transportation agencies pooled their resources, and a pooled fund research project, Material and Construction Optimization for Prevention of Premature Pavement Distress in PCC Pavements, was undertaken in 2003. Its purpose was to evaluate existing quality control tests, and then select and advance the state-of-the-practice of those tests most useful for optimizing concrete pavements during mix design, mix verification, and construction. This testing guide is one product of that project. The guide provides three recommended testing schemes (Levels A, B, and C, depending on a pavement’s design life and traffic volumes, etc.) that balance the costs of testing with the risk of failure for various project types. The recommended tests are all part of a comprehensive suite of tests described in detail in this guide.

Precast Concrete Elements for Accelerated Bridge Construction Final Report, Volume 1-1. Laboratory Testing of Precast Substructure Components: Boone County Bridge, January 2009

In July 2006, construction began on an accelerated bridge project in Boone County, Iowa that was composed of precast substructure elements and an innovative, precast deck panel system. The superstructure system consisted of full-depth deck panels that were prestressed in the transverse direction, and after installation on the prestressed concrete girders, post-tensioned in the longitudinal direction. Prior to construction, laboratory tests were completed on the precast abutment and pier cap elements. The substructure testing was to determine the punching shear strength of the elements. Post-tensioning testing and verification of the precast deck system was performed in the field. The forces in the tendons provided by the contractor were verified and losses due to the post-tensioning operation were measured. The stress (strain) distribution in the deck panels due to the post-tensioning was also measured and analyzed. The entire construction process for this bridge system was documented. Representatives from the Boone County Engineers Office, the prime contractor, precast fabricator, and researchers from Iowa State University provided feedback and suggestions for improving the constructability of this design.

Precast Concrete Elements for Accelerated Bridge Construction Final Report Volume 2. Laboratory Testing, Field Testing, and Evaluation of a Precast Concrete Bridge: Madison County Bridge, January 2009

The importance of rapid construction technologies has been recognized by the Federal Highway Administration (FHWA) and the Iowa DOT Office of Bridges and Structures. Recognizing this a two-lane single-span precast box girder bridge was constructed in 2007 over a stream. The bridge’s precast elements included precast cap beams and precast box girders. Precast element fabrication and bridge construction were observed, two precast box girders were tested in the laboratory, and the completed bridge was field tested in 2007 and 2008.

Precast Concrete Elements for Accelerated Bridge Construction Final Report Volume 3. Laboratory Testing, Field Testing, and Evaluation of a Precast Concrete Bridge: Black Hawk County,v January 2009

The importance of rapid construction technologies has been recognized by the Federal Highway Administration (FHWA) and the Iowa DOT Office of Bridges and Structures. Black Hawk County (BHC) has developed a precast modified beam-in-slab bridge (PMBISB) system for use with accelerated construction. A typical PMBISB is comprised of five to six precast MBISB panels and is used on low volume roads, on short spans, and is installed and fabricated by county forces. Precast abutment caps and a precast abutment backwall were also developed by BHC for use with the PMBISB. The objective of the research was to gain knowledge of the global behavior of the bridge system in the field, to quantify the strength and behavior of the individual precast components, and to develop a more time efficient panel-to-panel field connection. Precast components tested in the laboratory include two precast abutment caps, three different types of deck panel connections, and a precast abutment backwall. The abutment caps and backwall were tested for behavior and strength. The three panel-to-panel connections were tested in the lab for strength and were evaluated based on cost and constructability. Two PMBISB were tested in the field to determine stresses, lateral distribution characteristics, and overall global behavior.

Development of LRFD Procedures for Bridge Pile Foundations in Iowa: Volume II: Field Testing of Steel Piles in Clay, Sand, and Mixed Soils and Data Analysis, September 2011

In response to the mandate on Load and Resistance Factor Design (LRFD) implementations by the Federal Highway Administration (FHWA) on all new bridge projects initiated after October 1, 2007, the Iowa Highway Research Board (IHRB) sponsored these research projects to develop regional LRFD recommendations. The LRFD development was performed using the Iowa Department of Transportation (DOT) Pile Load Test database (PILOT). To increase the data points for LRFD development, develop LRFD recommendations for dynamic methods, and validate the results ofLRFD calibration, 10 full-scale field tests on the most commonly used steel H-piles (e.g., HP 10 x 42) were conducted throughout Iowa. Detailed in situ soil investigations were carried out, push-in pressure cells were installed, and laboratory soil tests were performed. Pile responses during driving, at the end of driving (EOD), and at re-strikes were monitored using the Pile Driving Analyzer (PDA), following with the CAse Pile Wave Analysis Program (CAPWAP) analysis. The hammer blow counts were recorded for Wave Equation Analysis Program (WEAP) and dynamic formulas. Static load tests (SLTs) were performed and the pile capacities were determined based on the Davisson’s criteria. The extensive experimental research studies generated important data for analytical and computational investigations. The SLT measured loaddisplacements were compared with the simulated results obtained using a model of the TZPILE program and using the modified borehole shear test method. Two analytical pile setup quantification methods, in terms of soil properties, were developed and validated. A new calibration procedure was developed to incorporate pile setup into LRFD.

Field Testing and Evaluation of a Demonstration Timber Bridge, February 2012

Asphalt wearing surfaces are commonly used on timber bridges with transverse glued-laminated deck panel systems to help protect the timber components. However, poor performance of these asphalt wearing surfaces in the past has resulted in repeated repair and increased maintenance costs. This report describes the field demonstration and testing of a newly-constructed, glued-laminated timber girder bridge. Previous field work revealed that differential panel deflections in the glued-laminated deck were one significant factor resulting in the premature failure of the asphalt wearing surfaces on these bridges. In addition, laboratory work subsequent to the field testing attempted to address the problematic asphalt cracking common in transverse glued-laminated panel decks by testing several deck joint connection alternatives. The field demonstration project described in this report showcases the retrofit detail that was determined to provide the best field performance. The project was a cooperative effort between the Bridge Engineering Center (BEC) at Iowa State University and the United States Department of Agriculture (USDA) Forest Service Forest Products Laboratory (FPL).

Review of the Iowa Department of Human Services Drug Testing Process for Drug Testing of a Person Responsible for the Care of a Child in Child Abuse Cases, December 1, 2008

This report outlines the current drug testing practices, guidelines, programs and initiatives as currently implemented by the Department regarding the process for drug testing of a person responsible for the care of a child in child abuse cases.