Superconducting p-branes and extremal black holes

In Einstein-Maxwell theory, magnetic flux lines are "expelled" from a black hole as extremality is approached, in the sense that the component of the field strength normal to the horizon goes to zero. Thus, extremal black holes are found to exhibit the sort of ¿Meissner effect¿ which is characteristic of superconducting media. We review some of the evidence for this effect and present new evidence for it using recently found black hole solutions in string theory and Kaluza-Klein theory. We also present some new solutions, which arise naturally in string theory, which are non-superconducting extremal black holes. We present a nice geometrical interpretation of these effects derived by looking carefully at the higher dimensional configurations from which the lower dimensional black hole solutions are obtained. We show that other extremal solitonic objects in string theory (such as p-branes) can also display superconducting properties. In particular, we argue that the relativistic London equation will hold on the world volume of ¿light¿ superconducting p-branes (which are embedded in flat space), and that minimally coupled zero modes will propagate in the adS factor of the near-horizon geometries of "heavy," or gravitating, superconducting p-branes.

Use of field measurements in fatigue analysis of forestry cranes

Tässä työssä on esitetty väsyttävän kuormituksen mittaamiseen ja mittausdatan jälkikäsittelyyn sekä väsymismitoitukseen liittyviä menetelmiä. Menetelmien sovelluskohteena oli metsäkoneen kuormain, joka on väsyttävästi kuormitettu hitsattu rakenne. Teoriaosassa on kuvattu väsymisilmiötä ja väsymismitoitusmenetelmiä sekä kuormitusten tunnistamiseen ja mittausten jälkikäsittelyyn liittyviä menetelmiä. Yleisimmin käytettyjen väsymismitoitusmenetelmien rinnalle on esitetty luotettavuuteen perustuvaa väsymismitoitusmenetelmää. Kuormainten suunnittelussa on keveys- j a kestoikävaatimusten takia erityisen suuri merkitys väsymisen huomioimisella. Rakenteille on ominaista tietyt toiminnan kannalta välttämättömät hitsatut yksityiskohdat, jotka usein määräävät koko rakenteen kestoiän. Koska nämä ongelmakohdat pystytään useimmiten tunnistamaan jo suunnitteluvaiheessa, voidaan yksityiskohtien muotoilulla usein parantaa huomattavasti koko rakenteen kestoikää. Näiden yksityiskohtien optimointi on osittain mahdollista toteuttaa ilman kuormituskertymätietoa, mutta useimmiten kuormitusten tunnistaminen on edellytys parhaan ratkaisun löytymiselle. Tällöin toistaiseksi paras keino todellisen väsyttävän kuormituksen tunnistamiseksi on pitkäaikaiset kenttämittaukset. Kenttämittauksilla selvitetään rakenteeseen kohdistuvat kuormitukset venymäliuskojen avulla. Kuormitusten tunnistamisella on erityisen suuri merkitys kun halutaan määrittää rakenteen kestoikä. Väsyminen ja väsyttävä kuormitus ovat kuitenkin tilastollisia muuttujia j a yksittäiselle rakenteelle ei ole mahdollista määrittää tarkkaa k estoikää. Tilastollisia menetelmiä käyttäen on kuitenkin mahdollista määrittää rakenteen vaurioitumisriski. Laskettaessa vaurioitumisriskiä suurelle määrälle yksittäisiä rakenteita voidaan muodostaa tarkkojakin ennusteita mahdollisten vaurioiden lukumäärästä. Tällöin kuormituskertymätiedosta voi olla tavanomaisen suunnittelun lisäksi laajempaa hyötyä esimerkiksi takuukäsittelyssä. Tässä työssä on sovellettu esitettyjä teorioita käytännössä metsäkoneen harvesterin puomiston väsymistarkasteluun. Kyseisen rakenteen kuormituksia mitattiin kahden viikon aikana yhteensä 35 tuntia, jonka perusteella laskettiin väsyttävän kuormituksen tilastollinen jakauma esimerkkitapaukselle. Mittauksen perusteella ei voitu tehdä kuitenkaan johtopäätöksiä tuotteen koko elinkaaren kuormituksista eikä muiden samanlaisten tuotteiden kuormituksista, koska mitattu otos oli suhteellisen lyhyt ja rajoittui vain yhteen käyttäjään ja muutamaan käyttökohteeseen. Menetelmien testaamiseksi kyseinen otos oli kuitenkin riittävä. Kuormituskertymätietoa käytettiin hyväksi myös laatumääritysten muodostamisessaesimerkkitapaukselle. Murtumismekaniikkaan perustuvalla menetelmällä arvioitiinharvesteripilarin valun mahdollisten valuvirheiden suurin sallittu koko. Luotettavuuteen pohjautuvan mitoitusmenettelyn tarve näyttää olevanlisääntymässä, joten pitkäaikaisten kenttämittausten tehokas hyödyntäminen tulee olemaan keskeinen osa väsymismitoitusta lähitulevaisuudessa. Menetelmiä olisi mahdollista tehostaa yhdistämällä kuormituskertymään erilaisia kuormitusten suhteen riippuvia tunnettuja suureita kuten käsiteltävän puun halkaisija. Todellisettuotekohtaiset tilastolliset jakaumat kuormituksista voitaisiin muodostaa mahdollisesti tehokkaammin, jos esimerkiksi kuormitusten riippuvuus metsätyypistä pystyttäisiin ensin määrittämään.

Empirical Tests of Asset Pricing Models in Finnish Stock Market

Tämän tutkielman tavoitteena on selvittää mitkä riskitekijät vaikuttavat osakkeiden tuottoihin. Arvopapereina käytetään kuutta portfoliota, jotka ovat jaoteltu markkina-arvon mukaan. Aikaperiodi on vuoden 1987 alusta vuoden 2004 loppuun. Malleina käytetään pääomamarkkinoiden hinnoittelumallia, arbitraasihinnoitteluteoriaa sekä kulutuspohjaista pääomamarkkinoiden hinnoittelumallia. Riskifaktoreina kahteen ensimmäiseen malliin käytetään markkinariskiä sekä makrotaloudellisia riskitekijöitä. Kulutuspohjaiseen pääomamarkkinoiden hinnoinoittelumallissa keskitytään estimoimaan kuluttajien riskitottumuksia sekä diskonttaustekijää, jolla kuluttaja arvostavat tulevaisuuden kulutusta. Tämä työ esittelee momenttiteorian, jolla pystymme estimoimaan lineaarisia sekä epälineaarisia yhtälöitä. Käytämme tätä menetelmää testaamissamme malleissa. Yhteenvetona tuloksista voidaan sanoa, että markkinabeeta onedelleen tärkein riskitekijä, mutta löydämme myös tukea makrotaloudellisille riskitekijöille. Kulutuspohjainen mallimme toimii melko hyvin antaen teoreettisesti hyväksyttäviä arvoja.

String theory dualities and supergravity divergences

We demonstrate how duality invariance of the low energy expansion of the four-supergraviton amplitude in type II string theory determines the precise coefficients of multiloop logarithmic ultraviolet divergences of maximal supergravity in various dimensions. This is illustrated by the explicit moduli-dependence of terms of the form ¿2k R4, with k ¿ 3, in the effective action. Furthermore, we show that in the supergravity limit the perturbative contributions are swamped by an accumulation of non-perturbative effects of zero-action instantons.

Soluble models in two-dimensional dilaton gravity

A one-parameter class of simple models of two-dimensional dilaton gravity, which can be exactly solved including back-reaction effects, is investigated at both classical and quantum levels. This family contains the RST model as a special case, and it continuously interpolates between models having a flat (Rindler) geometry and a constant curvature metric with a nontrivial dilaton field. The processes of formation of black hole singularities from collapsing matter and Hawking evaporation are considered in detail. Various physical aspects of these geometries are discussed, including the cosmological interpretation.

Vigor and field emergence in "high oleic" sunflower seeds, in southeast of Buenos Aires province

Sunflower crop was based, as yet, on high linoleic cultivars, but in the last years request for oil with higher content of oleic acid has increased, due to their dietary characteristics. At the beginning, high oleic cultivars were used to be sown in warm regions, but then the concern about growing it in temperate areas, as the south-east of Buenos Aires Province, was posed. In this region, early sowings are recommended, so that grain filling matches with a period of appropriate hydric and light conditions, as to result in greater yields. However, early sowings are limited by low soil temperature, that delays seedling emergence, resulting in heterogeneous stand establishment. The aim of this work was to evaluate seed performance of four high oleic cultivars in the southern area of Buenos Aires Province, by means of vigor tests and field trials. Germination, cold, tetrazolium viability, tetrazolium viability with cold, accelerated ageing tests and three field sowings at different soil temperatures were performed. Data were analyzed by Anova using generalised linear models, and tests and cultivars were contrasted among themselves. Similar seedling emergence under optimal and suboptimal temperatures for high oleic and high linoleic cultivars was recorded. The success of seedling establishment does not appear to be related to the acidic composition of seeds.

Posttraumatic stress disorder symptoms might be destroying your intimacy : a test of mediational models in a community sample of couples

The present research focused on the pathways through which the symptoms of posttraumatic stress disorder (PTSD) may negatively impact intimacy. Previous research has confirmed a link between self-reported PTSD symptoms and intimacy; however, a thorough examination of mediating paths, partner effects, and secondary traumatization has not yet been realized. With a sample of 297 heterosexual couples, intraindividual and dyadic models were developed to explain the relationships between PTSD symptoms and intimacy in the context of interdependence theory, attachment theory, and models of selfpreservation (e.g., fight-or-flight). The current study replicated the findings of others and has supported a process in which affective (alexithymia, negative affect, positive affect) and communication (demand-withdraw behaviour, self-concealment, and constructive communication) pathways mediate the intraindividual and dyadic relationships between PTSD symptoms and intimacy. Moreover, it also found that the PTSD symptoms of each partner were significantly related; however, this was only the case for those dyads in which the partners had disclosed most everything about their traumatic experiences. As such, secondary traumatization was supported. Finally, although the overall pattern of results suggest a total negative effect of PTSD symptoms on intimacy, a sex difference was evident such that the direct effect of the woman's PTSD symptoms were positively associated with both her and her partner's intimacy. I t is possible that the Tend-andBefriend model of threat response, wherein women are said to foster social bonds in the face of distress, may account for this sex difference. Overall, however, it is clear that PTSD symptoms were negatively associated with relationship quality and attention to this impact in the development of diagnostic criteria and treatment protocols is necessary.

On some Density Theorems in Number Theory and Group Theory

Gowers, dans son article sur les matrices quasi-aléatoires, étudie la question, posée par Babai et Sos, de l'existence d'une constante $c>0$ telle que tout groupe fini possède un sous-ensemble sans produit de taille supérieure ou égale a $c|G|$. En prouvant que, pour tout nombre premier $p$ assez grand, le groupe $PSL_2(\mathbb{F}_p)$ (d'ordre noté $n$) ne posséde aucun sous-ensemble sans produit de taille $c n^{8/9}$, il y répond par la négative. Nous allons considérer le probléme dans le cas des groupes compacts finis, et plus particuliérement des groupes profinis $SL_k(\mathbb{Z}_p)$ et $Sp_{2k}(\mathbb{Z}_p)$. La premiére partie de cette thése est dédiée à l'obtention de bornes inférieures et supérieures exponentielles pour la mesure suprémale des ensembles sans produit. La preuve nécessite d'établir préalablement une borne inférieure sur la dimension des représentations non-triviales des groupes finis $SL_k(\mathbb{Z}/(p^n\mathbb{Z}))$ et $Sp_{2k}(\mathbb{Z}/(p^n\mathbb{Z}))$. Notre théoréme prolonge le travail de Landazuri et Seitz, qui considérent le degré minimal des représentations pour les groupes de Chevalley sur les corps finis, tout en offrant une preuve plus simple que la leur. La seconde partie de la thése à trait à la théorie algébrique des nombres. Un polynome monogéne $f$ est un polynome unitaire irréductible à coefficients entiers qui endengre un corps de nombres monogéne. Pour un nombre premier $q$ donné, nous allons montrer, en utilisant le théoréme de densité de Tchebotariov, que la densité des nombres premiers $p$ tels que $t^q -p$ soit monogéne est supérieure ou égale à $(q-1)/q$. Nous allons également démontrer que, quand $q=3$, la densité des nombres premiers $p$ tels que $\mathbb{Q}(\sqrt[3]{p})$ soit non monogéne est supérieure ou égale à $1/9$.

Some Applications of Markov Additive Processes as Models in Insurance and Financial Mathematics

Cette thèse est principalement constituée de trois articles traitant des processus markoviens additifs, des processus de Lévy et d'applications en finance et en assurance. Le premier chapitre est une introduction aux processus markoviens additifs (PMA), et une présentation du problème de ruine et de notions fondamentales des mathématiques financières. Le deuxième chapitre est essentiellement l'article "Lévy Systems and the Time Value of Ruin for Markov Additive Processes" écrit en collaboration avec Manuel Morales et publié dans la revue European Actuarial Journal. Cet article étudie le problème de ruine pour un processus de risque markovien additif. Une identification de systèmes de Lévy est obtenue et utilisée pour donner une expression de l'espérance de la fonction de pénalité actualisée lorsque le PMA est un processus de Lévy avec changement de régimes. Celle-ci est une généralisation des résultats existant dans la littérature pour les processus de risque de Lévy et les processus de risque markoviens additifs avec sauts "phase-type". Le troisième chapitre contient l'article "On a Generalization of the Expected Discounted Penalty Function to Include Deficits at and Beyond Ruin" qui est soumis pour publication. Cet article présente une extension de l'espérance de la fonction de pénalité actualisée pour un processus subordinateur de risque perturbé par un mouvement brownien. Cette extension contient une série de fonctions escomptée éspérée des minima successives dus aux sauts du processus de risque après la ruine. Celle-ci a des applications importantes en gestion de risque et est utilisée pour déterminer la valeur espérée du capital d'injection actualisé. Finallement, le quatrième chapitre contient l'article "The Minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model" écrit en collaboration avec Romuald Hervé Momeya et publié dans la revue Asia-Pacific Financial Market. Cet article présente de nouveaux résultats en lien avec le problème de l'incomplétude dans un marché financier où le processus de prix de l'actif risqué est décrit par un modèle exponentiel markovien additif. Ces résultats consistent à charactériser la mesure martingale satisfaisant le critère de l'entropie. Cette mesure est utilisée pour calculer le prix d'une option, ainsi que des portefeuilles de couverture dans un modèle exponentiel de Lévy avec changement de régimes.

Analysis of some Stochastic models in inventories and Queues

The thesis entitled Analysis of Some Stochastic Models in Inventories and Queues. This thesis is devoted to the study of some stochastic models in Inventories and Queues which are physically realizable, though complex. It contains a detailed analysis of the basic stochastic processes underlying these models. In this thesis, (s,S) inventory systems with nonidentically distributed interarrival demand times and random lead times, state dependent demands, varying ordering levels and perishable commodities with exponential life times have been studied. The queueing system of the type Ek/Ga,b/l with server vacations, service systems with single and batch services, queueing system with phase type arrival and service processes and finite capacity M/G/l queue when server going for vacation after serving a random number of customers are also analysed. The analogy between the queueing systems and inventory systems could be exploited in solving certain models. In vacation models, one important result is the stochastic decomposition property of the system size or waiting time. One can think of extending this to the transient case. In inventory theory, one can extend the present study to the case of multi-item, multi-echelon problems. The study of perishable inventory problem when the commodities have a general life time distribution would be a quite interesting problem. The analogy between the queueing systems and inventory systems could be exploited in solving certain models.

Some bivariate life time models in discrete time"

The term reliability of an equipment or device is often meant to indicate the probability that it carries out the functions expected of it adequately or without failure and within specified performance limits at a given age for a desired mission time when put to use under the designated application and operating environmental stress. A broad classification of the approaches employed in relation to reliability studies can be made as probabilistic and deterministic, where the main interest in the former is to device tools and methods to identify the random mechanism governing the failure process through a proper statistical frame work, while the latter addresses the question of finding the causes of failure and steps to reduce individual failures thereby enhancing reliability. In the probabilistic attitude to which the present study subscribes to, the concept of life distribution, a mathematical idealisation that describes the failure times, is fundamental and a basic question a reliability analyst has to settle is the form of the life distribution. It is for no other reason that a major share of the literature on the mathematical theory of reliability is focussed on methods of arriving at reasonable models of failure times and in showing the failure patterns that induce such models. The application of the methodology of life time distributions is not confined to the assesment of endurance of equipments and systems only, but ranges over a wide variety of scientific investigations where the word life time may not refer to the length of life in the literal sense, but can be concieved in its most general form as a non-negative random variable. Thus the tools developed in connection with modelling life time data have found applications in other areas of research such as actuarial science, engineering, biomedical sciences, economics, extreme value theory etc.

Electric field alignment in thin films of cylinder-forming diblock copolymer

We investigate thin films of cylinder-forming diblock copolymer confined between electrically charged parallel plates, using self-consistent-field theory ( SCFT) combined with an exact treatment for linear dielectric materials. Our study focuses on the competition between the surface interactions, which tend to orient cylinder domains parallel to the plates, and the electric field, which favors a perpendicular orientation. The effect of the electric field on the relative stability of the competing morphologies is demonstrated with equilibrium phase diagrams, calculated with the aid of a weak-field approximation. As hoped, modest electric fields are shown to have a significant stabilizing effect on perpendicular cylinders, particularly for thicker films. Our improved SCFT-based treatment removes most of the approximations implemented by previous approaches, thereby managing to resolve outstanding qualitative inconsistencies among different approximation schemes.

How contractors price risk in bids: theory and practice

Formal and analytical models that contractors can use to assess and price project risk at the tender stage have proliferated in recent years. However, they are rarely used in practice. Introducing more models would, therefore, not necessarily help. A better understanding is needed of how contractors arrive at a bid price in practice, and how, and in what circumstances, risk apportionment actually influences pricing levels. More than 60 proposed risk models for contractors that are published in journals were examined and classified. Then exploratory interviews with five UK contractors and documentary analyses on how contractors price work generally and risk specifically were carried out to help in comparing the propositions from the literature to what contractors actually do. No comprehensive literature on the real bidding processes used in practice was found, and there is no evidence that pricing is systematic. Hence, systematic risk and pricing models for contractors may have no justifiable basis. Contractors process their bids through certain tendering gateways. They acknowledge the risk that they should price. However, the final settlement depends on a set of complex, micro-economic factors. Hence, risk accountability may be smaller than its true cost to the contractor. Risk apportionment occurs at three stages of the whole bid-pricing process. However, analytical approaches tend not to incorporate this, although they could.

Urban tracer dispersion experiments during the second DAPPLE field campaign in London 2004

As part of the DAPPLE programme two large scale urban tracer experiments using multiple simultaneous releases of cyclic perfluoroalkanes from fixed location point sources was performed. The receptor concentrations along with relevant meteorological parameters measured are compared with a three screening dispersion models in order to best predict the decay of pollution sources with respect to distance. It is shown here that the simple dispersion models tested here can provide a reasonable upper bound estimate of the maximum concentrations measured with an empirical model derived from field observations and wind tunnel studies providing the best estimate. An indoor receptor was also used to assess indoor concentrations and their pertinence to commonly used evacuation procedures.

Markov models of aging: theory and practice

We review and structure some of the mathematical and statistical models that have been developed over the past half century to grapple with theoretical and experimental questions about the stochastic development of aging over the life course. We suggest that the mathematical models are in large part addressing the problem of partitioning the randomness in aging: How does aging vary between individuals, and within an individual over the lifecourse? How much of the variation is inherently related to some qualities of the individual, and how much is entirely random? How much of the randomness is cumulative, and how much is merely short-term flutter? We propose that recent lines of statistical inquiry in survival analysis could usefully grapple with these questions, all the more so if they were more explicitly linked to the relevant mathematical and biological models of aging. To this end, we describe points of contact among the various lines of mathematical and statistical research. We suggest some directions for future work, including the exploration of information-theoretic measures for evaluating components of stochastic models as the basis for analyzing experiments and anchoring theoretical discussions of aging.