On approximate electromagnetic cloaking by transformation media

We give a comprehensive study on regularized approximate electromagnetic cloaking in the spherical geometry via the transformation optics approach. The following aspects are investigated: (i) near-invisibility cloaking of passive media as well as active/radiating sources; (ii) the existence of cloak-busting inclusions without lossy medium lining; (iii) overcoming the cloaking-busts by employing a lossy layer outside the cloaked region; and (iv) the frequency dependence of the cloaking performances. We address these issues and connect the obtained asymptotic results to singular ideal cloaking. Numerical verifications and demonstrations are provided to show the sharpness of our analytical study.

Proteogenomics and in silico structural and functional annotation of the barley powdery mildew Blumeria graminis f. sp. hordei

Blumeria graminis is an economically important obligate plant-pathogenic fungus, whose entire genome was recently sequenced and manually annotated using ab initio in silico predictions [7]. Employing large scale proteogenomic analysis we are now able to verify independently the existence of proteins predicted by 24% of open reading frame models. We compared the haustoria and sporulating hyphae proteomes and identified 71 proteins exclusively in haustoria, the feeding and effector-delivery organs of the pathogen. These proteins are ‘significantly smaller than the rest of the protein pool and predicted to be secreted. Most do not share any similarities with Swiss–Prot or Trembl entries nor possess any identifiable Pfam domains. We used a novel automated prediction pipeline to model the 3D structures of the proteins, identify putative ligand binding sites and predict regions of intrinsic disorder. This revealed that the protein set found exclusively in haustoria is significantly less disordered than the rest of the identified Blumeria proteins or random (and representative) protein sets generated from the yeast proteome. For most of the haustorial proteins with unknown functions no good templates could be found, from which to generate high quality models. Thus, these unknown proteins present potentially new protein folds that can be specific to the interaction of the pathogen with its host.

Compression of polyelectrolyte brushes in a salt-free theta solvent

This paper examines the normal force between two opposing polyelectrolyte brushes and the interpenetration of their chains that is responsible for sliding friction. It focuses on the special case of semi-dilute brushes in a salt-free theta solvent, for which Zhulina and Borisov [J. Chem. Phys., {\bf 107}, 5952, (1997)] have derived analytical predictions using the classical strong-stretching theory (SST) introduced by Semenov and developed by Milner, Witten and Cates. Interestingly, the SST predicts that the brushes contract maintaining a polymer-free gap as they are compressed together, which provides an explanation for the ultra-low frictional forces observed in experiment. We examine the degree to which the SST predictions are affected by chain fluctuations by employing self-consistent field theory (SCFT). While the normal force is relatively unaffected, fluctuations are found to have a strong impact on brush interpenetration. Even still, the contraction of the brushes does significantly prolong the onset of interpenetration, implying that a sizeable normal force can be achieved before the sliding friction becomes significant.

A three-regime model of speculative behaviour: modelling the evolution of the S&P 500 composite index

We examine whether a three-regime model that allows for dormant, explosive and collapsing speculative behaviour can explain the dynamics of the S&P 500. We extend existing models of speculative behaviour by including a third regime that allows a bubble to grow at a steady rate, and propose abnormal volume as an indicator of the probable time of bubble collapse. We also examine the financial usefulness of the three-regime model by studying a trading rule formed using inferences from it, whose use leads to higher Sharpe ratios and end of period wealth than from employing existing models or a buy-and-hold strategy.

Miniature transposable sequences are frequently mobilized in the bacterial plant pathogen Pseudomonas syringae pv. phaseolicola

Mobile genetic elements are widespread in Pseudomonas syringae, and often associate with virulence genes. Genome reannotation of the model bean pathogen P. syringae pv. phaseolicola 1448A identified seventeen types of insertion sequences and two miniature inverted-repeat transposable elements (MITEs) with a biased distribution, representing 2.8% of the chromosome, 25.8% of the 132-kb virulence plasmid and 2.7% of the 52-kb plasmid. Employing an entrapment vector containing sacB, we estimated that transposition frequency oscillated between 2.661025 and 1.161026, depending on the clone, although it was stable for each clone after consecutive transfers in culture media. Transposition frequency was similar for bacteria grown in rich or minimal media, and from cells recovered from compatible and incompatible plant hosts, indicating that growth conditions do not influence transposition in strain 1448A. Most of the entrapped insertions contained a full-length IS801 element, with the remaining insertions corresponding to sequences smaller than any transposable element identified in strain 1448A, and collectively identified as miniature sequences. From these, fragments of 229, 360 and 679-nt of the right end of IS801 ended in a consensus tetranucleotide and likely resulted from one-ended transposition of IS801. An average 0.7% of the insertions analyzed consisted of IS801 carrying a fragment of variable size from gene PSPPH_0008/PSPPH_0017, showing that IS801 can mobilize DNA in vivo. Retrospective analysis of complete plasmids and genomes of P. syringae suggests, however, that most fragments of IS801 are likely the result of reorganizations rather than one-ended transpositions, and that this element might preferentially contribute to genome flexibility by generating homologous regions of recombination. A further miniature sequence previously found to affect host range specificity and virulence, designated MITEPsy1 (100-nt), represented an average 2.4% of the total number of insertions entrapped in sacB, demonstrating for the first time the mobilization of a MITE in bacteria.

Testing for non-stationarity and cointegration allowing for the possibility of a structural break: an application to EuroSterling interest rates

In this paper we examine the order of integration of EuroSterling interest rates by employing techniques that can allow for a structural break under the null and/or alternative hypothesis of the unit-root tests. In light of these results, we investigate the cointegrating relationship implied by the single, linear expectations hypothesis of the term structure of interest rates employing two techniques, one of which allows for the possibility of a break in the mean of the cointegrating relationship. The aim of the paper is to investigate whether or not the interest rate series can be viewed as I(1) processes and furthermore, to consider whether there has been a structural break in the series. We also determine whether, if we allow for a break in the cointegration analysis, the results are consistent with those obtained when a break is not allowed for. The main results reported in this paper support the conjecture that the ‘short’ Euro-currency rates are characterised as I(1) series that exhibit a structural break on or near Black Wednesday, 16 September 1992, whereas the ‘long’ rates are I(1) series that do not support the presence of a structural break. The evidence from the cointegration analysis suggests that tests of the expectations hypothesis based on data sets that include the ERM crisis period, or a period that includes a structural break, might be problematic if the structural break is not explicitly taken into account in the testing framework.

Stress testing credit risk: the Great Depression scenario

By employing Moody’s corporate default and rating transition data spanning the last 90 years we explore how much capital banks should hold against their corporate loan portfolios to withstand historical stress scenarios. Specifically, we will focus on the worst case scenario over the observation period, the Great Depression. We find that migration risk and the length of the investment horizon are critical factors when determining bank capital needs in a crisis. We show that capital may need to rise more than three times when the horizon is increased from 1 year, as required by current and future regulation, to 3 years. Increases are still important but of a lower magnitude when migration risk is introduced in the analysis. Further, we find that the new bank capital requirements under the so-called Basel 3 agreement would enable banks to absorb Great Depression-style losses. But, such losses would dent regulatory capital considerably and far beyond the capital buffers that have been proposed to ensure that banks survive crisis periods without government support.

Eliciting consumer preferences for certified animal-friendly foods: can elements of the theory of planned behavior improve choice experiment analysis?

Models used in neoclassical economics assume human behaviour to be purely rational. On the other hand, models adopted in social and behavioural psychology are founded on the ‘black box’ of human cognition. In view of these observations, this paper aims at bridging this gap by introducing psychological constructs in the well established microeconomic framework of choice behaviour based on random utility theory. In particular, it combines constructs developed employing Ajzen’s theory of planned behaviour with Lancaster’s theory of consumer demand for product characteristics to explain stated preferences over certified animal-friendly foods. To reach this objective a web survey was administered in the largest five EU-25 countries: France, Germany, Italy, Spain and the UK. Findings identify some salient cross-cultural differences between northern and southern Europe and suggest that psychological constructs developed using the Ajzen model are useful in explaining heterogeneity of preferences. Implications for policy makers and marketers involved with certified animal-friendly foods are discussed.

Forecasting annual inflation with seasonal monthly data: using levels versus logs of the underlying price index

This paper investigates whether using natural logarithms (logs) of price indices for forecasting inflation rates is preferable to employing the original series. Univariate forecasts for annual inflation rates for a number of European countries and the USA based on monthly seasonal consumer price indices are considered. Stochastic seasonality and deterministic seasonality models are used. In many cases, the forecasts based on the original variables result in substantially smaller root mean squared errors than models based on logs. In turn, if forecasts based on logs are superior, the gains are typically small. This outcome sheds doubt on the common practice in the academic literature to forecast inflation rates based on differences of logs.

The effect of dopant molecules on the molecular order of electrically-conducting films of polypyrrole

X-ray scattering curves have been measured for a range of electrochemically-prepared conducting polypyrrole films employing a variety of counterions in aqueous solutions. Films containing counterions based on aromatic rings exhibit an anisotropic molecular organization. The degree of anisotropy is enhanced through the use of highly planar counterions. The electrical conductivity of such films is also improved if the charge/volume ratio of the counterion is maintained at a high level. Polypyrrole films prepared using ‘spherically’ shaped counterions such as SO42− do not display such anisotropic molecular organizations, and exhibit lower electrical conductivities. The competing structural roles of the counterions within these molecular composites are discussed.

Temperature-tuned vector phase conjugation in azobenzene dye impregnated polymer films

Near-perfect vector phase conjugation was achieved at 488 nm in a methyl red dye impregnated polymethylmethacrylate film by employing a temperature tuning technique. Using a degenerate four-wave mixing geometry with vertically polarized counterpropagating pump beams, intensity and polarization gratings were written in the dye/polymer system using a vertically or horizontally polarized weak probe beam. Over a limited temperature range, as the sample was heated, the probe reflectivity from the polarization grating dropped but the reflectivity from the intensity grating rose sharply. At a sample temperature of approximately 50°C, the reflectivities of the gratings were measured to be equal and we confirmed that, at this temperature, the measured vector phase conjugate fidelity was very close to unity. We discuss a possible explanation of this effect.

Towards the total synthesis of mycaperoxide B: probing biosynthetic rationale

Studies towards the biomimetic synthesis of mycaperoxide B (1) are described. We have established the synthesis of four diastereoisomers of mycaperoxide B methyl ester (1a) by employing a Michael addition across an α,β-unsaturated ester precursor 2 as the key step. This result strongly suggestsstereocontrol in the addition of the hydroperoxide functionality to the E double bond and discloses the importance of choosing the correct geometry of the α,β-unsaturated double bond when attempting to synthesise mycaperoxide B. Four diastereoisomeric tetrahydrofurans derived from an intramolecular rearrangement of the 1,2-dioxolane enolate 12 were also isolated and characterised.

Data assimilation for state and parameter estimation: application to morphodynamic modelling

Data assimilation is predominantly used for state estimation; combining observational data with model predictions to produce an updated model state that most accurately approximates the true system state whilst keeping the model parameters fixed. This updated model state is then used to initiate the next model forecast. Even with perfect initial data, inaccurate model parameters will lead to the growth of prediction errors. To generate reliable forecasts we need good estimates of both the current system state and the model parameters. This paper presents research into data assimilation methods for morphodynamic model state and parameter estimation. First, we focus on state estimation and describe implementation of a three dimensional variational(3D-Var) data assimilation scheme in a simple 2D morphodynamic model of Morecambe Bay, UK. The assimilation of observations of bathymetry derived from SAR satellite imagery and a ship-borne survey is shown to significantly improve the predictive capability of the model over a 2 year run. Here, the model parameters are set by manual calibration; this is laborious and is found to produce different parameter values depending on the type and coverage of the validation dataset. The second part of this paper considers the problem of model parameter estimation in more detail. We explain how, by employing the technique of state augmentation, it is possible to use data assimilation to estimate uncertain model parameters concurrently with the model state. This approach removes inefficiencies associated with manual calibration and enables more effective use of observational data. We outline the development of a novel hybrid sequential 3D-Var data assimilation algorithm for joint state-parameter estimation and demonstrate its efficacy using an idealised 1D sediment transport model. The results of this study are extremely positive and suggest that there is great potential for the use of data assimilation-based state-parameter estimation in coastal morphodynamic modelling.

Plane wave discontinuous Galerkin methods for the 2D Helmholtz equation: analysis of the $p$-version

Plane wave discontinuous Galerkin (PWDG) methods are a class of Trefftz-type methods for the spatial discretization of boundary value problems for the Helmholtz operator $-\Delta-\omega^2$, $\omega>0$. They include the so-called ultra weak variational formulation from [O. Cessenat and B. Després, SIAM J. Numer. Anal., 35 (1998), pp. 255–299]. This paper is concerned with the a priori convergence analysis of PWDG in the case of $p$-refinement, that is, the study of the asymptotic behavior of relevant error norms as the number of plane wave directions in the local trial spaces is increased. For convex domains in two space dimensions, we derive convergence rates, employing mesh skeleton-based norms, duality techniques from [P. Monk and D. Wang, Comput. Methods Appl. Mech. Engrg., 175 (1999), pp. 121–136], and plane wave approximation theory.

Human red blood cells at work: identification and visualization of erythrocytic eNOS activity in health and disease

A nitric oxide synthase (NOS)-like activity has been demonstrated in human red blood cells (RBCs), but doubts about its functional significance, isoform identity and disease relevance remain. Using flow cytometry in combination with the NO-imaging probe DAF-FM we find that all blood cells form NO intracellularly, with a rank order of monocytes > neutrophils > lymphocytes > RBCs > platelets. The observation of a NO-related fluorescence within RBCs was unexpected given the abundance of the NO-scavenger oxyhemoglobin. Constitutive normoxic NO formation was abolished by NOS inhibition and intracellular NO scavenging, confirmed by laser-scanning microscopy and unequivocally validated by detection of the DAF-FM reaction product with NO using HPLC and LC-MS/MS. Employing immunoprecipitation, ESI-MS/MS-based peptide sequencing and enzymatic assay we further demonstrate that human RBCs contain an endothelial NOS (eNOS) that converts L-3H-Arginine to L-3H-Citrulline in a Ca2+/Calmodulin-dependent fashion. Moreover, in patients with coronary artery disease, red cell eNOS expression and activity are both lower than in age-matched healthy individuals and correlate with the degree of endothelial dysfunction. Thus, human RBCs constitutively produce NO under normoxic conditions via an active eNOS isoform the activity of which is compromised in patients with coronary artery disease.