Sticky credit spreads, macroeconomic activity and equity market volatility

We uncover high persistence in credit spread series that can obscure the relationship between the theoretical determinants of credit risk and observed credit spreads. We use a Markovswitching model, which also captures the stability (low frequency changes) of credit ratings, to show why credit spreads may continue to respond to past levels of credit risk, even though the state of the economy has changed. A bivariate model of credit spreads and either macroeconomic activity or equity market volatility detects large and significant correlations that are consistent with theory but have not been observed in previous studies. © 2010 Nova Science Publishers, Inc. All rights reserved.

High birefringence fibre interrogating interferometer for optical sensing applications

We describe the use of high birefringence fibre forming a differential path interferometer for heterodyne fibre optic sensing applications. We firstly recover a low frequency strain amplitude of 1µe at 1Hz applied to a fibre Bragg grating sensor demonstrating a noise limited resolution of around 100ne/vHz. Secondly we interrogate a Mach-Zehnder interferometer sensor using the dual wavelength technique to detect a change in the Mach-Zehnder OPD of 200µm.

Novel neuronal and astrocytic mechanisms in thalamocortical loop dynamics

In this review, we summarize three sets of findings that have recently been observed in thalamic astrocytes and neurons, and discuss their significance for thalamocortical loop dynamics. (i) A physiologically relevant ‘window’ component of the low–voltage–activated, T–type Ca2+ current (ITwindow) plays an essential part in the slow (less than 1 Hz) sleep oscillation in adult thalamocortical (TC) neurons, indicating that the expression of this fundamental sleep rhythm in these neurons is not a simple reflection of cortical network activity. It is also likely that ITwindow underlies one of the cellular mechanisms enabling TC neurons to produce burst firing in response to novel sensory stimuli. (ii) Both electrophysiological and dye–injection experiments support the existence of gap junction–mediated coupling among young and adult TC neurons. This finding indicates that electrical coupling–mediated synchronization might be implicated in the high and low frequency oscillatory activities expressed by this type of thalamic neuron. (iii) Spontaneous intracellular Ca2+ ([Ca2+]i) waves propagating among thalamic astrocytes are able to elicit large and long–lasting N–methyl–D–aspartate–mediated currents in TC neurons. The peculiar developmental profile within the first two postnatal weeks of these astrocytic [Ca2+]i transients and the selective activation of these glutamate receptors point to a role for this astrocyte–to–neuron signalling mechanism in the topographic wiring of the thalamocortical loop. As some of these novel cellular and intracellular properties are not restricted to thalamic astrocytes and neurons, their significance may well apply to (patho)physiological functions of glial and neuronal elements in other brain areas.

PSD modifications of FHRV due to interpolation and CTG storage rate

Cardiotocographic data provide physicians information about foetal development and permit to assess conditions such as foetal distress. An incorrect evaluation of the foetal status can be of course very dangerous. To improve interpretation of cardiotocographic recordings, great interest has been dedicated to foetal heart rate variability spectral analysis. It is worth reminding, however, that foetal heart rate is intrinsically an uneven series, so in order to produce an evenly sampled series a zero-order, linear or cubic spline interpolation can be employed. This is not suitable for frequency analyses because interpolation introduces alterations in the foetal heart rate power spectrum. In particular, interpolation process can produce alterations of the power spectral density that, for example, affects the estimation of the sympatho-vagal balance (computed as low-frequency/high-frequency ratio), which represents an important clinical parameter. In order to estimate the frequency spectrum alterations of the foetal heart rate variability signal due to interpolation and cardiotocographic storage rates, in this work, we simulated uneven foetal heart rate series with set characteristics, their evenly spaced versions (with different orders of interpolation and storage rates) and computed the sympatho-vagal balance values by power spectral density. For power spectral density estimation, we chose the Lomb method, as suggested by other authors to study the uneven heart rate series in adults. Summarising, the obtained results show that the evaluation of SVB values on the evenly spaced FHR series provides its overestimation due to the interpolation process and to the storage rate. However, cubic spline interpolation produces more robust and accurate results. © 2010 Elsevier Ltd. All rights reserved.

PSD modifications of FHRV due to CTG storage rate

Cardiotocographic data provide physicians information about foetal development and, through assessment of specific parameters (like accelerations, uterine contractions, ...), permit to assess conditions such as foetal distress. An incorrect evaluation of foetal status can be of course very dangerous. In the last decades, to improve interpretation of cardiotocographic recordings, great interest has been dedicated to FHRV spectral analysis. It is worth reminding that FHR is intrinsically an uneven series and that to obtain evenly sampled series, many commercial cardiotocographs use a zero-order interpolation (storage rate of CTG data equal to 4 Hz). This is not suitable for frequency analyses because interpolation introduces alterations in the FHR power spectrum. In particular, this interpolation process can produce artifacts and an attenuation of the high-frequency components of the PSD that, for example, affects the estimation of the sympatho-vagal balance (SVB - computed as low-frequency/high-frequency ratio), which represents an important clinical parameter. In order to estimate the frequency spectrum alterations due to zero-order interpolation and other CTG storage rates, in this work, we simulated uneven FHR series with set characteristics, their evenly spaced versions (with different storage rates) and computed SVB values by PSD. For PSD estimation, we chose the Lomb method, as suggested by other authors in application to uneven HR series. ©2009 IEEE.

Temporal dynamics in an immunological synapse:role of thermal fluctuations in signaling

The article analyzes the contribution of stochastic thermal fluctuations in the attachment times of the immature T-cell receptor TCR: peptide-major-histocompatibility-complex pMHC immunological synapse bond. The key question addressed here is the following: how does a synapse bond remain stabilized in the presence of high-frequency thermal noise that potentially equates to a strong detaching force? Focusing on the average time persistence of an immature synapse, we show that the high-frequency nodes accompanying large fluctuations are counterbalanced by low-frequency nodes that evolve over longer time periods, eventually leading to signaling of the immunological synapse bond primarily decided by nodes of the latter type. Our analysis shows that such a counterintuitive behavior could be easily explained from the fact that the survival probability distribution is governed by two distinct phases, corresponding to two separate time exponents, for the two different time regimes. The relatively shorter timescales correspond to the cohesion:adhesion induced immature bond formation whereas the larger time reciprocates the association:dissociation regime leading to TCR:pMHC signaling. From an estimate of the bond survival probability, we show that, at shorter timescales, this probability PΔ(τ) scales with time τ as a universal function of a rescaled noise amplitude DΔ2, such that PΔ(τ)∼τ-(ΔD+12),Δ being the distance from the mean intermembrane (T cell:Antigen Presenting Cell) separation distance. The crossover from this shorter to a longer time regime leads to a universality in the dynamics, at which point the survival probability shows a different power-law scaling compared to the one at shorter timescales. In biological terms, such a crossover indicates that the TCR:pMHC bond has a survival probability with a slower decay rate than the longer LFA-1:ICAM-1 bond justifying its stability.

Controlling the properties of microstructured plastic optical fiber Bragg gratings using acousto-optic excitation

A fine control of the mPOF Bragg grating spectrum properties, such as maximum reflected power and 3dB bandwidth, through acousto-optic modulation (AOM) using flexural regime is presented. A numerical comparison of the strain field along mPOFBG - AOM and the similar structure with SMFBG-AOM was presented, showing that the strain field amplitude is higher along the mPOFBG due to its smaller mechanical stiffness. The obtained results can be used in the development of fine-tuned optical filters using low voltage sources and low frequency regimes, to obtain tunable optical filters and to control the shape of the spectrum. Studies of the behavior in different gratings (such as phase shifted and long period gratings) for photonic applications, such as tunable notch filters or tunable cavities, are in progress. It can potentially be applied on tunable optical filters for POF transmission. © 2012 IEEE.

Interictal autonomic abnormalities in idiopathic Rolandic Epilepsy

We investigated 50 young patients with a diagnosis of Rolandic Epilepsy (RE) for the presence of abnormalities in autonomic tone compared with 50 young patients with idiopathic generalized epilepsy with absences and 50 typically developing children of comparable age. We analyzed time domain (N-N interval, pNN50) and frequency domain (High Frequency (HF), Low Frequency (LF) and LF/HF ratio) indices from ten-minute resting EKG activity. Patients with RE showed significantly higher HF and lower LF power and lower LF/HF ratio than controls, independent of the epilepsy group, and did not show significant differences in any other autonomic index with respect to the two control groups. In RE, we found a negative relationship between both seizure load and frequency of sleep interictal EEG abnormalities with parasympathetic drive levels. These changes might be the expression of adaptive mechanisms to prevent the excessive sympathetic drive seen in patients with refractory epilepsies. © 2012 Elsevier Inc.

Passive mode locking in erbium-doped fibre laser by carbon nanotubes

Passively mode locked fibre lasers have a variety of applications ranging from telecommunication to medical photonics. Carbon nanotubes (CNTs) have attracted recently a great deal of attention as a promising solution for saturable absorber elements required for laser mode locking (see e.g. [1-3] and references therein). CNTs can be used as a saturable absorber in passively mode locked fibre laser directly [1,2] or as a CNTs polymer composites [3]. An attractive feature of CNT-based solutions in fibre lasers is a possibility to maintain the compactness, robustness of all-fibre format and low cost through using all standard telecom compatible components. The two important technical challenges in such type of lasers are: (i) to achieve stable polarization properties of the generated radiation without using complex control elements, and, (ii) to avoid low frequency instabilities of the mode-locked pulse train. In this paper we report results of the experiments on mode-locked soliton fibre laser using the following standard components: 1m of highly doped erbium fibre (Liekki Er80-8/125) serves as the gain medium with nominal absorption of 80 dB/m at 1530 nm; a 976 nm laser diode providing up to 310mW power is used to pump the laser via a 980/1550 wavelength division multiplexing; an isolator is employed to ensure single direction oscillation; SMF-28 is used to create necessary amount of anomalous dispersion to form soliton pulse making the total cavity length around 7.83 m; the CNT-polyvinyl alcohol polymer saturable absorber sandwiched in the FC/PC connector is used as a mode-locker device (see [3] for details). © 2011 IEEE.

Physical dynamic simulation of shipboard power system components in a distributed computational environment

Shipboard power systems have different characteristics than the utility power systems. In the Shipboard power system it is crucial that the systems and equipment work at their peak performance levels. One of the most demanding aspects for simulations of the Shipboard Power Systems is to connect the device under test to a real-time simulated dynamic equivalent and in an environment with actual hardware in the Loop (HIL). The real time simulations can be achieved by using multi-distributed modeling concept, in which the global system model is distributed over several processors through a communication link. The advantage of this approach is that it permits the gradual change from pure simulation to actual application. In order to perform system studies in such an environment physical phase variable models of different components of the shipboard power system were developed using operational parameters obtained from finite element (FE) analysis. These models were developed for two types of studies low and high frequency studies. Low frequency studies are used to examine the shipboard power systems behavior under load switching, and faults. High-frequency studies were used to predict abnormal conditions due to overvoltage, and components harmonic behavior. Different experiments were conducted to validate the developed models. The Simulation and experiment results show excellent agreement. The shipboard power systems components behavior under internal faults was investigated using FE analysis. This developed technique is very curial in the Shipboard power systems faults detection due to the lack of comprehensive fault test databases. A wavelet based methodology for feature extraction of the shipboard power systems current signals was developed for harmonic and fault diagnosis studies. This modeling methodology can be utilized to evaluate and predicate the NPS components future behavior in the design stage which will reduce the development cycles, cut overall cost, prevent failures, and test each subsystem exhaustively before integrating it into the system.

Study of carbon nanotube film and shape memory alloys treatment for sensing and structural vibration control

Structural vibration control is of great importance. Current active and passive vibration control strategies usually employ individual elements to fulfill this task, such as viscoelastic patches for providing damping, transducers for picking up signals and actuators for inputting actuating forces. The goal of this dissertation work is to design, manufacture, investigate and apply a new type of multifunctional composite material for structural vibration control. This new composite, which is based on multi-walled carbon nanotube (MWCNT) film, is potentially to function as free layer damping treatment and strain sensor simultaneously. That is, the new material integrates the transducer and the damping patch into one element. The multifunctional composite was prepared by sandwiching the MWCNT film between two adhesive layers. Static sensing test indicated that the MWCNT film sensor resistance changes almost linearly with the applied load. Sensor sensitivity factors were comparable to those of the foil strain gauges. Dynamic test indicated that the MWCNT film sensor can outperform the foil strain gage in high frequency ranges. Temperature test indicated the MWCNT sensor had good temperature stability over the range of 237 K-363 K. The Young’s modulus and shear modulus of the MWCNT film composite were acquired by nanoindentation test and direct shear test, respectively. A free vibration damping test indicated that the MWCNT composite sensor can also provide good damping without adding excessive weight to the base structure. A new model for sandwich structural vibration control was then proposed. In this new configuration, a cantilever beam covered with MWCNT composite on top and one layer of shape memory alloy (SMA) on the bottom was used to illustrate this concept. The MWCNT composite simultaneously serves as free layer damping and strain sensor, and the SMA acts as actuator. Simple on-off controller was designed for controlling the temperature of the SMA so as to control the SMA recovery stress as input and the system stiffness. Both free and forced vibrations were analyzed. Simulation work showed that this new configuration for sandwich structural vibration control was successful especially for low frequency system.

Independent Monitoring the Cuban Economic Zone Oil Development

The extensive impact and consequences of the 2010 Deep Water Horizon oil drilling rig failure in the Gulf of Mexico, together with expanding drilling activities in the Cuban Exclusive Economic zone, have cast a spotlight on Cuban oil development. The threat of a drilling rig failure has evolved from being only hypothetical to a potential reality with the commencement of active drilling in Cuban waters. The disastrous consequences of a drilling rig failure in Cuban waters will spread over a number of vital interests of the US and of nations in the Caribbean in the general environs of Cuba. The US fishing and tourist industries will take major blows from a significant oil spill in Cuban waters. Substantial ecological damage and damage to beaches could occur for the US, Mexico, Haiti and other countries as well. The need exists for the US to have the ability to independently monitor the reality of Cuban oceanic oil development. The advantages of having an independent US early warning system providing essential real-time data on the possible failure of a drilling rig in Cuban waters are numerous. An ideal early warning system would timely inform the US that an event has occurred or is likely to occur in, essentially, real-time. Presently operating monitoring systems that could provide early warning information are satellite-based. Such systems can indicate the locations of both drilling rigs and operational drilling platforms. The system discussed/proposed in this paper relies upon low-frequency underwater sound. The proposed system can complement existing monitoring systems, which offer ocean-surface information, by providing sub-ocean surface, near-real time, information. This “integrated system” utilizes and combines (integrates) many different forms of information, some gathered through sub-ocean surface systems, and some through electromagnetic-based remote sensing (satellites, aircraft, unmanned arial vehicles), and other methods as well. Although the proposed integrated system is in the developmental stage, it is based upon well-established technologies.

Experimental and Analytical Methodologies for Predicting Peak Loads on Building Envelopes and Roofing Systems

The performance of building envelopes and roofing systems significantly depends on accurate knowledge of wind loads and the response of envelope components under realistic wind conditions. Wind tunnel testing is a well-established practice to determine wind loads on structures. For small structures much larger model scales are needed than for large structures, to maintain modeling accuracy and minimize Reynolds number effects. In these circumstances the ability to obtain a large enough turbulence integral scale is usually compromised by the limited dimensions of the wind tunnel meaning that it is not possible to simulate the low frequency end of the turbulence spectrum. Such flows are called flows with Partial Turbulence Simulation. In this dissertation, the test procedure and scaling requirements for tests in partial turbulence simulation are discussed. A theoretical method is proposed for including the effects of low-frequency turbulences in the post-test analysis. In this theory the turbulence spectrum is divided into two distinct statistical processes, one at high frequencies which can be simulated in the wind tunnel, and one at low frequencies which can be treated in a quasi-steady manner. The joint probability of load resulting from the two processes is derived from which full-scale equivalent peak pressure coefficients can be obtained. The efficacy of the method is proved by comparing predicted data derived from tests on large-scale models of the Silsoe Cube and Texas-Tech University buildings in Wall of Wind facility at Florida International University with the available full-scale data. For multi-layer building envelopes such as rain-screen walls, roof pavers, and vented energy efficient walls not only peak wind loads but also their spatial gradients are important. Wind permeable roof claddings like roof pavers are not well dealt with in many existing building codes and standards. Large-scale experiments were carried out to investigate the wind loading on concrete pavers including wind blow-off tests and pressure measurements. Simplified guidelines were developed for design of loose-laid roof pavers against wind uplift. The guidelines are formatted so that use can be made of the existing information in codes and standards such as ASCE 7-10 on pressure coefficients on components and cladding.

Physical dynamic simulation of shipboard power system components in a distributed computational environment

Shipboard power systems have different characteristics than the utility power systems. In the Shipboard power system it is crucial that the systems and equipment work at their peak performance levels. One of the most demanding aspects for simulations of the Shipboard Power Systems is to connect the device under test to a real-time simulated dynamic equivalent and in an environment with actual hardware in the Loop (HIL). The real time simulations can be achieved by using multi-distributed modeling concept, in which the global system model is distributed over several processors through a communication link. The advantage of this approach is that it permits the gradual change from pure simulation to actual application. In order to perform system studies in such an environment physical phase variable models of different components of the shipboard power system were developed using operational parameters obtained from finite element (FE) analysis. These models were developed for two types of studies low and high frequency studies. Low frequency studies are used to examine the shipboard power systems behavior under load switching, and faults. High-frequency studies were used to predict abnormal conditions due to overvoltage, and components harmonic behavior. Different experiments were conducted to validate the developed models. The Simulation and experiment results show excellent agreement. The shipboard power systems components behavior under internal faults was investigated using FE analysis. This developed technique is very curial in the Shipboard power systems faults detection due to the lack of comprehensive fault test databases. A wavelet based methodology for feature extraction of the shipboard power systems current signals was developed for harmonic and fault diagnosis studies. This modeling methodology can be utilized to evaluate and predicate the NPS components future behavior in the design stage which will reduce the development cycles, cut overall cost, prevent failures, and test each subsystem exhaustively before integrating it into the system.

Isotope measurements from ODP Hole 104-642B

The Pliocene (5.3-2.6 Ma) is often described as a relatively stable climatic period, with warm temperatures characterizing high latitudes. New suborbital resolved stable isotope records from ODP Hole 642B in the Eastern Nordic Seas document that the Pliocene was not a stable period characterized by one climate. Rather, seven distinct climate phases, each lasting between 150,000 and 400,000 years, are identified and characterized in the time interval 5.1-3.1 Ma. Four of the transitions between the defined climate phases occurred close to an eccentricity minimum and a minimum in amplitude of change for Northern Hemisphere summer insolation, while two occurred around an eccentricity maximum and a maximum in amplitude in insolation change. Hence, a low frequency response of the Nordic Seas to insolation forcing is indicated. In addition, paleogeographic and related paleoceanographic changes, expansion of the Arctic sea ice cover and onset of NHG were important factors behind the evolving Pliocene low frequency variability in the eastern Nordic Seas. It is likely that the identified climate phases and transitions are important beyond the Nordic Seas, due to their association with changes to both insolation and paleogeography. Also, a strong and variable degree of diagenetic calcite overgrowth is documented for the planktic foraminifera, especially influencing the planktic d18O results; the absolute values and amplitude of change cannot be taken at face value.