Suspensions of polymer-grafted nanoparticles with added polymers-Structure and effective pair-interactions

We present the results of combined experimental and theoretical (molecular dynamics simulations and integral equation theory) studies of the structure and effective interactions of suspensions of polymer grafted nanoparticles (PGNPs) in the presence of linear polymers. Due to the absence of systematic experimental and theoretical studies of PGNPs, it is widely believed that the structure and effective interactions in such binary mixtures would be very similar to those of an analogous soft colloidal material-star polymers. In our study, polystyrene-grafted gold nanoparticles with functionality f = 70 were mixed with linear polystyrene (PS) of two different molecular weights for obtaining two PGNP: PS size ratios, xi = 0.14 and 2.76 (where, xi = M-g/M-m, M-g and M-m being the molecular weights of grafting and matrix polymers, respectively). The experimental structure factor of PGNPs could be modeled with an effective potential (Model-X), which has been found to be widely applicable for star polymers. Similarly, the structure factor of the blends with xi = 0.14 could be modeled reasonably well, while the structure of blends with xi = 2.76 could not be captured, especially for high density of added polymers. A model (Model-Y) for effective interactions between PGNPs in a melt of matrix polymers also failed to provide good agreement with the experimental data for samples with xi = 2.76 and high density of added polymers. We tentatively attribute this anomaly in modeling the structure factor of blends with xi = 2.76 to the questionable assumption of Model-X in describing the added polymers as star polymers with functionality 2, which gets manifested in both polymer-polymer and polymer-PGNP interactions especially at higher fractions of added polymers. The failure of Model-Y may be due to the neglect of possible many-body interactions among PGNPs mediated by matrix polymers when the fraction of added polymers is high. These observations point to the need for a new framework to understand not only the structural behavior of PGNPs but also possibly their dynamics and thermo-mechanical properties as well. (C) 2015 AIP Publishing LLC.

Analysis of critical excavation depth for a jointed rock slope using a face-to-face discrete element method

The critical excavation depth of a jointed rock slope is an important problem in rock engineering. This paper studies the critical excavation depth for two idealized jointed rock slopes by employing a face-to-face discrete element method (DEM). The DEM is based on the discontinuity analysis which can consider anisotropic and discontinuous deformations due to joints and their orientations. It uses four lump-points at each surface of rock blocks to describe their interactions. The relationship between the critical excavation depth D-s and the natural slope angle alpha, the joint inclination angle theta as well as the strength parameters of the joints c(r) ,phi(r) is analyzed, and the critical excavation depth obtained with this DEM and the limit equilibrium method (LEM) is compared. Furthermore, effects of joints on the failure modes are compared between DEM simulations and experimental observations. It is found that the DEM predicts a lower critical excavation depth than the LEM if the joint structures in the rock mass are not ignored.

On the Impact of Low-Rate Attacks

Recent research have exposed new breeds of attacks that are capable of denying service or inflicting significant damage to TCP flows, without sustaining the attack traffic. Such attacks are often referred to as "low-rate" attacks and they stand in sharp contrast against traditional Denial of Service (DoS) attacks that can completely shut off TCP flows by flooding an Internet link. In this paper, we study the impact of these new breeds of attacks and the extent to which defense mechanisms are capable of mitigating the attack's impact. Through adopting a simple discrete-time model with a single TCP flow and a nonoblivious adversary, we were able to expose new variants of these low-rate attacks that could potentially have high attack potency per attack burst. Our analysis is focused towards worst-case scenarios, thus our results should be regarded as upper bounds on the impact of low-rate attacks rather than a real assessment under a specific attack scenario.

A versatile characterization of causal relationships

This paper introduces a framework for representing versatile temporal relationships between events and their effects. The framework is based on a simple time model which characterizes each time element as a subset of the set of real numbers and allows expression of both absolute time values and relative temporal relations. The formalism presented here formally specifies the so-called most general temporal constraint (GTC), which guarantees the common-sense assertion that “the beginning of the effect cannot precede the beginning of the cause”. It is shown that there are in fact 8 possible causal relationships which satisfy GTC, including cases where, on the one hand, effects start simultaneously with, during, immediately after, or some time after their causes, and on the other hand, events end before, simultaneously with, or after their causes. The causal relationships characterized in this paper are versatile enough to subsume those representatives in the literature.

Adsorption Characteristics of Reactive Dyes in Columns of Activated Carbon

Abstract: Adsorption behaviour of reactive dyes in fixed-bed adsorber was evaluated in this work. The characteristics of mass transfer zone (MTZ), where adsorption in column occurs, were affected by carbon bed depth and influent dye concentration. The working lifetime (t(x)) of MTZ, the height of mass transfer zone (HMTZ), the rate of mass transfer zone (RMTZ), and the column capacity at exhaustion (q(column)) were estimated for the removal of remazol reactive yellow and remazol reactive black by carbon adsorber. The results showed that column capacity calculated at 90% of column exhaustion was lower than carbon capacity obtained from equilibrium studies. This indicated that the capacity of activated carbon was not fully utilized in the fixed-bed adsorber. The bed-depth service time model (BDST) was applied for analysis of reactive yellow adsorption in the column. The adsorption capacity of reactive yellow calculated at 50% breakthrough point (No) was found to be 0.1 kg kg(-1) and this value is equivalent to about 14% of the available carbon capacity. The results of this study indicated the applicability of fixed-bed adsorber for removing remazol reactive yellow from solution. (C) 2008 Elsevier B.V. All rights reserved.

Towards a Critical Ecology of Child Development: Aligning the Theories of Bronfenbrenner and Bourdieu

Bronfenbrenner’s model of bio-ecological development has been utilized widely within the social sciences, in the field of human development, and in social work. Yet, while championing the rights of marginalised families and communities, Bronfenbrenner had under-theorized the role of power, agency and structure in shaping the ‘person-context’ interrelationship, life opportunities and social well-being. To respond to this deficit, this paper firstly outlines Bronfenbrenner’s ‘person, process, context, time’ model. Secondly, it then seeks to loosely align aspects of Bronfenbrenner’s model with Bourdieu’s analytical categories of habitus, field and capital. It is argued that these latter categories enable social workers to develop a critical ecology of child development, taking account of power and the interplay between agency and structure. The implications of the alignment for child and family social work are considered in the final section.

Clinical and Cost-Effectiveness of Procalcitonin Test for Prodromal Meningococcal Disease-A Meta-Analysis

BACKGROUND: Despite vaccines and improved medical intensive care, clinicians must continue to be vigilant of possible Meningococcal Disease in children. The objective was to establish if the procalcitonin test was a cost-effective adjunct for prodromal Meningococcal Disease in children presenting at emergency department with fever without source.

METHODS AND FINDINGS: Data to evaluate procalcitonin, C-reactive protein and white cell count tests as indicators of Meningococcal Disease were collected from six independent studies identified through a systematic literature search, applying PRISMA guidelines. The data included 881 children with fever without source in developed countries.The optimal cut-off value for the procalcitonin, C-reactive protein and white cell count tests, each as an indicator of Meningococcal Disease, was determined. Summary Receiver Operator Curve analysis determined the overall diagnostic performance of each test with 95% confidence intervals. A decision analytic model was designed to reflect realistic clinical pathways for a child presenting with fever without source by comparing two diagnostic strategies: standard testing using combined C-reactive protein and white cell count tests compared to standard testing plus procalcitonin test. The costs of each of the four diagnosis groups (true positive, false negative, true negative and false positive) were assessed from a National Health Service payer perspective. The procalcitonin test was more accurate (sensitivity=0.89, 95%CI=0.76-0.96; specificity=0.74, 95%CI=0.4-0.92) for early Meningococcal Disease compared to standard testing alone (sensitivity=0.47, 95%CI=0.32-0.62; specificity=0.8, 95% CI=0.64-0.9). Decision analytic model outcomes indicated that the incremental cost effectiveness ratio for the base case was £-8,137.25 (US $ -13,371.94) per correctly treated patient.

CONCLUSIONS: Procalcitonin plus standard recommended tests, improved the discriminatory ability for fatal Meningococcal Disease and was more cost-effective; it was also a superior biomarker in infants. Further research is recommended for point-of-care procalcitonin testing and Markov modelling to incorporate cost per QALY with a life-time model.

An optimal boundary fair scheduling

Nowadays, many real-time operating systems discretize the time relying on a system time unit. To take this behavior into account, real-time scheduling algorithms must adopt a discrete-time model in which both timing requirements of tasks and their time allocations have to be integer multiples of the system time unit. That is, tasks cannot be executed for less than one time unit, which implies that they always have to achieve a minimum amount of work before they can be preempted. Assuming such a discrete-time model, the authors of Zhu et al. (Proceedings of the 24th IEEE international real-time systems symposium (RTSS 2003), 2003, J Parallel Distrib Comput 71(10):1411–1425, 2011) proposed an efficient “boundary fair” algorithm (named BF) and proved its optimality for the scheduling of periodic tasks while achieving full system utilization. However, BF cannot handle sporadic tasks due to their inherent irregular and unpredictable job release patterns. In this paper, we propose an optimal boundary-fair scheduling algorithm for sporadic tasks (named BF TeX ), which follows the same principle as BF by making scheduling decisions only at the job arrival times and (expected) task deadlines. This new algorithm was implemented in Linux and we show through experiments conducted upon a multicore machine that BF TeX outperforms the state-of-the-art discrete-time optimal scheduler (PD TeX ), benefiting from much less scheduling overheads. Furthermore, it appears from these experimental results that BF TeX is barely dependent on the length of the system time unit while PD TeX —the only other existing solution for the scheduling of sporadic tasks in discrete-time systems—sees its number of preemptions, migrations and the time spent to take scheduling decisions increasing linearly when improving the time resolution of the system.

Utilização de sensores de baixo custo na medição de monóxido de carbono no ar ambiente

Nos últimos anos tem-se assistido à introdução de novos dispositivos de medição da poluição do ar baseados na utilização de sensores de baixo custo. A utilização menos complexa destes sistemas, possibilita a obtenção de dados com elevada resolução temporal e espacial, abrindo novas oportunidades para diferentes metodologias de estudos de monitorização da poluição do ar. Apesar de apresentarem capacidades analíticas distantes dos métodos de referência, a utilização destes sensores tem sido sugerida e incentivada pela União Europeia no âmbito das medições indicativas previstas na Diretiva 2008/50/CE, com uma incerteza expandida máxima de 25%. O trabalho desenvolvido no âmbito da disciplina de Projeto consistiu na escolha, caracterização e utilização em medições reais de um sensor de qualidade do ar, integrado num equipamento protótipo desenvolvido com esse fim, visando obtenção uma estimativa da incerteza de medição associada à utilização deste dispositivo através da aplicação da metodologia de demonstração de equivalência de métodos de medição de qualidade do ar definida pela União Europeia. A pesquisa bibliográfica realizada permitiu constatar que o monóxido de carbono é neste momento o parâmetro de qualidade do ar que permite ser medido de forma mais exata através da utilização de sensores, nomeadamente o sensor eletroquímico da marca Alphasense, modelo COB4, amplamente utilizado em projetos de desenvolvimento neste cotexto de monitorização ambiental. O sensor foi integrado num sistema de medição com o objetivo de poder ser utlizado em condições de autonomia de fornecimento de energia elétrica, aquisição interna dos dados, tendo em consideração ser o mais pequeno possível e de baixo custo. Foi utlizado um sistema baseado na placa Arduino Uno com gravação de dados em cartão de memória SD, baterias e painel solar, permitindo para além do registo das tensões elétricas do sensor, a obtenção dos valores de temperatura, humidade relativa e pressão atmosférica, com um custo global a rondar os 300 euros. Numa primeira fase foram executados um conjunto de testes laboratoriais que permitiram a determinação de várias características de desempenho em dois sensores iguais: tempo de resposta, a equação modelo do sensor, avaliação da repetibilidade, desvio de curto e longo termo, interferência da temperatura e histerese. Os resultados demonstraram um comportamento dos sensores muito linear, com um tempo de resposta inferior a um minuto e com uma equação modelo do sensor dependente da variação da temperatura. A estimativa da incerteza expandida laboratorial ficou, para ambos os sensores, abaixo dos 10%. Após a realização de duas campanhas reais de medição de CO em que os valores foram muito baixos, foi realizada uma campanha de quinze dias num parque de estacionamento subterrâneo que permitiu a obtenção de concentrações suficientemente elevadas e a comparação dos resultados dos sensores com o método de referência em toda a gama de medição (0 a 12 mol.mol-1). Os valores de concentração obtidos pelos dois sensores demonstraram uma excelente correlação com o método de referência (r2≥0,998), obtendo-se resultados para a estimativa da incerteza expandida de campo inferiores aos obtidos para a incerteza laboratorial, cumprindo o objetivo de qualidade de dados definido para as medições indicativas de incerteza expandida máxima de 25%. Os resultados observados durante o trabalho realizado permitiram confirmar o bom desempenho que este tipo de sensor pode ter no âmbito de medições de poluição do ar com um caracter mais indicativo.

Optimal choice between even- and uneven-aged forestry: the case of non-industrial private forest owners

An infinite-horizon discrete time model with multiple size-class structures using a transition matrix is built to assess optimal harvesting schedules in the context of Non-Industrial Private Forest (NIPF) owners. Three model specifications accounting for forest income, financial return on an asset and amenity valuations are considered. Numerical simulations suggest uneven-aged forest management where a rational forest owner adapts her or his forest policy by influencing the regeneration of trees or adjusting consumption dynamics depending on subjective time preference and market return rate dynamics on the financial asset. Moreover she or he does not value significantly non-market benefits captured by amenity valuations relatively to forest income.

ARMA Representation of Integrated and Realized Variances

This paper derives the ARMA representation of integrated and realized variances when the spot variance depends linearly on two autoregressive factors, i.e., SR SARV(2) models. This class of processes includes affine, GARCH diffusion, CEV models, as well as the eigenfunction stochastic volatility and the positive Ornstein-Uhlenbeck models. We also study the leverage effect case, the relationship between weak GARCH representation of returns and the ARMA representation of realized variances. Finally, various empirical implications of these ARMA representations are considered. We find that it is possible that some parameters of the ARMA representation are negative. Hence, the positiveness of the expected values of integrated or realized variances is not guaranteed. We also find that for some frequencies of observations, the continuous time model parameters may be weakly or not identified through the ARMA representation of realized variances.

Efficient estimation using the characteristic function : theory and applications with high frequency data

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Essais en microéconomie appliquée

La thèse comporte trois essais en microéconomie appliquée. En utilisant des modèles d’apprentissage (learning) et d’externalité de réseau, elle étudie le comportement des agents économiques dans différentes situations. Le premier essai de la thèse se penche sur la question de l’utilisation des ressources naturelles en situation d’incertitude et d’apprentissage (learning). Plusieurs auteurs ont abordé le sujet, mais ici, nous étudions un modèle d’apprentissage dans lequel les agents qui consomment la ressource ne formulent pas les mêmes croyances a priori. Le deuxième essai aborde le problème générique auquel fait face, par exemple, un fonds de recherche désirant choisir les meilleurs parmi plusieurs chercheurs de différentes générations et de différentes expériences. Le troisième essai étudie un modèle particulier d’organisation d’entreprise dénommé le marketing multiniveau (multi-level marketing). Le premier chapitre est intitulé "Renewable Resource Consumption in a Learning Environment with Heterogeneous beliefs". Nous y avons utilisé un modèle d’apprentissage avec croyances hétérogènes pour étudier l’exploitation d’une ressource naturelle en situation d’incertitude. Il faut distinguer ici deux types d’apprentissage : le adaptive learning et le learning proprement dit. Ces deux termes ont été empruntés à Koulovatianos et al (2009). Nous avons montré que, en comparaison avec le adaptive learning, le learning a un impact négatif sur la consommation totale par tous les exploitants de la ressource. Mais individuellement certains exploitants peuvent consommer plus la ressource en learning qu’en adaptive learning. En effet, en learning, les consommateurs font face à deux types d’incitations à ne pas consommer la ressource (et donc à investir) : l’incitation propre qui a toujours un effet négatif sur la consommation de la ressource et l’incitation hétérogène dont l’effet peut être positif ou négatif. L’effet global du learning sur la consommation individuelle dépend donc du signe et de l’ampleur de l’incitation hétérogène. Par ailleurs, en utilisant les variations absolues et relatives de la consommation suite à un changement des croyances, il ressort que les exploitants ont tendance à converger vers une décision commune. Le second chapitre est intitulé "A Perpetual Search for Talent across Overlapping Generations". Avec un modèle dynamique à générations imbriquées, nous avons étudié iv comment un Fonds de recherche devra procéder pour sélectionner les meilleurs chercheurs à financer. Les chercheurs n’ont pas la même "ancienneté" dans l’activité de recherche. Pour une décision optimale, le Fonds de recherche doit se baser à la fois sur l’ancienneté et les travaux passés des chercheurs ayant soumis une demande de subvention de recherche. Il doit être plus favorable aux jeunes chercheurs quant aux exigences à satisfaire pour être financé. Ce travail est également une contribution à l’analyse des Bandit Problems. Ici, au lieu de tenter de calculer un indice, nous proposons de classer et d’éliminer progressivement les chercheurs en les comparant deux à deux. Le troisième chapitre est intitulé "Paradox about the Multi-Level Marketing (MLM)". Depuis quelques décennies, on rencontre de plus en plus une forme particulière d’entreprises dans lesquelles le produit est commercialisé par le biais de distributeurs. Chaque distributeur peut vendre le produit et/ou recruter d’autres distributeurs pour l’entreprise. Il réalise des profits sur ses propres ventes et reçoit aussi des commissions sur la vente des distributeurs qu’il aura recrutés. Il s’agit du marketing multi-niveau (multi-level marketing, MLM). La structure de ces types d’entreprise est souvent qualifiée par certaines critiques de système pyramidal, d’escroquerie et donc insoutenable. Mais les promoteurs des marketing multi-niveau rejettent ces allégations en avançant que le but des MLMs est de vendre et non de recruter. Les gains et les règles de jeu sont tels que les distributeurs ont plus incitation à vendre le produit qu’à recruter. Toutefois, si cette argumentation des promoteurs de MLMs est valide, un paradoxe apparaît. Pourquoi un distributeur qui désire vraiment vendre le produit et réaliser un gain recruterait-il d’autres individus qui viendront opérer sur le même marché que lui? Comment comprendre le fait qu’un agent puisse recruter des personnes qui pourraient devenir ses concurrents, alors qu’il est déjà établi que tout entrepreneur évite et même combat la concurrence. C’est à ce type de question que s’intéresse ce chapitre. Pour expliquer ce paradoxe, nous avons utilisé la structure intrinsèque des organisations MLM. En réalité, pour être capable de bien vendre, le distributeur devra recruter. Les commissions perçues avec le recrutement donnent un pouvoir de vente en ce sens qu’elles permettent au recruteur d’être capable de proposer un prix compétitif pour le produit qu’il désire vendre. Par ailleurs, les MLMs ont une structure semblable à celle des multi-sided markets au sens de Rochet et Tirole (2003, 2006) et Weyl (2010). Le recrutement a un effet externe sur la vente et la vente a un effet externe sur le recrutement, et tout cela est géré par le promoteur de l’organisation. Ainsi, si le promoteur ne tient pas compte de ces externalités dans la fixation des différentes commissions, les agents peuvent se tourner plus ou moins vers le recrutement.

Modélisation du carnet d'ordres limites et prévision de séries temporelles

Le contenu de cette thèse est divisé de la façon suivante. Après un premier chapitre d’introduction, le Chapitre 2 est consacré à introduire aussi simplement que possible certaines des théories qui seront utilisées dans les deux premiers articles. Dans un premier temps, nous discuterons des points importants pour la construction de l’intégrale stochastique par rapport aux semimartingales avec paramètre spatial. Ensuite, nous décrirons les principaux résultats de la théorie de l’évaluation en monde neutre au risque et, finalement, nous donnerons une brève description d’une méthode d’optimisation connue sous le nom de dualité. Les Chapitres 3 et 4 traitent de la modélisation de l’illiquidité et font l’objet de deux articles. Le premier propose un modèle en temps continu pour la structure et le comportement du carnet d’ordres limites. Le comportement du portefeuille d’un investisseur utilisant des ordres de marché est déduit et des conditions permettant d’éliminer les possibilités d’arbitrages sont données. Grâce à la formule d’Itô généralisée il est aussi possible d’écrire la valeur du portefeuille comme une équation différentielle stochastique. Un exemple complet de modèle de marché est présenté de même qu’une méthode de calibrage. Dans le deuxième article, écrit en collaboration avec Bruno Rémillard, nous proposons un modèle similaire mais cette fois-ci en temps discret. La question de tarification des produits dérivés est étudiée et des solutions pour le prix des options européennes de vente et d’achat sont données sous forme explicite. Des conditions spécifiques à ce modèle qui permettent d’éliminer l’arbitrage sont aussi données. Grâce à la méthode duale, nous montrons qu’il est aussi possible d’écrire le prix des options européennes comme un problème d’optimisation d’une espérance sur en ensemble de mesures de probabilité. Le Chapitre 5 contient le troisième article de la thèse et porte sur un sujet différent. Dans cet article, aussi écrit en collaboration avec Bruno Rémillard, nous proposons une méthode de prévision des séries temporelles basée sur les copules multivariées. Afin de mieux comprendre le gain en performance que donne cette méthode, nous étudions à l’aide d’expériences numériques l’effet de la force et la structure de dépendance sur les prévisions. Puisque les copules permettent d’isoler la structure de dépendance et les distributions marginales, nous étudions l’impact de différentes distributions marginales sur la performance des prévisions. Finalement, nous étudions aussi l’effet des erreurs d’estimation sur la performance des prévisions. Dans tous les cas, nous comparons la performance des prévisions en utilisant des prévisions provenant d’une série bivariée et d’une série univariée, ce qui permet d’illustrer l’avantage de cette méthode. Dans un intérêt plus pratique, nous présentons une application complète sur des données financières.

Modélisation mathématique de la propagation de la malaria.

Un modèle mathématique de la propagation de la malaria en temps discret est élaboré en vue de déterminer l'influence qu'un déplacement des populations des zones rurales vers les zones urbaines aurait sur la persistance ou la diminution de l'incidence de la malaria. Ce modèle, sous la forme d'un système de quatorze équations aux différences finies, est ensuite comparé à un modèle analogue mais en temps continu, qui prend la forme d'équations différentielles ordinaires. Une étude comparative avec la littérature récente permet de déterminer les forces et les faiblesses de notre modèle.