Surface effects in simple molecular systems

This thesis examines two problems concerned with surface effects in simple molecular systems. The first is the problem associated with the interaction of a fluid with a solid boundary, and the second originates from the interaction of a liquid with its own vapor.

For a fluid in contact with a solid wall, two sets of integro-differential equations, involving the molecular distribution functions of the system, are derived. One of these is a particular form of the well-known Bogolyubov-Born-Green-Kirkwood-Yvon equations. For the second set, the derivation, in contrast with the formulation of the B.B.G.K.Y. hierarchy, is independent of the pair-potential assumption. The density of the fluid, expressed as a power series in the uniform fluid density, is obtained by solving these equations under the requirement that the wall be ideal.

The liquid-vapor interface is analyzed with the aid of equations that describe the density and pair-correlation function. These equations are simplified and then solved by employing the superposition and the low vapor density approximations. The solutions are substituted into formulas for the surface energy and surface tension, and numerical results are obtained for selected systems. Finally, the liquid-vapor system near the critical point is examined by means of the lowest order B.B.G.K.Y. equation.

Approximate analytical description for fundamental-mode fields of graded-index fibers: Beyond the Gaussian approximation

An approximate analytical description for fundamental-mode fields of graded-index fibers is explicitly presented by use of the power-series expansion method, the maximum-value condition at the fiber axis, the decay properties of fundamental-mode fields at large distance from the fiber axis, and the approximate modal parameters U obtained from the Gaussian approximation. This analytical description is much more accurate than the Gaussian approximation and at the same time keep the simplicity of the latter. As two special examples, we present the approximate analytical formulas for the fundamental-mode fields of a step profile fiber and a Gaussian profile fiber, and we find that they are both highly accurate in the single-mode range by comparing them with the corresponding exact solutions.

Temperatura atmosférica e internações hospitalares por doenças cardíacas no município do Rio de Janeiro.

Os efeitos das temperaturas elevadas na saúde humana representam um problema de grande magnitude na saúde pública. A temperatura atmosférica e a poluição do ar são fatores de risco para as doenças crônicas não transmissíveis, em particular as doenças isquêmicas do coração. O estudo teve como objetivo analisar a associação entre a temperatura atmosférica e internações hospitalares por doenças cardíacas isquêmicas no município do Rio de Janeiro entre os anos de 2009 e 2013. Utilizaram-se modelos de séries temporais, via modelos aditivos generalizados, em regressão de Poisson, para testar a hipótese de associação. Como variáveis de controle de confusão foram utilizadas as concentrações de poluentes atmosféricos (ozônio e material particulado) e umidade relativa o ar; utilizou-se método de defasagem simples e distribuída para avaliar o impacto da variação de 1oC nas internações hospitalares diárias. No modelo de defasagem simples foram encontradas associações estatisticamente significativas para as internações por DIC no dia concorrente a exposição ao calor, tanto para a temperatura média quanto para a máxima. No modelo de defasagem distribuída polinomial, essa associação foi observada com 1 e 2 dias de defasagem e no efeito acumulado tanto para a temperatura média quanto para a máxima. Ao estratificarmos por faixa etária, as associações para as internações por DIC e exposição ao calor não foram estatisticamente significativas no modelo de defasagem simples para as temperaturas média e máxima. Em contrapartida, no modelo de defasagem distribuída polinomial, a correlação entre internações por DIC e exposição ao calor foi observada na faixa de 30 a 60 anos no efeito acumulado para a temperatura média; e com defasagem de 1 e 2 dias para 60 anos ou mais de idade para a temperatura média. Estes resultados sugerem associação positiva entre as internações hospitalares por doença cardíaca isquêmica e temperatura na cidade do Rio de Janeiro. Os resultados do presente estudo fornecem informações para o planejamento de investimentos de áreas urbanas climatizadas e para a preparação dos hospitais para receber emergências relacionadas aos efeitos de calor que é uma das consequências mais importantes das mudanças climáticas.

Vibration of fluid loaded conical shells.

An analytical model is presented to describe the vibration of a truncated conical shell with fluid loading in the low frequency range. The solution for the dynamic response of the shell is presented in the form of a power series. Fluid loading is taken into account by dividing the shell into narrow strips which are considered to be locally cylindrical. Analytical results are presented for different boundary conditions and have been compared with the computational results from a boundary element model. Limitations of the model to the low frequency range are discussed.

Trend and growth analysis of marine fish production in Bangladesh

The study based on time series marine fish production data during the period of 1983-1984 to 2007-2008 in Bangladesh. For this growth analysis six deterministic time series models are considered. The estimated best fitting models are the cubic, quadratic and quadratic model is appropriate for industrial marine fish production, artisanal marine fish production and total marine fish production in Bangladesh respectively. The study attempts to provide forecasts of marine fish production in Bangladesh for the year of 2008-09 to 2012-13. The magnitude of instability in marine fish production was attempted by computing the coefficient of variation (CV) and the percentage deviation from three years moving average values. The study revealed that the total marine fish production was observed to be relatively stable (CV being 31.85%) compared to the artisanal marine fish production (CV being 32.04%) and industrial marine fish (CV being 47.20%). For the three components of marine fish production the growth rates were different over different time points. The variation of the growth rates in industrial marine fish production was -21.6% to 13.12%, in artisanal marine fish production was 2.39% to 5.29% and in total marine fish production was 11.23% to 24.85% during the study period.

Vibrations of coupled cylindrical-conical shells

The free vibrational characteristics of coupled conical-cylindrical shells is presented. The equations of motion for the cylindrical shell are solved using a wave approach while the equations of motion for the conical shells are solved using a power series solution. The use of both Donnell-Mushtari and Flügge equations of motion are investigated and their limitations are discussed. Results are presented in terms of natural frequencies for different boundary conditions and the purely torsional mode solution is described. The results from the analytical model presented are compared with those obtained from a finite element model solved with Nastran and other data available in literature.

Coherent Behavior from Incoherent Knowledge Sources in the Automatic Synthesis of Numerical Computer Programs

A fundamental problem in artificial intelligence is obtaining coherent behavior in rule-based problem solving systems. A good quantitative measure of coherence is time behavior; a system that never, in retrospect, applied a rule needlessly is certainly coherent; a system suffering from combinatorial blowup is certainly behaving incoherently. This report describes a rule-based problem solving system for automatically writing and improving numerical computer programs from specifications. The specifications are in terms of "constraints" among inputs and outputs. The system has solved program synthesis problems involving systems of equations, determining that methods of successive approximation converge, transforming recursion to iteration, and manipulating power series (using differing organizations, control structures, and argument-passing techniques).

Quantum Monte Carlo in the Interaction Representation --- Application to a Spin-Peierls Model

A quantum Monte Carlo algorithm is constructed starting from the standard perturbation expansion in the interaction representation. The resulting configuration space is strongly related to that of the Stochastic Series Expansion (SSE) method, which is based on a direct power series expansion of exp(-beta*H). Sampling procedures previously developed for the SSE method can therefore be used also in the interaction representation formulation. The new method is first tested on the S=1/2 Heisenberg chain. Then, as an application to a model of great current interest, a Heisenberg chain including phonon degrees of freedom is studied. Einstein phonons are coupled to the spins via a linear modulation of the nearest-neighbor exchange. The simulation algorithm is implemented in the phonon occupation number basis, without Hilbert space truncations, and is exact. Results are presented for the magnetic properties of the system in a wide temperature regime, including the T-->0 limit where the chain undergoes a spin-Peierls transition. Some aspects of the phonon dynamics are also discussed. The results suggest that the effects of dynamic phonons in spin-Peierls compounds such as GeCuO3 and NaV2O5 must be included in order to obtain a correct quantitative description of their magnetic properties, both above and below the dimerization temperature.

Policy impacts on Vietnam stock markets: a case of anomalies and disequilibria 2000-2006

Vietnam launched its first-ever stock market, named as Ho Chi Minh City Securities Trading Center (HSTC) on July 20, 2000. This is one of pioneering works on HSTC, which finds empirical evidences for the following: Anomalies of the HSTC stock returns through clusters of limit-hits, limit-hit sequences; Strong herd effect toward extreme positive returns of the market portfolio;The specification of ARMA-GARCH helps capture fairly well issues such as serial correlations and fat-tailed for the stabilized period. By using further information and policy dummy variables, it is justifiable that policy decisions on technicalities of trading can have influential impacts on the move of risk level, through conditional variance behaviors of HSTC stock returns. Policies on trading and disclosure practices have had profound impacts on Vietnam Stock Market (VSM). The over-using of policy tools can harm the market and investing mentality. Price limits become increasingly irrelevant and prevent the market from self-adjusting to equilibrium. These results on VSM have not been reported before in the literature on Vietnam’s financial markets. Given the policy implications, we suggest that the Vietnamese authorities re-think the use of price limit and give more freedom to market participants.

The Vietnam's Transition Economy and Its Fledgling Financial Markets: 1986-2003

In this paper, we analyze the context of Vietnam’s economic standings in the reform period. The first section embarks on most remarkable factors, which promote the development of financial markets are: (i) Doi Moi policies in 1986 unleash ‘productive powers’. Real GDP growth, and key economic indicators improve. The economy truly departs from the old-style command economy; (ii) FDI component is present in the economy as sine qua non; a crucial growth engine, forming part of the financial markets, planting the ‘seeds’ for its growth; and (iii) the private economy is both the result and cause of the reform. Its growth is steady. Today, it represents a powerhouse, and helps form part of the genuine financial economy. A few noteworthy points found in the next section are: (i) No evidence of financial markets existence was found before Doi Moi. The reform has generated a bulk of private-sector financial companies. New developments have roots in the 1992-amended constitution (x3.2); (ii) The need to reform the financial started with the domino collapse of credit cooperatives in early 1990s. More stress is caused by the ‘blow’ of banking deficiency in late 1990s; and (iii) Laws on SBV and credit institutions, and the launch of the stock market are bold steps. Besides, the Asian financial turmoil forces the economy to reaffirm its reform agenda. Our findings also indicate, through empirical evidences, that economic conditions have stabilized throughout the reform, thanks to the contributions of the FDI and private economic sector. Private investment flows continue to be an eminent factor that drives the economy growth.

Analyses on Gold and US Dollar in Vietnam's Transitional Economy

This paper looks into economic insights offerred by considerations of two important financial markets in Vietnam, gold and USD. In general, the paper focuses on time series properties, mainly returns at different frequencies, and test the weak-form efficient market hypothesis. All the test rejects the efficiency of both gold and foreign exchange markets. All time series exhibit strong serial correlations. ARMA-GARCH specifications appear to have performed well with different time series. In all cases the changing volatility phenomenon is strongly supported through empirical data. An additional test is performed on the daily USD return to try to capture the impacts of Asian financial crisis and daily price limits applicable. No substantial impacts of the Asian crisis and the central bank-devised limits are found to influence the risk level of daily USD return.

Do debit cards increase household spending? Evidence from a semiparametric causal analysis of a survey

© Institute of Mathematical Statistics, 2014.Motivated by recent findings in the field of consumer science, this paper evaluates the causal effect of debit cards on household consumption using population-based data from the Italy Survey on Household Income and Wealth (SHIW). Within the Rubin Causal Model, we focus on the estimand of population average treatment effect for the treated (PATT). We consider three existing estimators, based on regression, mixed matching and regression, propensity score weighting, and propose a new doubly-robust estimator. Semiparametric specification based on power series for the potential outcomes and the propensity score is adopted. Cross-validation is used to select the order of the power series. We conduct a simulation study to compare the performance of the estimators. The key assumptions, overlap and unconfoundedness, are systematically assessed and validated in the application. Our empirical results suggest statistically significant positive effects of debit cards on the monthly household spending in Italy.

Temporal change in UK marine communities: trends or regime shifts?

A regime shift is a large, sudden, and long-lasting change in the dynamics of an ecosystem, affecting multiple trophic levels. There are a growing number of papers that report regime shifts in marine ecosystems. However, the evidence for regime shifts is equivocal, because the methods used to detect them are not yet well developed. We have collated over 300 biological time series from seven marine regions around the UK, covering the ecosystem from phytoplankton to marine mammals. Each time series consists of annual measures of abundance for a single group of organisms over several decades. We summarised the data for each region using the first principal component, weighting either each time series or each biological component (e.g. plankton, fish, benthos) equally. We then searched for regime shifts using Rodionov’s regime shift detection (RSD) method, which found regime shifts in the first principal component for all seven marine regions. However, there are consistent temporal trends in the data for six of the seven regions. Such trends violate the assumptions of RSD. Thus, the regime shifts detected by RSD in six of the seven regions are likely to be artefacts caused by temporal trends. We are therefore developing more appropriate time series models for both single populations and whole communities that will explicitly model temporal trends and should increase our ability to detect true regime shift events.

Scaling laws of ambush predator 'waiting' behaviour are tuned to a common ecology

The decisions animals make about how long to wait between activities can determine the success of diverse behaviours such as foraging, group formation or risk avoidance. Remarkably, for diverse animal species, including humans, spontaneous patterns of waiting times show random ‘burstiness’ that appears scale-invariant across a broad set of scales. However, a general theory linking this phenomenon across the animal kingdom currently lacks an ecological basis. Here, we demonstrate from tracking the activities of 15 sympatric predator species (cephalopods, sharks, skates and teleosts) under natural and controlled conditions that bursty waiting times are an intrinsic spontaneous behaviour well approximated by heavy-tailed (power-law) models over data ranges up to four orders of magnitude. Scaling exponents quantifying ratios of frequent short to rare very long waits are species-specific, being determined by traits such as foraging mode (active versus ambush predation), body size and prey preference. A stochastic–deterministic decision model reproduced the empirical waiting time scaling and species-specific exponents, indicating that apparently complex scaling can emerge from simple decisions. Results indicate temporal power-law scaling is a behavioural ‘rule of thumb’ that is tuned to species’ ecological traits, implying a common pattern may have naturally evolved that optimizes move–wait decisions in less predictable natural environments.

Contributos para a análise estatística de séries de contagem

A análise das séries temporais de valores inteiros tornou-se, nos últimos anos, uma área de investigação importante, não só devido à sua aplicação a dados de contagem provenientes de diversos campos da ciência, mas também pelo facto de ser uma área pouco explorada, em contraste com a análise séries temporais de valores contínuos. Uma classe que tem obtido especial relevo é a dos modelos baseados no operador binomial thinning, da qual se destaca o modelo auto-regressivo de valores inteiros de ordem p. Esta classe é muito vasta, pelo que este trabalho tem como objectivo dar um contributo para a análise estatística de processos de contagem que lhe pertencem. Esta análise é realizada do ponto de vista da predição de acontecimentos, aos quais estão associados mecanismos de alarme, e também da introdução de novos modelos que se baseiam no referido operador. Em muitos fenómenos descritos por processos estocásticos a implementação de um sistema de alarmes pode ser fundamental para prever a ocorrência de um acontecimento futuro. Neste trabalho abordam-se, nas perspectivas clássica e bayesiana, os sistemas de alarme óptimos para processos de contagem, cujos parâmetros dependem de covariáveis de interesse e que variam no tempo, mais concretamente para o modelo auto-regressivo de valores inteiros não negativos com coeficientes estocásticos, DSINAR(1). A introdução de novos modelos que pertencem à classe dos modelos baseados no operador binomial thinning é feita quando se propõem os modelos PINAR(1)T e o modelo SETINAR(2;1). O modelo PINAR(1)T tem estrutura periódica, cujas inovações são uma sucessão periódica de variáveis aleatórias independentes com distribuição de Poisson, o qual foi estudado com detalhe ao nível das suas propriedades probabilísticas, métodos de estimação e previsão. O modelo SETINAR(2;1) é um processo auto-regressivo de valores inteiros, definido por limiares auto-induzidos e cujas inovações formam uma sucessão de variáveis independentes e identicamente distribuídas com distribuição de Poisson. Para este modelo estudam-se as suas propriedades probabilísticas e métodos para estimar os seus parâmetros. Para cada modelo introduzido, foram realizados estudos de simulação para comparar os métodos de estimação que foram usados.