Computer simulation of the interplay between fractal structures and surrounding heterogeneous multifractal distributions. Applications

In a large number of physical, biological and environmental processes interfaces with high irregular geometry appear separating media (phases) in which the heterogeneity of constituents is present. In this work the quantification of the interplay between irregular structures and surrounding heterogeneous distributions in the plane is made For a geometric set image and a mass distribution (measure) image supported in image, being image, the mass image gives account of the interplay between the geometric structure and the surrounding distribution. A computation method is developed for the estimation and corresponding scaling analysis of image, being image a fractal plane set of Minkowski dimension image and image a multifractal measure produced by random multiplicative cascades. The method is applied to natural and mathematical fractal structures in order to study the influence of both, the irregularity of the geometric structure and the heterogeneity of the distribution, in the scaling of image. Applications to the analysis and modeling of interplay of phases in environmental scenarios are given.

Scaling and Multiscaling Exponents in Networks and Flows

The main focus of this paper is on mathematical theory and methods which have a direct bearing on problems involving multiscale phenomena. Modern technology is refining measurement and data collection to spatio-temporal scales on which observed geophysical phenomena are displayed as intrinsically highly variable and intermittant heirarchical structures,e.g. rainfall, turbulence, etc. The heirarchical structure is reflected in the occurence of a natural separation of scales which collectively manifest at some basic unit scale. Thus proper data analysis and inference require a mathematical framework which couples the variability over multiple decades of scale in which basic theoretical benchmarks can be identified and calculated. This continues the main theme of the research in this area of applied probability over the past twenty years.

Nature-inspired Enzymatic Cascades To Build Valuable Compounds.

Biocatalysis currently is focusing on enzymatic and multi-enzymatic cascade processes instead of single steps imbedded into chemical pathways. Alongside this scientific revolution, this review provides an overview on multi-enzymatic cascades that are responsible for the biosynthesis of some terpenes, alkaloids and polyethers, which are important classes of natural products. Herein, we illustrate the development of studies inspired by multi- and chemo-enzymatic approaches to build the core moieties of polyethers, polypeptide alkaloids, piperidines and pyrrolidines promoted by the joint action of oxidoreductases, hydrolases, cyclases, transaminases and imine reductases.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Generalized Coupled Algebraic Riccati Equations for Discrete-time Markov Jump with Multiplicative Noise Systems

In this paper we consider the existence of the maximal and mean square stabilizing solutions for a set of generalized coupled algebraic Riccati equations (GCARE for short) associated to the infinite-horizon stochastic optimal control problem of discrete-time Markov jump with multiplicative noise linear systems. The weighting matrices of the state and control for the quadratic part are allowed to be indefinite. We present a sufficient condition, based only on some positive semi-definite and kernel restrictions on some matrices, under which there exists the maximal solution and a necessary and sufficient condition under which there exists the mean square stabilizing solution fir the GCARE. We also present a solution for the discounted and long run average cost problems when the performance criterion is assumed be composed by a linear combination of an indefinite quadratic part and a linear part in the state and control variables. The paper is concluded with a numerical example for pension fund with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

n-fold Weibull multiplicative model

In this paper we study the n-fold multiplicative model involving Weibull distributions and examine some properties of the model. These include the shapes for the density and failure rate functions and the WPP plot. These allow one to decide if a given data set can be adequately modelled by the model. We also discuss the estimation of model parameters based on the WPP plot. (C) 2001 Elsevier Science Ltd. All rights reserved.

Specification and testing of multiplicative time-varying GARCH models with applications

In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns.

A comparative analysis of Cobb-Douglas model with additive and multiplicative error

This paper dis cusses the fitting of a Cobb-Doug las response curve Yi = αXβi, with additive error, Yi = αXβi + e i, instead of the usual multiplicative error Yi = αXβi (1 + e i). The estimation of the parameters A and B is discussed. An example is given with use of both types of error.

Direct and indirect root defences of milkweed (Asclepias syriaca): trophic cascades, trade-offs and novel methods for studying subterranean herbivory

P>1. Entomopathogenic nematodes can function as indirect defence for plants that are attacked by root herbivores. By releasing volatile organic compounds (VOCs), plants signal the presence of host insects and thereby attract nematodes.2. Nonetheless, how roots deploy indirect defences, how indirect defences relate to direct defences, and the ecological consequences of root defence allocation for herbivores and plant biomass are essentially unknown.3. We investigate a natural below-ground tritrophic system, involving common milkweed, a specialist root-boring beetle and entomopathogenic nematodes, and asked whether there is a negative genetic correlation between direct defences (root cardenolides) and indirect defences (emission of volatiles in the roots and nematode attraction), and between constitutive and inducible defences.4. Volatiles of roots were analysed using two distinct sampling methods. First, we collected emissions from living Asclepias syriaca roots by dynamic headspace sampling. This method showed that attacked A. syriaca plants emit five times higher levels of volatiles than control plants. Secondly, we used a solid phase micro-extraction (SPME) method to sample the full pool of volatiles in roots for genetic correlations of volatile biosynthesis.5. Field experiments showed that entomopathogenic nematodes prevent the loss of biomass to root herbivory. Additionally, suppression of root herbivores was mediated directly by cardenolides and indirectly by the attraction of nematodes. Genetic families of plants with high cardenolides benefited less from nematodes compared to low-cardenolide families, suggesting that direct and indirect defences may be redundant. Although constitutive and induced root defences traded off within each strategy (for both direct and indirect defence, cardenolides and VOCs, respectively), we found no trade-off between the two strategies.6. Synthesis. Constitutive expression and inducibility of defences may trade off because of resource limitation or because they are redundant. Direct and indirect defences do not trade off, likely because they may not share a limiting resource and because independently they may promote defence across the patchiness of herbivore attack and nematode presence in the field. Indeed, some redundancy in strategies may be necessary to increase effective defence, but for each strategy, an economy of deployment reduces overall costs.

Structure et évolution thermique de la croûte supérieure des chaînes de subduction : approches thermologique et modélisation numérique, dans les North Cascades (U.S.A) et de la zone de faille Motagua (Guatemala)

Cette thèse cible l'étude de la structure thermique de la croûte supérieure (<10km) dans les arcs magmatiques continentaux, et son influence sur l'enregistrement thermochronologique de leur exhumation et de leur évolution topographique. Nous portons notre regard sur deux chaînes de montagne appartenant aux Cordillères Américaines : Les Cascades Nord (USA) et la zone de faille Motagua (Guatemala). L'approche utilisée est axée sur la thermochronologie (U-Th-Sm)/He sur apatite et zircon, couplée avec la modélisation numérique de la structure thermique de la croûte. Nous mettons en évidence la variabilité à la fois spatiale et temporelle du gradient géothermique, et attirons l'attention du lecteur sur l'importance de prendre en compte la multitude des processus géologiques perturbant la structure thermique dans les chaînes de type cordillère, c'est à dire formées lors de la subduction océanique sous un continent.Une nouvelle approche est ainsi développée pour étudier et contraindre la perturbation thermique autour des chambres magmatiques. Deux profiles âge-elevation (U-Th-Sm)/He sur apatite et zircon, ont été collectées 7 km au sud du batholithe de Chilliwack, Cascades Nord. Les résultats montrent une variabilité spatiale et temporelle du gradient géothermique lors de l'emplacement magmatique qui peut être contrainte et séparé de l'exhumation. Durant l'emplacement de l'intrusion, la perturbation thermique y atteint un état d'équilibre (-80-100 °C/km) qui est fonction du flux de magma et de ia distance à la source du magma, puis rejoint 40 °C/km à la fin du processus d'emplacement magmatique.Quelques nouvelles données (U-Th)/He, replacées dans une compilation des données existantes dans les Cascades Nord, indiquent une vitesse d'exhumation constante (-100 m/Ma) dans le temps et l'espace entre 35 Ma et 2 Ma, associée à un soulèvement uniforme de la chaîne contrôlé par l'emplacement de magma dans la croûte durant toute l'activité de l'arc. Par contre, après ~2 Ma, le versant humide de la chaîne est affecté par une accélération des taux d'exhumation, jusqu'à 3 km de croûte y sont érodés. Les glaciations ont un triple effet sur l'érosion de cette chaîne: (1) augmentation des vitesses d'érosion, d'exhumation et de soulèvement la où les précipitations sont suffisantes, (2) limitation de l'altitude contrôlé par la position de Γ Ε LA, (3) élargissement du versant humide et contraction du versant aride de la chaîne.Les modifications des réseaux de drainage sont des processus de surface souvent sous-estimés au profil d'événements climatiques ou tectoniques. Nous proposons une nouvelle approche couplant une analyse géomorphologique, des données thermochronologiques de basse température ((U-Th-Sm)/He sur apatite et zircon), et l'utilisation de modélisation numérique thermo-cinématique pour les mettre en évidence et les dater; nous testons cette approche sur la gorge de la Skagit river dans les North Cascades.De nouvelles données (U-Th)/He sur zircons, complétant les données existantes, montrent que le déplacement horizontal le long de la faille transformante continentale Motagua, la limite des plaques Caraïbe/Amérique du Nord, a juxtaposé un bloc froid, le bloc Maya (s.s.), contre un bloque chaud, le bloc Chortis (s.s.) originellement en position d'arc. En plus de donner des gammes d'âges thermochronologiques très différents des deux côtés de la faille, le déplacement horizontal rapide (~2 cm/a) a produit un fort échange thermique latéral, résultant en un réchauffement du côté froid et un refroidissement du côté chaud de la zone de faille de Motagua.Enfin des données (U-Th-Sm)/He sur apatite témoignent d'un refroidissement Oligocène enregistré uniquement dans la croûte supérieure de la bordure nord de la zone de faille Motagua. Nous tenterons ultérieurement de reproduire ce découplage vertical de la structure thermique par la modélisation de la formation d'un bassin transtensif et de circulation de fluides le long de la faille de Motagua. - This thesis focuses on the influence of the dynamic thermal structure of the upper crust (<10km) on the thermochronologic record of the exhumational and topographic history of magmatic continental arcs. Two mountain belts from the American Cordillera are studied: the North Cascades (USA) and the Motagua fault zone (Guatemala). I use a combined approach coupling apatite and zircon (U-Th-Sm}/He thermochronology and thermo- kinematic numerical modelling. This study highlights the temporal and spatial variability of the geothermal gradient and the importance to take into account the different geological processes that perturb the thermal structure of Cordilleran-type mountain belts (i.e. mountain belts related to oceanic subduction underneath a continent}.We integrate apatite and zircon (U-Th)/He data with numerical thermo-kinematic models to study the relative effects of magmatic and surface processes on the thermal evolution of the crust and cooling patterns in the Cenozoic North Cascades arc (Washington State, USA). Two age-elevation profiles that are located 7 km south of the well-studied Chiliiwack intrusions shows that spatial and temporal variability in geothermal gradients linked to magma emplacement can be contrained and separated from exhumation processes. During Chiliiwack batholith emplacement at -35-20 Ma, the geothermal gradient of the country rocks increased to a very high steady-state value (80-100°C/km), which is likely a function of magma flux and the distance from the magma source area. Including temporally varying geothermal gradients in the analysis allows quantifying the thermal perturbation around magmatic intrusions and retrieving a relatively simple denudation history from the data.The synthesis of new and previously published (U-Th)/He data reveals that denudation of the Northern Cascades is spatially and temporally constant at -100 m/Ma between ~32 and ~2 Ma, which likely reflects uplift due to magmatic crustal thickening since the initiation of the Cenozoic stage of the continental magmatic arc. In contrast, the humid flank of the North Cascades is affected by a ten-fold acceleration in exhumation rate at ~2 Ma, which we interpret as forced by the initiation of glaciations; around 3 km of crust have been eroded since that time. Glaciations have three distinct effects on the dynamics of this mountain range: (1) they increase erosion, exhumation and uplift rates where precipitation rates are sufficient to drive efficient glacial erosion; (2) they efficiently limit the elevation of the range; (3) they lead to widening of the humid flank and contraction of the arid flank of the belt.Drainage reorganizations constitute an important agent of landscape evolution that is often underestimated to the benefit of tectonic or climatic events. We propose a new method that integrates geomorphology, low-temperature thermochronometry (apatite and zircon {U-Th-Sm)/He), and 3D numerical thermal-kinematic modelling to detect and date drainage instability producing recent gorge incision, and apply this approach to the Skagit River Gorge, North Cascades.Two zircon (U-Th)/He age-elevation profiles sampled on both sides of the Motagua Fault Zone (MFZ), the boundary between the North American and the Caribbean plates, combined with published thermochronological data show that strike-slip displacement has juxtaposed the cold Maya block (s.s.) against the hot, arc derived, Chortis block (s.s ), producing different age patterns on both sides of the fault and short-wavelength lateral thermal exchange, resulting in recent heating of the cool side and cooling of the hot side of the MFZ.Finally, an apatite (U-Th-Sm)/He age-elevation profile records rapid cooling at -35 Ma localized only in the upper crust along the northern side of the Motagua fault zone. We will try to reproduce these data by modeling the thermal perturbation resulting from the formation of a transtensional basin and of fluid flow activity along a crustal- scale strike-slip fault.

Fluctuations in domain growth: Ginzburg-Landau equations with multiplicative noise

Ginzburg-Landau equations with multiplicative noise are considered, to study the effects of fluctuations in domain growth. The equations are derived from a coarse-grained methodology and expressions for the resulting concentration-dependent diffusion coefficients are proposed. The multiplicative noise gives contributions to the Cahn-Hilliard linear-stability analysis. In particular, it introduces a delay in the domain-growth dynamics.

Numerical algorithm for Ginzburg-Landau equations with multiplicative noise: Application to domain growth

We consider stochastic partial differential equations with multiplicative noise. We derive an algorithm for the computer simulation of these equations. The algorithm is applied to study domain growth of a model with a conserved order parameter. The numerical results corroborate previous analytical predictions obtained by linear analysis.

Decay of an unstable state in the presence of multiplicative noise

The phenomenon of anomalous fluctuations associated with the decay of an unstable state is analyzed in the presence of multiplicative noise. A theory is presented and compared with a numerical simulation. Our results allow us to distinguish the roles of additive and multiplicative noise in the nonlinear relaxation process. We suggest the use of experiments on transient dynamics to understand the effect of these two sources of noise in problems in which parametric noise is thought to be important, such as dye lasers.

Relaxation time of processes driven by multiplicative noise

We consider systems described by nonlinear stochastic differential equations with multiplicative noise. We study the relaxation time of the steady-state correlation function as a function of noise parameters. We consider the white- and nonwhite-noise case for a prototype model for which numerical data are available. We discuss the validity of analytical approximation schemes. For the white-noise case we discuss the results of a projector-operator technique. This discussion allows us to give a generalization of the method to the non-white-noise case. Within this generalization, we account for the growth of the relaxation time as a function of the correlation time of the noise. This behavior is traced back to the existence of a non-Markovian term in the equation for the correlation function.