Simulating scratch behavior of polymers with mesoscopic molecular dynamics

Part replacement and repair is needed in structures with moving parts because of scratchability and wear. In spite of some accumulation of experimental evidence, scratch resistance is still not well understood. We have applied molecular dynamics to study scratch resistance of amorphous polymeric materials through computer simulations. As a first approach, a coarse grain model was created for high density polyethylene at the mesoscale. We have also extended the traditional approach and used real units rather than reduced units (to our knowledge, for the first time), which enable an improved quantification of simulation results. The obtained results include analysis of penetration depth, residual depth and recovery percentage related to indenter force and size. Our results show there is a clear effect from these parameters on the tribological properties. We also discuss a "crooked smile" effect on the scratched surface and the reasons for its appearance.

Hedging in a discontinuous market: the barrier option

A Work Project, presented as part of the requirements for the Award of a Masters Degree in Finance from the NOVA – School of Business and Economics

Asymmetric Smiles, Leverage Effects and Structural Parameters.

In this paper, we characterize the asymmetries of the smile through multiple leverage effects in a stochastic dynamic asset pricing framework. The dependence between price movements and future volatility is introduced through a set of latent state variables. These latent variables can capture not only the volatility risk and the interest rate risk which potentially affect option prices, but also any kind of correlation risk and jump risk. The standard financial leverage effect is produced by a cross-correlation effect between the state variables which enter into the stochastic volatility process of the stock price and the stock price process itself. However, we provide a more general framework where asymmetric implied volatility curves result from any source of instantaneous correlation between the state variables and either the return on the stock or the stochastic discount factor. In order to draw the shapes of the implied volatility curves generated by a model with latent variables, we specify an equilibrium-based stochastic discount factor with time non-separable preferences. When we calibrate this model to empirically reasonable values of the parameters, we are able to reproduce the various types of implied volatility curves inferred from option market data.

Empirical Assessment of an Intertemporal Option Pricing Model with Latent variables

This paper assesses the empirical performance of an intertemporal option pricing model with latent variables which generalizes the Hull-White stochastic volatility formula. Using this generalized formula in an ad-hoc fashion to extract two implicit parameters and forecast next day S&P 500 option prices, we obtain similar pricing errors than with implied volatility alone as in the Hull-White case. When we specialize this model to an equilibrium recursive utility model, we show through simulations that option prices are more informative than stock prices about the structural parameters of the model. We also show that a simple method of moments with a panel of option prices provides good estimates of the parameters of the model. This lays the ground for an empirical assessment of this equilibrium model with S&P 500 option prices in terms of pricing errors.

Risk Aversion, Intertemporal Substitution, and Option Pricing

This paper develops a general stochastic framework and an equilibrium asset pricing model that make clear how attitudes towards intertemporal substitution and risk matter for option pricing. In particular, we show under which statistical conditions option pricing formulas are not preference-free, in other words, when preferences are not hidden in the stock and bond prices as they are in the standard Black and Scholes (BS) or Hull and White (HW) pricing formulas. The dependence of option prices on preference parameters comes from several instantaneous causality effects such as the so-called leverage effect. We also emphasize that the most standard asset pricing models (CAPM for the stock and BS or HW preference-free option pricing) are valid under the same stochastic setting (typically the absence of leverage effect), regardless of preference parameter values. Even though we propose a general non-preference-free option pricing formula, we always keep in mind that the BS formula is dominant both as a theoretical reference model and as a tool for practitioners. Another contribution of the paper is to characterize why the BS formula is such a benchmark. We show that, as soon as we are ready to accept a basic property of option prices, namely their homogeneity of degree one with respect to the pair formed by the underlying stock price and the strike price, the necessary statistical hypotheses for homogeneity provide BS-shaped option prices in equilibrium. This BS-shaped option-pricing formula allows us to derive interesting characterizations of the volatility smile, that is, the pattern of BS implicit volatilities as a function of the option moneyness. First, the asymmetry of the smile is shown to be equivalent to a particular form of asymmetry of the equivalent martingale measure. Second, this asymmetry appears precisely when there is either a premium on an instantaneous interest rate risk or on a generalized leverage effect or both, in other words, whenever the option pricing formula is not preference-free. Therefore, the main conclusion of our analysis for practitioners should be that an asymmetric smile is indicative of the relevance of preference parameters to price options.

Linewidth reduction in a large-smile laser diode array

We present theory and simulations for a spectral narrowing scheme for laser diode arrays (LDAs) that employs optical feedback from a diffraction grating. We calculate the effect of the so-called smile of the LDA and show that it is possible to reduce the effect by using a cylindrical lens set at an angle to the beam. The scheme is implemented on a 19-element LDA with smile of 7.6 mu m and yields frequency narrowing from a free-running width of 2 to 0.15 nm. The experimental results are in good agreement with the theory. (c) 2005 Optical Society of America.

Obesity And Inflammation And The Effect On The Hematopoietic System.

Bone marrow is organized in specialized microenvironments known as 'marrow niches'. These are important for the maintenance of stem cells and their hematopoietic progenitors whose homeostasis also depends on other cell types present in the tissue. Extrinsic factors, such as infection and inflammatory states, may affect this system by causing cytokine dysregulation (imbalance in cytokine production) and changes in cell proliferation and self-renewal rates, and may also induce changes in the metabolism and cell cycle. Known to relate to chronic inflammation, obesity is responsible for systemic changes that are best studied in the cardiovascular system. Little is known regarding the changes in the hematopoietic system induced by the inflammatory state carried by obesity or the cell and molecular mechanisms involved. The understanding of the biological behavior of hematopoietic stem cells under obesity-induced chronic inflammation could help elucidate the pathophysiological mechanisms involved in other inflammatory processes, such as neoplastic diseases and bone marrow failure syndromes.

Effect Of Platform Connection And Abutment Material On Stress Distribution In Single Anterior Implant-supported Restorations: A Nonlinear 3-dimensional Finite Element Analysis.

Although various abutment connections and materials have recently been introduced, insufficient data exist regarding the effect of stress distribution on their mechanical performance. The purpose of this study was to investigate the effect of different abutment materials and platform connections on stress distribution in single anterior implant-supported restorations with the finite element method. Nine experimental groups were modeled from the combination of 3 platform connections (external hexagon, internal hexagon, and Morse tapered) and 3 abutment materials (titanium, zirconia, and hybrid) as follows: external hexagon-titanium, external hexagon-zirconia, external hexagon-hybrid, internal hexagon-titanium, internal hexagon-zirconia, internal hexagon-hybrid, Morse tapered-titanium, Morse tapered-zirconia, and Morse tapered-hybrid. Finite element models consisted of a 4×13-mm implant, anatomic abutment, and lithium disilicate central incisor crown cemented over the abutment. The 49 N occlusal loading was applied in 6 steps to simulate the incisal guidance. Equivalent von Mises stress (σvM) was used for both the qualitative and quantitative evaluation of the implant and abutment in all the groups and the maximum (σmax) and minimum (σmin) principal stresses for the numerical comparison of the zirconia parts. The highest abutment σvM occurred in the Morse-tapered groups and the lowest in the external hexagon-hybrid, internal hexagon-titanium, and internal hexagon-hybrid groups. The σmax and σmin values were lower in the hybrid groups than in the zirconia groups. The stress distribution concentrated in the abutment-implant interface in all the groups, regardless of the platform connection or abutment material. The platform connection influenced the stress on abutments more than the abutment material. The stress values for implants were similar among different platform connections, but greater stress concentrations were observed in internal connections.

The Effect Of Pelvic Floor Muscle Training Alone Or In Combination With Electrostimulation In The Treatment Of Sexual Dysfunction In Women With Multiple Sclerosis.

Sexual dysfunction (SD) affects up to 80% of multiple sclerosis (MS) patients and pelvic floor muscles (PFMs) play an important role in the sexual function of these patients. The objective of this paper is to evaluate the impact of a rehabilitation program to treat lower urinary tract symptoms on SD of women with MS. Thirty MS women were randomly allocated to one of three groups: pelvic floor muscle training (PFMT) with electromyographic (EMG) biofeedback and sham neuromuscular electrostimulation (NMES) (Group I), PFMT with EMG biofeedback and intravaginal NMES (Group II), and PFMT with EMG biofeedback and transcutaneous tibial nerve stimulation (TTNS) (Group III). Assessments, before and after the treatment, included: PFM function, PFM tone, flexibility of the vaginal opening and ability to relax the PFMs, and the Female Sexual Function Index (FSFI) questionnaire. After treatment, all groups showed improvements in all domains of the PERFECT scheme. PFM tone and flexibility of the vaginal opening was lower after the intervention only for Group II. All groups improved in arousal, lubrication, satisfaction and total score domains of the FSFI questionnaire. This study indicates that PFMT alone or in combination with intravaginal NMES or TTNS contributes to the improvement of SD.

A New Extraction Approach To Correct The Effect Of Apparent Increase In The Secoiridoid Content After Filtration Of Virgin Olive Oil.

In the current study, a new approach has been developed for correcting the effect that moisture reduction after virgin olive oil (VOO) filtration exerts on the apparent increase of the secoiridoid content by using an internal standard during extraction. Firstly, two main Spanish varieties (Picual and Hojiblanca) were submitted to industrial filtration of VOOs. Afterwards, the moisture content was determined in unfiltered and filtered VOOs, and liquid-liquid extraction of phenolic compounds was performed using different internal standards. The resulting extracts were analyzed by HPLC-ESI-TOF/MS, in order to gain maximum information concerning the phenolic profiles of the samples under study. The reduction effect of filtration on the moisture content, phenolic alcohols, and flavones was confirmed at the industrial scale. Oleuropein was chosen as internal standard and, for the first time, the apparent increase of secoiridoids in filtered VOO was corrected, using a correction coefficient (Cc) calculated from the variation of internal standard area in filtered and unfiltered VOO during extraction. This approach gave the real concentration of secoiridoids in filtered VOO, and clarified the effect of the filtration step on the phenolic fraction. This finding is of great importance for future studies that seek to quantify phenolic compounds in VOOs.

Exploratory Study Of The Effect Of Lifestyle Counselling On Bone Mineral Density And Body Composition In Users Of The Contraceptive Depot-medroxyprogesterone Acetate.

To compare variations in bone mineral density (BMD) and body composition (BC) in depot-medroxyprogesterone acetate (DMPA) users and nonusers after providing counselling on healthy lifestyle habits. An exploratory study in which women aged 18 to 40 years participated: 29 new DMPA users and 25 new non-hormonal contraceptive users. All participants were advised on healthy lifestyle habits: sun exposure, walking and calcium intake. BMD and BC were assessed at baseline and 12 months later. Statistical analysis included the Mann-Whitney test or Student's t-test followed by multiple linear regression analysis. Compared to the controls, DMPA users had lower BMD at vertebrae L1 and L4 after 12 months of use. They also had a mean increase of 2 kg in total fat mass and an increase of 2.2% in body fat compared to the non-hormonal contraceptive users. BMD loss at L1 was less pronounced in DMPA users with a calcium intake ≥ 1 g/day compared to DMPA users with a lower calcium intake. DMPA use was apparently associated with lower BMD and an increase in fat mass at 12 months of use. Calcium intake ≥ 1 g/day attenuates BMD loss in DMPA users. Counselling on healthy lifestyle habits failed to achieve its aims.

Effect Of Simulated Microwave Disinfection On The Linear Dimensional Change, Hardness And Impact Strength Of Acrylic Resins Processed By Different Polymerizing Cycles.

This study investigated the effect of simulated microwave disinfection (SMD) on the linear dimensional changes, hardness and impact strength of acrylic resins under different polymerization cycles. Metal dies with referential points were embedded in flasks with dental stone. Samples of Classico and Vipi acrylic resins were made following the manufacturers' recommendations. The assessed polymerization cycles were: A-- water bath at 74ºC for 9 h; B-- water bath at 74ºC for 8 h and temperature increased to 100ºC for 1 h; C-- water bath at 74ºC for 2 h and temperature increased to 100ºC for 1 h;; and D-- water bath at 120ºC and pressure of 60 pounds. Linear dimensional distances in length and width were measured after SMD and water storage at 37ºC for 7 and 30 days using an optical microscope. SMD was carried out with the samples immersed in 150 mL of water in an oven (650 W for 3 min). A load of 25 gf for 10 sec was used in the hardness test. Charpy impact test was performed with 40 kpcm. Data were submitted to ANOVA and Tukey's test (5%). The Classico resin was dimensionally steady in length in the A and D cycles for all periods, while the Vipi resin was steady in the A, B and C cycles for all periods. The Classico resin was dimensionally steady in width in the C and D cycles for all periods, and the Vipi resin was steady in all cycles and periods. The hardness values for Classico resin were steady in all cycles and periods, while the Vipi resin was steady only in the C cycle for all periods. Impact strength values for Classico resin were steady in the A, C and D cycles for all periods, while Vipi resin was steady in all cycles and periods. SMD promoted different effects on the linear dimensional changes, hardness and impact strength of acrylic resins submitted to different polymerization cycles when after SMD and water storage were considered.

The Effect Of Celastrol, A Triterpene With Antitumorigenic Activity, On Conformational And Functional Aspects Of The Human 90kda Heat Shock Protein Hsp90α, A Chaperone Implicated In The Stabilization Of The Tumor Phenotype.

Hsp90 is a molecular chaperone essential for cell viability in eukaryotes that is associated with the maturation of proteins involved in important cell functions and implicated in the stabilization of the tumor phenotype of various cancers, making this chaperone a notably interesting therapeutic target. Celastrol is a plant-derived pentacyclic triterpenoid compound with potent antioxidant, anti-inflammatory and anticancer activities; however, celastrol's action mode is still elusive. In this work, we investigated the effect of celastrol on the conformational and functional aspects of Hsp90α. Interestingly, celastrol appeared to target Hsp90α directly as the compound induced the oligomerization of the chaperone via the C-terminal domain as demonstrated by experiments using a deletion mutant. The nature of the oligomers was investigated by biophysical tools demonstrating that a two-fold excess of celastrol induced the formation of a decameric Hsp90α bound throughout the C-terminal domain. When bound, celastrol destabilized the C-terminal domain. Surprisingly, standard chaperone functional investigations demonstrated that neither the in vitro chaperone activity of protecting against aggregation nor the ability to bind a TPR co-chaperone, which binds to the C-terminus of Hsp90α, were affected by celastrol. Celastrol interferes with specific biological functions of Hsp90α. Our results suggest a model in which celastrol binds directly to the C-terminal domain of Hsp90α causing oligomerization. However, the ability to protect against protein aggregation (supported by our results) and to bind to TPR co-chaperones are not affected by celastrol. Therefore celastrol may act primarily by inducing specific oligomerization that affects some, but not all, of the functions of Hsp90α. To the best of our knowledge, this study is the first work to use multiple probes to investigate the effect that celastrol has on the stability and oligomerization of Hsp90α and on the binding of this chaperone to Tom70. This work provides a novel mechanism by which celastrol binds Hsp90α.

Perception Of Oral And Maxillofacial Surgeons, Orthodontists And Laypersons In Relation To The Harmony Of The Smile.

Harmony is one of the main objectives in surgical and orthodontic treatment and this harmony must be present in the smile, as well as in the face. The aim of the present study was to assess the perceptions of professionals and laypersons in relation to the harmony of the smile of patients with or without vertical maxillary alterations. Sixty observers (oral and maxillofacial surgeons, orthodontists and laypersons) reported the degree of harmony of six smiles using an objective questionnaire and the participants indicated if there was a need for corrective surgery or not. The classification of observers was recorded on a Likert scale from 1 to 5. Mixed regression was used to determine differences between the three groups. Statistically significant differences were found only for the harmony of the smile between the oral and maxillofacial surgeons and laypersons, with laypersons being more critical when assessing the smile. There was no statistical difference between the other groups for the harmony of the smile or the indication of corrective surgery. The patterns of greater or lesser harmony determined by observers during the smile were similar to those found in the literature as the ideal standard in relation to vertical maxillary positioning. Laypersons had a tendency to be more critical in relation to facial harmony than surgeons, although no statistical differences were found in the other groups in relation to the harmony of the smile or indication for the corrective surgery. In addition, the patterns of greater or lesser harmony of the smile determined by the participants were similar to those found in the literature as the ideal standard in relation to vertical maxillary positioning. Overall, the present study demonstrates that adequate interaction between surgeons, orthodontists and laypersons is essential in order to achieve facial harmony with orthodontic and/or surgical treatment. Opinion of specialists and laypersons about the smile in relation to the vertical positioning of the maxilla.