Densités de copules archimédiennes hiérarchiques

Les copulas archimédiennes hiérarchiques ont récemment gagné en intérêt puisqu’elles généralisent la famille de copules archimédiennes, car elles introduisent une asymétrie partielle. Des algorithmes d’échantillonnages et des méthodes ont largement été développés pour de telles copules. Néanmoins, concernant l’estimation par maximum de vraisemblance et les tests d’adéquations, il est important d’avoir à disposition la densité de ces variables aléatoires. Ce travail remplie ce manque. Après une courte introduction aux copules et aux copules archimédiennes hiérarchiques, une équation générale sur les dérivées des noeuds et générateurs internes apparaissant dans la densité des copules archimédiennes hiérarchique. sera dérivée. Il en suit une formule tractable pour la densité des copules archimédiennes hiérarchiques. Des exemples incluant les familles archimédiennes usuelles ainsi que leur transformations sont présentés. De plus, une méthode numérique efficiente pour évaluer le logarithme des densités est présentée.

Detection of phosphatidylserine with a modified polar head group in human keratinocytes exposed to the radical generator AAPH

Phosphatidylserine (PS) is preferentially located in the inner leaflet of the cell membrane, and translocation of PS oxidized in fatty acyl chains to the outside of membrane has been reported as signaling to macrophage receptors to clear apoptotic cells. It was recently shown that PS can be oxidized in serine moiety of polar head-group. In the present work, a targeted lipidomic approach was applied to detecting OxPS modified at the polar head-group in keratinocytes that were exposed to the radical generator AAPH. Glycerophosphoacetic acid derivatives (GPAA) were found to be the major oxidation products of OxPS modified at the polar head-group during oxidation induced by AAPH-generated radicals, similarly to previous observations for the oxidation induced by OH radical. The neutral loss scan of 58Da and a novel precursor ion scan of m/z 137.1 (HOPO3CH2COOH) allowed the recognition of GPAA derivatives in the total lipid extracts obtained from HaCaT cells treated with AAPH. The positive identification of serine head group oxidation products in cells under controlled oxidative conditions opens new perspectives and justifies further studies in other cellular environments in order to understand fully the role of PS polar head-group oxidation in cell homeostasis and disease.

Numerical simulation for the 3D seepage flow with fractional derivatives in porous media

In this paper, the numerical simulation of the 3D seepage flow with fractional derivatives in porous media is considered under two special cases: non-continued seepage flow in uniform media (NCSFUM) and continued seepage flow in non-uniform media (CSF-NUM). A fractional alternating direction implicit scheme (FADIS) for the NCSF-UM and a modified Douglas scheme (MDS) for the CSF-NUM are proposed. The stability, consistency and convergence of both FADIS and MDS in a bounded domain are discussed. A method for improving the speed of convergence by Richardson extrapolation for the MDS is also presented. Finally, numerical results are presented to support our theoretical analysis.

Modified alternating direction methods for solving a two-dimensional non-continuous seepage flow with fractional derivatives

In this paper, a two-dimensional non-continuous seepage flow with fractional derivatives (2D-NCSF-FD) in uniform media is considered, which has modified the well known Darcy law. Using the relationship between Riemann-Liouville and Grunwald-Letnikov fractional derivatives, two modified alternating direction methods: a modified alternating direction implicit Euler method and a modified Peaceman-Rachford method, are proposed for solving the 2D-NCSF-FD in uniform media. The stability and consistency, thus convergence of the two methods in a bounded domain are discussed. Finally, numerical results are given.

Numerical methods for fractional partial differential equations with Riesz space fractional derivatives

In this paper, we consider the numerical solution of a fractional partial differential equation with Riesz space fractional derivatives (FPDE-RSFD) on a finite domain. Two types of FPDE-RSFD are considered: the Riesz fractional diffusion equation (RFDE) and the Riesz fractional advection–dispersion equation (RFADE). The RFDE is obtained from the standard diffusion equation by replacing the second-order space derivative with the Riesz fractional derivative of order αset membership, variant(1,2]. The RFADE is obtained from the standard advection–dispersion equation by replacing the first-order and second-order space derivatives with the Riesz fractional derivatives of order βset membership, variant(0,1) and of order αset membership, variant(1,2], respectively. Firstly, analytic solutions of both the RFDE and RFADE are derived. Secondly, three numerical methods are provided to deal with the Riesz space fractional derivatives, namely, the L1/L2-approximation method, the standard/shifted Grünwald method, and the matrix transform method (MTM). Thirdly, the RFDE and RFADE are transformed into a system of ordinary differential equations, which is then solved by the method of lines. Finally, numerical results are given, which demonstrate the effectiveness and convergence of the three numerical methods.

Do derivatives have a role in the risk-shifting behaviour of fund managers?

In this paper we examine the extent to which derivatives are used to affect the risk-shifting behaviour of Australian equity fund managers. We find, after periods of good and poor performance, the risk-shifting behaviour of fund managers is different between derivative users and non-users. Our results support the gaming and active competition hypotheses but there is little support for the cash flow hypothesis. The study also allows for a complex reporting environment by analysing data across three alternate time periods: the calendar year, financial year and quarterly frames. Given that our results are not consistent across time periods for users and non-users of derivatives, some caution in interpretation is required.

Bias in the nonlinear filter generator output sequence

Nonlinear filter generators are common components used in the keystream generators for stream ciphers and more recently for authentication mechanisms. They consist of a Linear Feedback Shift Register (LFSR) and a nonlinear Boolean function to mask the linearity of the LFSR output. Properties of the output of a nonlinear filter are not well studied. Anderson noted that the m-tuple output of a nonlinear filter with consecutive taps to the filter function is unevenly distributed. Current designs use taps which are not consecutive. We examine m-tuple outputs from nonlinear filter generators constructed using various LFSRs and Boolean functions for both consecutive and uneven (full positive difference sets where possible) tap positions. The investigation reveals that in both cases, the m-tuple output is not uniform. However, consecutive tap positions result in a more biased distribution than uneven tap positions, with some m-tuples not occurring at all. These biased distributions indicate a potential flaw that could be exploited for cryptanalysis.

A new family of Marx generator based on resonant converter

This paper presents a novel topology to generate high voltage with utilization of slow and fast power switches. New concepts used in this topology include numbers of diode-capacitor units in parallel with resonant circuits which are connected to a positive buck-boost converter. The resonant circuit reverses the voltage polarity of the capacitors. This configuration has capability of generating a flexible high voltage with certain number of capacitors. The advantage of this topology is to use slow switches, less number of diodes and capacitors compare to Marx generator. Simulations have been performed to verify the proposed topology.

A resonant based Marx generator

The configuration proposed in this paper aims to generate high voltage for pulsed power applications. The main idea is to charge two groups of capacitors in parallel through an inductor and take the advantage of resonant phenomena in charging each capacitor up to a double input voltage level. In each resonant half a cycle, one of those capacitor groups are charged, and finally the charged capacitors will be connected together in series and the summation of the capacitor voltages can be appeared at the output of the topology. This topology can be considered as a modified Marx generator which works based on the resonant concept. Simulation models of this converter have been investigated in Matlab/SIMULINK platform and the attained results fully satisfy the proper operation of the converter.

Bias in the nonlinear filter generator output sequence

Nonlinear filter generators are common components used in the keystream generators for stream ciphers and more recently for authentication mechanisms. They consist of a Linear Feedback Shift Register (LFSR) and a nonlinear Boolean function to mask the linearity of the LFSR output. Properties of the output of a nonlinear filter are not well studied. Anderson noted that the m-tuple output of a nonlinear filter with consecutive taps to the filter function is unevenly distributed. Current designs use taps which are not consecutive. We examine m-tuple outputs from nonlinear filter generators constructed using various LFSRs and Boolean functions for both consecutive and uneven (full positive difference sets where possible) tap positions. The investigation reveals that in both cases, the m-tuple output is not uniform. However, consecutive tap positions result in a more biased distribution than uneven tap positions, with some m-tuples not occurring at all. These biased distributions indicate a potential flaw that could be exploited for cryptanalysis

A solid state Marx generator with a novel configuration

The new configuration proposed in this paper for Marx Generator (MG) aims to generate high voltage for pulsed power applications through reduced number of semiconductor components with a more efficient load supplying process. The main idea is to charge two groups of capacitors in parallel through an inductor and take advantage of resonant phenomenon in charging each capacitor up to a double input voltage level. In each resonant half a cycle, one of those capacitor groups are charged, and eventually the charged capacitors will be connected in series and the summation of the capacitor voltages can be appeared at the output of the topology. This topology can be considered as a modified Marx generator which works based on the resonant concept. Simulated models of this converter have been investigated in Matlab/SIMULINK platform and a prototype set up has been implemented in laboratory. The acquired results of either fully satisfy the anticipations in proper operation of the converter.