Relativistic time effects in financial dynamics

Financial time series have a complex dynamic nature. Many techniques were adopted having in mind standard paradigms of time flow. This paper explores an alternative route involving relativistic effects. It is observed that the measuring perspective influences the results and that we can have different time textures.

Time-dependency of Rocks and Implications Associated with Tunnelling

The formulation of a geotechnical model and the associated prediction of the mechanical behaviour is a challenge engineers need to overcome in order to optimize tunnel design and meet project requirements. Special challenges arise in cases where rocks and rockmasses are susceptible to time-effects and time-dependent processes govern. Progressive rockmass deformation and instability, time-dependent overloading of support and delayed failures are commonly the result of time-dependent phenomena. The research work presented in this thesis serves as an attempt to provide more insight into the time-dependent behaviour of rocks. Emphasis is given on investigating and analyzing creep deformation and time-dependent stress relaxation phenomenon at the laboratory scale and in-depth analyses are presented. This thesis further develops the understanding of these phenomena and practical yet scientific tools for estimating and predicting the long-term strength and the maximum stress relaxation of rock materials are proposed. The identification of the existence of three distinct behavioural stages during stress relaxation is presented and discussed. The main observations associated with time-dependent behaviour are employed in numerical analyses and applied at the tunnel scale. A new approach for simulating and capturing the time-dependent behaviour coupled with the tunnel advancement effect is also developed and analyzed. Guidance is provided to increase the understanding of the support-rockmass interaction and the main implications and significance of time-dependent behaviour associated with rock tunnelling are discussed. The work presented in this thesis advances the scientific understanding of time-dependent rock and rockmass behaviour, increases the awareness of how such phenomena are captured numerically, and lays out a framework for dealing with such deformations when predicting tunnel deformations. Practical aspects of this thesis are also presented, which will increase their usage in the associated industries and close the gap between the scientific and industry communities.

Effects of Subgrid-Scale Modeling on Time Correlations in Large Eddy Simulation

The effects of the unresolved subgrid-scale (SGS) motions on the energy balance of the resolved scales in large eddy simulation (LES) have been investigated actively because modeling the energy transfer between the resolved and unresolved scales is crucial to constructing accurate SGS models. But the subgrid scales not only modify the energy balance, they also contribute to temporal decorrelation of the resolved scales. The importance of this effect in applications including the predictability problem and the evaluation of sound radiation by turbulent flows motivates the present study of the effect of SGS modeling on turbulent time correlations. This paper compares the two-point, two-time Eulerian velocity correlation in isotropic homogeneous turbulence evaluated by direct numerical simulation (DNS) with the correlations evaluated by LES using a standard spectral eddy viscosity. It proves convenient to express the two-point correlations in terms of spatial Fourier decomposition of the velocity field. The LES fields are more coherent than the DNS fields: their time correlations decay more slowly at all resolved scales of motion and both their integral scales and microscales are larger than those of the DNS field. Filtering alone is not responsible for this effect: in the Fourier representation, the time correlations of the filtered DNS field are identical to those of the DNS field itself. The possibility of modeling the decorrelating effects of the unresolved scales of motion by including a random force in the model is briefly discussed. The results could have applications to the problem of computing sound sources in isotropic homogeneous turbulence by LES

A multiconfigurational time-dependent Hartree-Fock method for excited electronic states. II. Coulomb interaction effects in single conjugated polymer chains

Conjugated polymers have attracted considerable attention in the last few decades due to their potential for optoelectronic applications. A key step that needs optimisation is charge carrier separation following photoexcitation. To understand better the dynamics of the exciton prior to charge separation, we have performed simulations of the formation and dynamics of localised excitations in single conjugated polymer strands. We use a nonadiabatic molecular dynamics method which allows for the coupled evolution of the nuclear degrees of freedom and of multiconfigurational electronic wavefunctions. We show the relaxation of electron-hole pairs to form excitons and oppositely charged polaron pairs and discuss the modifications to the relaxation process predicted by the inclusion of the Coulomb interaction between the carriers. The issue of charge photogeneration in conjugated polymers in dilute solution is also addressed. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3600404]

Mass transport effects in the borohydride oxidation reaction-Influence of the residence time on the reaction onset and faradaic efficiency

The borohydride oxidation reaction (BOR) was studied on Pt and Au electrodes by cyclic voltammetry in dilute alkaline borohydride solutions (0.1 M NaOH + 10(-3) mol L(-1) NaBH(4)). More specifically, the electrodes were considered as either Vulcan XC72-supported Pt or Au (noted as Pt/C and Au/C, respectively) active layers or smooth Pt or Au surfaces, the latter possibly being covered by a layer of (non-metalized) Vulcan XC72 carbon powder. The BOR onset potential and the number of electrons (n(e-)) exchanged per BH(4)(-) anion (faradaic efficiency) were investigated for these electrodes, to determine whether the residence time of reaction intermediates (at the electrode surface or inside the porous layer) does influence the overall reaction pathway/completion. For the carbon-supported platinum, n(e-) strongly depends on the thickness of the active layer. While thin (ca. 0.5 mu m-thick) Pt/C active layers yield n(e-) < 4, thick layers (approximately 3 mu m) yield n(e-)approximate to 8, which can be ascribed to the sufficient residence time of the molecules formed within the active layer (H(2), by heterogeneous hydrolysis, or BOR intermediates) enabling further (near-complete) oxidation. This puts into evidence that not only the nature of the electrocatalyst is important to reach high BOR efficiency, but also the structure/thickness of the active layer. The same trend applies for Au/C active layers and for smooth Pt or Au surfaces covered with a layer of (inactive) Vulcan XC72. In addition, the BOR onset usually shifts negative when the reaction intermediates are trapped, which suggests that some of the intermediates are more easily oxidized than BH(4)(-) itself; based on literature data, BH(3)OH(-) species is a likely candidate. (C) 2011 Elsevier B.V. All rights reserved.

A comparative tunnelling network approach to assess interspecific competition effects in termites

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Survival Analysis of Patients with Heart Failure: Implications of Time-Varying Regression Effects in Modeling Mortality

Background: Several models have been designed to predict survival of patients with heart failure. These, while available and widely used for both stratifying and deciding upon different treatment options on the individual level, have several limitations. Specifically, some clinical variables that may influence prognosis may have an influence that change over time. Statistical models that include such characteristic may help in evaluating prognosis. The aim of the present study was to analyze and quantify the impact of modeling heart failure survival allowing for covariates with time-varying effects known to be independent predictors of overall mortality in this clinical setting. Methodology: Survival data from an inception cohort of five hundred patients diagnosed with heart failure functional class III and IV between 2002 and 2004 and followed-up to 2006 were analyzed by using the proportional hazards Cox model and variations of the Cox's model and also of the Aalen's additive model. Principal Findings: One-hundred and eighty eight (188) patients died during follow-up. For patients under study, age, serum sodium, hemoglobin, serum creatinine, and left ventricular ejection fraction were significantly associated with mortality. Evidence of time-varying effect was suggested for the last three. Both high hemoglobin and high LV ejection fraction were associated with a reduced risk of dying with a stronger initial effect. High creatinine, associated with an increased risk of dying, also presented an initial stronger effect. The impact of age and sodium were constant over time. Conclusions: The current study points to the importance of evaluating covariates with time-varying effects in heart failure models. The analysis performed suggests that variations of Cox and Aalen models constitute a valuable tool for identifying these variables. The implementation of covariates with time-varying effects into heart failure prognostication models may reduce bias and increase the specificity of such models.