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Jumps
Kinds of Jumps Terms modified by Jumps Selected AbstractsTHE ROLE OF THE BIDDING PROCESS IN PRICE DETERMINATION: JUMP BIDDING IN SEQUENTIAL ENGLISH AUCTIONSECONOMIC INQUIRY, Issue 3 2008YARON RAVIV This paper uses data collected from a series of public auctions of used cars in New Jersey to examine how strategic bidding affects price determination in open-outcry English auctions. "Jumps" in the bidding, which occur when a new offer exceeds the old offer by more than the minimum bid increment, are highly pervasive and consistently related to the item's presale estimated price. The size of the jumps is not affected by the selling order, however. This jump bidding pattern suggests that open-outcry auctions are more appropriately interpreted with models that assume common-item valuations rather than models assuming private valuations. (JEL D44) [source] CONSTANT PROPORTION PORTFOLIO INSURANCE IN THE PRESENCE OF JUMPS IN ASSET PRICESMATHEMATICAL FINANCE, Issue 3 2009Rama Cont Constant proportion portfolio insurance (CPPI) allows an investor to limit downside risk while retaining some upside potential by maintaining an exposure to risky assets equal to a constant multiple of the cushion, the difference between the current portfolio value and the guaranteed amount. Whereas in diffusion models with continuous trading, this strategy has no downside risk, in real markets this risk is nonnegligible and grows with the multiplier value. We study the behavior of CPPI strategies in models where the price of the underlying portfolio may experience downward jumps. Our framework leads to analytically tractable expressions for the probability of hitting the floor, the expected loss, and the distribution of losses. This allows to measure the gap risk but also leads to a criterion for adjusting the multiplier based on the investor's risk aversion. Finally, we study the problem of hedging the downside risk of a CPPI strategy using options. The results are applied to a jump-diffusion model with parameters estimated from returns series of various assets and indices. [source] PROPERTIES OF OPTION PRICES IN MODELS WITH JUMPSMATHEMATICAL FINANCE, Issue 3 2007Erik Ekström We study convexity and monotonicity properties of option prices in a model with jumps using the fact that these prices satisfy certain parabolic integro,differential equations. Conditions are provided under which preservation of convexity holds, i.e., under which the value, calculated under a chosen martingale measure, of an option with a convex contract function is convex as a function of the underlying stock price. The preservation of convexity is then used to derive monotonicity properties of the option value with respect to the different parameters of the model, such as the volatility, the jump size, and the jump intensity. [source] PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESSMATHEMATICAL FINANCE, Issue 2 2007Nicole Bäuerle We consider a financial market with one bond and one stock. The dynamics of the stock price process allow jumps which occur according to a Markov-modulated Poisson process. We assume that there is an investor who is only able to observe the stock price process and not the driving Markov chain. The investor's aim is to maximize the expected utility of terminal wealth. Using a classical result from filter theory it is possible to reduce this problem with partial observation to one with complete observation. With the help of a generalized Hamilton,Jacobi,Bellman equation where we replace the derivative by Clarke's generalized gradient, we identify an optimal portfolio strategy. Finally, we discuss some special cases of this model and prove several properties of the optimal portfolio strategy. In particular, we derive bounds and discuss the influence of uncertainty on the optimal portfolio strategy. [source] Do Stock Prices and Volatility Jump?THE JOURNAL OF FINANCE, Issue 3 2004Option Prices, Reconciling Evidence from Spot This paper examines the empirical performance of jump diffusion models of stock price dynamics from joint options and stock markets data. The paper introduces a model with discontinuous correlated jumps in stock prices and stock price volatility, and with state-dependent arrival intensity. We discuss how to perform likelihood-based inference based upon joint options/returns data and present estimates of risk premiums for jump and volatility risks. The paper finds that while complex jump specifications add little explanatory power in fitting options data, these models fare better in fitting options and returns data simultaneously. [source] Primary Peptide Folding Dynamics Observed with Ultrafast Temperature Jump,ANGEWANDTE CHEMIE, Issue 31 2009Schnellste Faltung: Ein ultraschneller laserinduzierter Temperatursprung (T -Sprung) bewirkt die Faltung und Entfaltung von Wh5 (siehe Bild), dem kürzestmöglichen ,-helicalen Peptid. Zeitauflösende Fluoreszenzspektroskopie zeigte, dass die Faltung dieses Peptids von unter einer ns bis zu einigen ns dauert, was die Bedeutung der ultraschnellen Dynamik bei der Protein- und Peptidfaltung neu definiert. [source] Jump start exit criterion: Exploring a new model of service delivery for the treatment of childhood feeding problemsBEHAVIORAL INTERVENTIONS, Issue 3 2009Bianca Pizzo While the literature on the assessment and treatment of childhood feeding disorders continues to grow, little research has focused on developing new forms of service delivery. This study demonstrates the effectiveness of a brief, intensive intervention for the treatment of food selectivity in three boys who had failed to progress in traditional outpatient treatment. The implications of this model of service delivery are discussed. Copyright © 2009 John Wiley & Sons, Ltd. [source] THE ROLE OF THE BIDDING PROCESS IN PRICE DETERMINATION: JUMP BIDDING IN SEQUENTIAL ENGLISH AUCTIONSECONOMIC INQUIRY, Issue 3 2008YARON RAVIV This paper uses data collected from a series of public auctions of used cars in New Jersey to examine how strategic bidding affects price determination in open-outcry English auctions. "Jumps" in the bidding, which occur when a new offer exceeds the old offer by more than the minimum bid increment, are highly pervasive and consistently related to the item's presale estimated price. The size of the jumps is not affected by the selling order, however. This jump bidding pattern suggests that open-outcry auctions are more appropriately interpreted with models that assume common-item valuations rather than models assuming private valuations. (JEL D44) [source] Testing Option Pricing Models with Stochastic Volatility, Random Jumps and Stochastic Interest RatesINTERNATIONAL REVIEW OF FINANCE, Issue 3-4 2002George J. Jiang In this paper, we propose a parsimonious GMM estimation and testing procedure for continuous-time option pricing models with stochastic volatility, random jump and stochastic interest rate. Statistical tests are performed on both the underlying asset return model and the risk-neutral option pricing model. Firstly, the underlying asset return models are estimated using GMM with valid statistical tests for model specification. Secondly, the preference related parameters in the risk-neutral distribution are estimated from observed option prices. Our findings confirm that the implied risk premiums for stochastic volatility, random jump and interest rate are overall positive and varying over time. However, the estimated risk-neutral processes are not unique, suggesting a segmented option market. In particular, the deep ITM call (or deep OTM put) options are clearly priced with higher risk premiums than the deep OTM call (or deep ITM put) options. Finally, while stochastic volatility tends to better price long-term options, random jump tends to price the short-term options better, and option pricing based on multiple risk-neutral distributions significantly outperforms that based on a single risk-neutral distribution. [source] MSM Estimators of European Options on Assets with JumpsMATHEMATICAL FINANCE, Issue 2 2001João Amaro de Matos This paper shows that, under some regularity conditions, the method of simulated moments estimator of European option pricing models developed by Bossaerts and Hillion (1993) can be extended to the case where the prices of the underlying asset follow Lévy processes, which allow for jumps, with no losses on their asymptotic properties, still allowing for the joint test of the model. [source] Pediatric Tree House,Related Injuries Treated in Emergency Departments in the United States: 1990,2006ACADEMIC EMERGENCY MEDICINE, Issue 3 2009Charles Randazzo Abstract Objectives:, The objective was to describe the epidemiology of tree house,related injuries in the United States among children and adolescents. Methods:, The authors conducted a retrospective analysis using data from the National Electronic Injury Surveillance System for patients ,19 years who were treated in an emergency department (ED) for a tree house,related injury from 1990 through 2006. Results:, An estimated 47,351 patients ,19 years of age were treated in EDs for tree house,related injuries over the 17-year study period. Fractures were the most common diagnosis (36.6%), and the upper extremities were the most commonly injured body part (38.8%). The odds of sustaining a head injury were increased for children aged <5 years. Falls were the most common injury mechanism (78.6%) and increased the odds of sustaining a fracture. Falls or jumps from a height ,10 feet occurred in 29.3% of cases for which height of the fall/jump was recorded. Boys had significantly higher odds of falling or jumping from a height of ,10 ft than girls, and children 10 to 19 years old also had significantly higher odds of falling or jumping from a height of ,10 feet, compared to those 9 years old and younger. The odds of hospitalization were tripled if the patient fell or jumped from ,10 feet and nearly tripled if the patient sustained a fracture. Conclusions:, This study examined tree house,related injuries on a national level. Tree house safety deserves special attention because of the potential for serious injury or death due to falls from great heights, as well as the absence of national or regional safety standards. The authors provide safety and prevention recommendations based on the successful standards developed for playground equipment. [source] Extensions of the 3-Dimensional Plasma Transport Code E3DCONTRIBUTIONS TO PLASMA PHYSICS, Issue 1-3 2004A. Runov Abstract One important aspect of modern fusion research is plasma edge physics. Fluid transport codes extending beyond the standard 2-D code packages like B2-Eirene or UEDGE are under development. A 3-dimensional plasma fluid code, E3D, based upon the Multiple Coordinate System Approach and a Monte Carlo integration procedure has been developed for general magnetic configurations including ergodic regions. These local magnetic coordinates lead to a full metric tensor which accurately accounts for all transport terms in the equations. Here, we discuss new computational aspects of the realization of the algorithm. The main limitation to the Monte Carlo code efficiency comes from the restriction on the parallel jump of advancing test particles which must be small compared to the gradient length of the diffusion coefficient. In our problems, the parallel diffusion coefficient depends on both plasma and magnetic field parameters. Usually, the second dependence is much more critical. In order to allow long parallel jumps, this dependence can be eliminated in two steps: first, the longitudinal coordinate x3 of local magnetic coordinates is modified in such a way that in the new coordinate system the metric determinant and contra-variant components of the magnetic field scale along the magnetic field with powers of the magnetic field module (like in Boozer flux coordinates). Second, specific weights of the test particles are introduced. As a result of increased parallel jump length, the efficiency of the code is about two orders of magnitude better. (© 2004 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim) [source] Incentive Problems With Unidimensional Hidden Characteristics: A Unified ApproachECONOMETRICA, Issue 4 2010Martin F. Hellwig This paper develops a technique for studying incentive problems with unidimensional hidden characteristics in a way that is independent of whether the type set is finite, the type distribution has a continuous density, or the type distribution has both mass points and an atomless part. By this technique, the proposition that optimal incentive schemes induce no distortion "at the top" and downward distortions "below the top" is extended to arbitrary type distributions. However, mass points in the interior of the type set require pooling with adjacent higher types and, unless there are other complications, a discontinuous jump in the transition from adjacent lower types. [source] System peaks in micellar electrophoresis: I. Utilization of system peaks for determination of critical micelle concentrationELECTROPHORESIS, Issue 5 2008Jana Lokajová Abstract A new way to determine the critical micelle concentration (CMC) based on the mobilities of system peaks is presented. A general approach for the CMC determination is based on the change of the slope or on finding the inflection point in the plot of a physical property of solution as a function of surfactant concentration. The determination of CMC by system peaks in CE utilizes a "jump" instead of a continuous change in the measured quantity. This phenomenon was predicted by the program PeakMaster, which was modified for simulation of micellar systems. The simulation of the steep change in mobilities of the anionic system peaks showing the CMC value was verified experimentally in a set of measurements, where the concentration of the surfactant was varied while the ionic strength was kept constant. The experimental work fully proved our model. A comparative electric current measurement was carried out. The proposed method seems to offer easier CMC determination as compared to the standard methods. [source] The Effect of the Superconducting Transition on Plastic Deformation of Ultrafine-Grained Aluminum,ADVANCED ENGINEERING MATERIALS, Issue 1-2 2009Yuri Estrin Abstract In this paper, the mechanical behavior of ultrafine- and coarse-grained Al at a record low temperature of 0.52,K is presented. It is demonstrated that grain refinement by equal channel angular pressing leads to increased flow stress and to a change in the strain hardening behavior of Al at this temperature. Special emphasis is placed on the effect of the superconducting transition on the mechanical behavior in the different microstructural conditions. It is shown that the magnitude of the stress jump associated with the transition correlates with the strain hardening behavior which, in turn, is related to the microstructure of the material. [source] Maintaining the power balance in an ,empty network'EUROPEAN TRANSACTIONS ON ELECTRICAL POWER, Issue 5 2006M. Reza Abstract This paper presents the concept of an ,empty network' and shows how the power balance can be maintained in such a system. In this study, an ,empty network' is defined as a power system in which no rotating mass is present; all generators are grid-connected via power electronic interfaces. One generator creates a neat 50,Hz voltage that serves as a frequency reference for the other generators. Consequently, a power unbalance cannot be detected in the classical way, as an altered system frequency. Therefore, in this paper, voltage deviations are used to detect the power unbalances. Simple test systems that consist of 1, 2 and 3 buses are applied on a real time digital simulator (RTDS). A load jump is simulated to cause a power unbalance in the system. The study shows that by using voltage deviations as control signals, the power balance can be maintained in an empty network. Copyright © 2006 John Wiley & Sons, Ltd. [source] THE POPULATION GENETICS OF ADAPTATION: THE ADAPTATION OF DNA SEQUENCESEVOLUTION, Issue 7 2002H. Allen Orr Abstract I describe several patterns characterizing the genetics of adaptation at the DNA level. Following Gillespie (1983, 1984, 1991), I consider a population presently fixed for the ith best allele at a locus and study the sequential substitution of favorable mutations that results in fixation of the fittest DNA sequence locally available. Given a wild type sequence that is less than optimal, I derive the fitness rank of the next allele typically fixed by natural selection as well as the mean and variance of the jump in fitness that results when natural selection drives a substitution. Looking over the whole series of substitutions required to reach the best allele, I show that the mean fitness jumps occurring throughout an adaptive walk are constrained to a twofold window of values, assuming only that adaptation begins from a reasonably fit allele. I also show that the first substitution and the substitution of largest effect account for a large share of the total fitness increase during adaptation. I further show that the distribution of selection coefficients fixed throughout such an adaptive walk is exponential (ignoring mutations of small effect), a finding reminiscent of that seen in Fisher's geometric model of adaptation. Last, I show that adaptation by natural selection behaves in several respects as the average of two idealized forms of adaptation, perfect and random. [source] Automated generation of new knowledge to support managerial decision-making: case study in forecasting a stock marketEXPERT SYSTEMS, Issue 4 2004Se-Hak Chun Abstract: The deluge of data available to managers underscores the need to develop intelligent systems to generate new knowledge. Such tools are available in the form of learning systems from artificial intelligence. This paper explores how the novel tools can support decision-making in the ubiquitous managerial task of forecasting. For concreteness, the methodology is examined in the context of predicting a financial index whose chaotic properties render the time series difficult to predict. The study investigates the circumstances under which enough new knowledge is extracted from temporal data to overturn the efficient markets hypothesis. The efficient markets hypothesis precludes the possibility of anticipating in financial markets. More precisely, the markets are deemed to be so efficient that the best forecast of a price level for the subsequent period is precisely the current price. Certain anomalies to the efficient market premise have been observed, such as calendar effects. Even so, forecasting techniques have been largely unable to outperform the random walk model which corresponds to the behavior of prices under the efficient markets hypothesis. This paper tests the validity of the efficient markets hypothesis by developing knowledge-based tools to forecast a market index. The predictions are examined across several horizons: single-period forecasts as well as multiple periods. For multiperiod forecasts, the predictive methodology takes two forms: a single jump from the current period to the end of the forecast horizon, and a multistage web of forecasts which progresses systematically from one period to the next. These models are first evaluated using neural networks and case-based reasoning, and are then compared against a random walk model. The computational models are examined in the context of forecasting a composite for the Korean stock market. [source] Interflavin electron transfer in human cytochrome P450 reductase is enhanced by coenzyme bindingFEBS JOURNAL, Issue 12 2003Relaxation kinetic studies with coenzyme analogues The role of coenzyme binding in regulating interflavin electron transfer in human cytochrome P450 reductase (CPR) has been studied using temperature-jump spectroscopy. Previous studies [Gutierrez, A., Paine, M., Wolf, C.R., Scrutton, N.S., & Roberts, G.C.K. Biochemistry (2002) 41, 4626,4637] have shown that the observed rate, 1/,, of interflavin electron transfer (FADsq , FMNsq,FADox , FMNhq) in CPR reduced at the two-electron level with NADPH is 55 ± 2 s,1, whereas with dithionite-reduced enzyme the observed rate is 11 ± 0.5 s,1, suggesting that NADPH (or NADP+) binding has an important role in controlling the rate of internal electron transfer. In relaxation experiments performed with CPR reduced at the two-electron level with NADH, the observed rate of internal electron transfer (1/, = 18 ± 0.7 s,1) is intermediate in value between those seen with dithionite-reduced and NADPH-reduced enzyme, indicating that the presence of the 2,-phosphate is important for enhancing internal electron transfer. To investigate this further, temperature jump experiments were performed with dithionite-reduced enzyme in the presence of 2,,5,-ADP and 2,-AMP. These two ligands increase the observed rate of interflavin electron transfer in two-electron reduced CPR from 1/, = 11 s,1 to 35 ± 0.2 s,1 and 32 ± 0.6 s,1, respectively. Reduction of CPR at the two-electron level by NADPH, NADH or dithionite generates the same spectral species, consistent with an electron distribution that is equivalent regardless of reductant at the initiation of the temperature jump. Spectroelectrochemical experiments establish that the redox potentials of the flavins of CPR are unchanged on binding 2,,5,-ADP, supporting the view that enhanced rates of interdomain electron transfer have their origin in a conformational change produced by binding NADPH or its fragments. Addition of 2,,5,-ADP either to the isolated FAD-domain or to full-length CPR (in their oxidized and reduced forms) leads to perturbation of the optical spectra of both the flavins, consistent with a conformational change that alters the environment of these redox cofactors. The binding of 2,,5,-ADP eliminates the unusual dependence of the observed flavin reduction rate on NADPH concentration (i.e. enhanced at low coenzyme concentration) observed in stopped-flow studies. The data are discussed in the context of previous kinetic studies and of the crystallographic structure of rat CPR. [source] Insight into Proton Conduction of Immobilised Imidazole Systems Via Simulations and Impedance Spectroscopy,FUEL CELLS, Issue 3-4 2008W. L. Cavalcanti Abstract The proton conduction in immobilised imidazole systems has been investigated in order to support the design of new membrane materials for polymer electrolyte membrane fuel cells (PEMFC). In the experimental part of this work, proton conductivities are measured via impedance spectroscopy. The simulation and modelling are performed combining molecular dynamics simulations and energy barrier calculations; the analysis is done via the proton jump energy barrier, collision ratio and radial distribution function. The dependence of the proton mobility on the temperature, spacer length and the density of conducting groups per area is presented. Donors and acceptors groups approach to each other within a distance from 2.8 to 3,Å where the energy barrier for a proton transfer is very low, which favours the proton jump under the studied conditions. The proton conductivity increases with increase in the spacer length. The simulation results are in good agreement with the proton conductivities presented. [source] Interpretation of observed fluid potential patterns in a deep sedimentary basin under tectonic compression: Hungarian Great Plain, Pannonian BasinGEOFLUIDS (ELECTRONIC), Issue 1 2001J. Tóth Abstract The , 40 000 km2 Hungarian Great Plain portion of the Pannonian Basin consists of a basin fill of 100 m to more than 7000 m thick semi- to unconsolidated marine, deltaic, lacustrine and fluviatile clastic sediments of Neogene age, resting on a strongly tectonized Pre-Neogene basement of horst-and-graben topography of a relief in excess of 5000 m. The basement is built of a great variety of brittle rocks, including flysch, carbonates and metamorphics. The relatively continuous Endr,d Aquitard, with a permeability of less than 1 md (10,15 m2) and a depth varying between 500 and 5000 m, divides the basin's rock framework into upper and lower sequences of highly permeable rock units, whose permeabilities range from a few tens to several thousands of millidarcy. Subsurface fluid potential and flow fields were inferred from 16 192 water level and pore pressure measurements using three methods of representation: pressure,elevation profiles; hydraulic head maps; and hydraulic cross-sections. Pressure,elevation profiles were constructed for eight areas. Typically, they start from the surface with a straight-line segment of a hydrostatic gradient (,st = 9.8067 MPa km,1) and extend to depths of 1400,2500 m. At high surface elevations, the gradient is slightly smaller than hydrostatic, while at low elevations it is slightly greater. At greater depths, both the pressures and their vertical gradients are uniformly superhydrostatic. The transition to the overpressured depths may be gradual, with a gradient of ,dyn = 10,15 MPa km,1 over a vertical distance of 400,1000 m, or abrupt, with a pressure jump of up to 10 MPa km,1 over less than 100 m and a gradient of ,dyn > 20 MPa km,1. According to the hydraulic head maps for 13 100,500 m thick horizontal slices of the rock framework, the fluid potential in the near-surface domains declines with depth beneath positive topographic features, but it increases beneath depressions. The approximate boundary between these hydraulically contrasting regions is the 100 m elevation contour line in the Duna,Tisza interfluve, and the 100,110 m contours in the Nyírség uplands. Below depths of ,,600 m, islets of superhydrostatic heads develop which grow in number, areal extent and height as the depth increases; hydraulic heads may exceed 3000 m locally. A hydraulic head ,escarpment' appears gradually in the elevation range of ,,1000 to ,,2800 m along an arcuate line which tracks a major regional fault zone striking NE,SW: heads drop stepwise by several hundred metres, at places 2000 m, from its north and west sides to the south and east. The escarpment forms a ,fluid potential bank' between a ,fluid potential highland' (500,2500 m) to the north and west, and a ,fluid potential basin' (100,500 m) to the south and east. A ,potential island' rises 1000 m high above this basin further south. According to four vertical hydraulic sections, groundwater flow is controlled by the topography in the upper 200,1700 m of the basin; the driving force is orientated downwards beneath the highlands and upwards beneath the lowlands. However, it is directed uniformly upwards at greater depths. The transition between the two regimes may be gradual or abrupt, as indicated by wide or dense spacing of the hydraulic head contours, respectively. Pressure ,plumes' or ,ridges' may protrude to shallow depths along faults originating in the basement. The basement horsts appear to be overpressured relative to the intervening grabens. The principal thesis of this paper is that the two main driving forces of fluid flow in the basin are gravitation, due to elevation differences of the topographic relief, and tectonic compression. The flow field is unconfined in the gravitational regime, whereas it is confined in the compressional regime. The nature and geometry of the fluid potential field between the two regimes are controlled by the sedimentary and structural features of the rock units in that domain, characterized by highly permeable and localized sedimentary windows, conductive faults and fracture zones. The transition between the two potential fields can be gradual or abrupt in the vertical, and island-like or ridge-like in plan view. The depth of the boundary zone can vary between 400 and 2000 m. Recharge to the gravitational regime is inferred to occur from infiltrating precipitation water, whereas that to the confined regime is from pore volume reduction due to the basement's tectonic compression. [source] The Influence of the Parameter "Temperature" on the Abrasiveness of RockGEOMECHANICS AND TUNNELLING, Issue 1 2008Stefan Eberl cand.rer.mont. The article deals with the influence of temperature produced in the cutting process on rock abrasiveness and tool wear. Basically it was to clarify which effects take place when quartz or rock with significant quartz content is heated up to a certain temperature. Does the quartz jump from low into high quartz happening at 573 °C cause an increase in abrasiveness of mineral and rock or not? To find out, a certain number of Cerchar abrasiveness index tests were done for a detailed investigation of this topic. Additionally, to get a better understanding what really happens inside rock structure additionally other rock parameters like unconfined compressive strength, Brazilian tensile strength, ultrasonic wave velocity and density were determined on untreated and heated and subsequently cooled down rock samples. The final output of the research work showed that rocks show a very specific and significant reaction to thermal stresses induced into their structure resulting in a different behaviour regarding abrasiveness and fracturing. Einfluss des Parameters "Temperatur" auf die Abrasivität von Fels Der Artikel beschäftigt sich mit dem Einfluss der während des Schneidprozesses entstehenden Temperatur auf die Abrasivität von Gestein und auf den Verschleiß des Schneidwerkzeugs. Es sollte geklärt werden, welche Effekte auftreten, wenn Quarz und Gestein mit erheblichem Quarzgehalt bis zu einer bestimmten Temperatur erhitzt werden. Erzeugt der Quarzsprung, der bei 573 °C stattfindet, von Tiefquarz zu Hochquarz einen Anstieg in der Abrasivität von Mineralen und Gesteinen oder nicht? Um dies herauszufinden, sind eine bestimmte Anzahl von Cerchar Abrasivitätstests durchgeführt worden. Um ein besseres Verständnis zu erhalten, was wirklich in der Struktur des Gesteins passiert, sind weitere Parameter wie einachsiale Druckfestigkeit, Spaltzugfestigkeit, Ultraschallwellengeschwindigkeit und Dichte an unbehandelten und aufgeheizten und wieder abgekühlten Gesteinsproben bestimmt worden. Die Forschungsarbeit hat gezeigt, dass Gesteine eine sehr spezifische und signifikante Reaktion auf thermische Beanspruchungen ihres Gefüges zeigen, was letztlich in einem verschiedenartigen Verhalten hinsichtlich Abrasivität und Bruchverhalten zum Ausdruck kommt. [source] A thermochemical boundary layer at the base of Earth's outer core and independent estimate of core heat fluxGEOPHYSICAL JOURNAL INTERNATIONAL, Issue 3 2008David Gubbins SUMMARY Recent seismological observations suggest the existence of a ,150-km-thick density-stratified layer with a P -wave velocity gradient that differs slightly from PREM. Such a structure can only be caused by a compositional gradient, effects of a slurry or temperature being too small and probably the wrong sign. We propose a stably stratified, variable concentration layer on the liquidus. Heat is transported by conduction down the liquidus while the light and heavy components migrate through the layer by a process akin to zone refining, similar to the one originally proposed by Braginsky. The layer remains static in a frame of reference moving upwards with the expanding inner core boundary. We determine the gradient using estimates of co, the concentration in the main body of the outer core, and cb, the concentration of the liquid at the inner core boundary. We determine the depression of the melting point and concentrations using ideal solution theory and seismologically determined density jumps at the inner core boundary. We suppose that co determines ,,mod, the jump from normal mode eigenfrequencies that have long resolution lengths straddling the entire layer, and that cb determines ,,bod, the jump determined from body waves, which have fine resolution. A simple calculation then yields the seismic, temperature, and concentration profiles within the layer. Comparison with the distance to the C-cusp of PKP and normal mode eigenfrequencies constrain the model. We explore a wide range of possible input parameters; many fail to predict sensible seismic properties and heat fluxes. A model with ,,mod= 0.8 gm cc,1, ,,bod= 0.6 gm cc,1, and layer thickness 200 km is consistent with the seismic observations and can power the geodynamo with a reasonable inner core heat flux of ,2 TW and nominal inner core age of ,1 Ga. It is quite remarkable and encouraging that a model based on direct seismic observations and simple chemistry can predict heat fluxes that are comparable with those derived from recent core thermal history calculations. The model also provides plausible explanations of the observed seismic layer and accounts for the discrepancy between estimates of the inner core density jumps derived from body waves and normal modes. [source] A reflector at 200 km depth beneath the northwest PacificGEOPHYSICAL JOURNAL INTERNATIONAL, Issue 1 2001S. Rost SUMMARY We present an analysis of precursors to PP produced by underside reflections from discontinuities in the upper mantle beneath the NW Pacific. The events used for this study occur in the western Pacific Rim (New Zealand, Fiji, Tonga, Solomon, New Guinea, Philippine Islands) and are recorded at the short-period Yellowknife Array (YKA) in northern Canada. The source,receiver combination results in PP reflection points which allow us to study the upper mantle structure in a corridor from the Hawaiian Islands to the Kuril subduction zone. To detect the weak precursors in the time window between the P arrival and the PP onset and to identify them as PP underside reflections, special array techniques are used. Our analysis indicates a reflector at a depth of ,200 km beneath the northwestern Pacific. This reflector shows strong topography of some tens of kilometres on length scales of several hundred kilometres, complicating the detection of this reflector in global or regional stacks of seismograms. Different models for the impedance jump across the reflector, the thickness and the possible fine structure of the reflector are modelled using synthetic seismograms and are compared with the data. The thickness of the reflector has to be less than 7 km and the P wave impedance contrast has to be larger than 5.0,6.5 per cent to be detected by this study. This corresponds to a P -velocity jump of ,4 per cent assuming the PREM density model. [source] Seismic characterization of vertical fractures described as general linear-slip interfacesGEOPHYSICAL PROSPECTING, Issue 2 2003Vladimir Grechka ABSTRACT Fluid flow in many hydrocarbon reservoirs is controlled by aligned fractures which make the medium anisotropic on the scale of seismic wavelength. Applying the linear-slip theory, we investigate seismic signatures of the effective medium produced by a single set of ,general' vertical fractures embedded in a purely isotropic host rock. The generality of our fracture model means the allowance for coupling between the normal (to the fracture plane) stress and the tangential jump in displacement (and vice versa). Despite its low (triclinic) symmetry, the medium is described by just nine independent effective parameters and possesses several distinct features which help to identify the physical model and estimate the fracture compliances and background velocities. For example, the polarization vector of the vertically propagating fast shear wave S1 and the semi-major axis of the S1 -wave normal-moveout (NMO) ellipse from a horizontal reflector always point in the direction of the fracture strike. Moreover, for the S1 -wave both the vertical velocity and the NMO velocity along the fractures are equal to the shear-wave velocity in the host rock. Analysis of seismic signatures in the limit of small fracture weaknesses allows us to select the input data needed for unambiguous fracture characterization. The fracture and background parameters can be estimated using the NMO ellipses from horizontal reflectors and vertical velocities of P-waves and two split S-waves, combined with a portion of the P-wave slowness surface reconstructed from multi-azimuth walkaway vertical seismic profiling (VSP) data. The stability of the parameter-estimation procedure is verified by performing non-linear inversion based on the exact equations. [source] Radial migration of developing microglial cells in quail retina: A confocal microscopy studyGLIA, Issue 3 2004Ana Sánchez-López Abstract Microglial cells spread within the nervous system by tangential and radial migration. The cellular mechanism of tangential migration of microglia has been described in the quail retina but the mechanism of their radial migration has not been studied. In this work, we clarify some aspects of this mechanism by analyzing morphological features of microglial cells at different steps of their radial migration in the quail retina. Microglial cells migrate in the vitreal half of the retina by successive jumps from the vitreal border to progressively more scleral levels located at the vitreal border, intermediate regions, and scleral border of the inner plexiform layer (IPL). The cellular mechanism used for each jump consists of the emission of a leading thin radial process that ramifies at a more scleral level before retraction of the rear of the cell. Hence, radial migration and ramification of microglial cells are simultaneous events. Once at the scleral border of the IPL, microglial cells migrate through the inner nuclear layer to the outer plexiform layer by another mechanism: they retract cell processes, become round, and squeeze through neuronal bodies. Microglial cells use radial processes of s-laminin-expressing Müller cells as substratum for radial migration. Levels where microglial cells stop and ramify at each jump are always interfaces between retinal strata with strong tenascin immunostaining and strata showing weak or no tenascin immunoreactivity. When microglial cell radial migration ends, tenascin immunostaining is no longer present in the retina. These findings suggest that tenascin plays a role in the stopping and ramification of radially migrating microglial cells. © 2004 Wiley-Liss, Inc. [source] Towards the algorithmic treatment of 3D strong discontinuitiesINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 2 2007J. Mergheim Abstract A geometrically non-linear finite element framework for the modelling of propagating discontinuities in three-dimensional continua is presented. By doubling the degrees of freedom in the discontinuous elements, the algorithm allows for arbitrary discontinuities which are not restricted to inter-element boundaries. The deformation field is interpolated independently on both sides of the discontinuity. In contrast to the X-FEM, the suggested approach thus relies exclusively on displacement degrees of freedom. On the discontinuity surface, the jump in the deformation is related to the cohesive tractions to account for smooth crack opening. Computational difficulties characteristic of three-dimensional crack propagation are addressed. The performance of the method is elaborated by means of a homogeneous three-dimensional tension problem and by means of the classical peel test. Copyright © 2006 John Wiley & Sons, Ltd. [source] A hybrid discontinuous Galerkin/interface method for the computational modelling of failureINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 7 2004J. Mergheim Abstract The present contribution is concerned with the computational modelling of failure along well-defined surfaces, which occur for example in the case of light-weight composite materials. A hybrid method will be introduced which makes use of the discontinuous Galerkin method in combination with a finite element interface approach. As a natural choice interface elements are introduced along the known failure surface. The discontinuous Galerkin method is applied in the pre-failure regime to avoid the unphysical use of penalty terms and instead to enforce the continuity of the solution along the interface weakly. Once a particular failure criterion is fulfilled, the behaviour of the interface is determined constitutively, depending on the displacement jump. The applicability of the proposed method is illustrated by means of two computational model problems. Copyright © 2004 John Wiley & Sons, Ltd. [source] Transient heat conduction in a medium with multiple circular cavities and inhomogeneitiesINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN ENGINEERING, Issue 11 2009Elizaveta Gordeliy Abstract A two-dimensional transient heat conduction problem of multiple interacting circular inhomogeneities, cavities and point sources is considered. In general, a non-perfect contact at the matrix/inhomogeneity interfaces is assumed, with the heat flux through the interface proportional to the temperature jump. The approach is based on the use of the general solutions to the problems of a single cavity and an inhomogeneity and superposition. Application of the Laplace transform and the so-called addition theorem results in an analytical transformed solution. The solution in the time domain is obtained by performing a numerical inversion of the Laplace transform. Several numerical examples are given to demonstrate the accuracy and the efficiency of the method. The approximation error decreases exponentially with the number of the degrees of freedom in the problem. A comparison of the companion two- and three-dimensional problems demonstrates the effect of the dimensionality. Copyright © 2009 John Wiley & Sons, Ltd. [source] A level set-based immersed interface method for solving incompressible viscous flows with the prescribed velocity at the boundaryINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN FLUIDS, Issue 3 2010Zhijun Tan Abstract A second-order accurate immersed interface method (IIM) is presented for solving the incompressible Navier,Stokes equations with the prescribed velocity at the boundary, which is an extension of the IIM of Le et al. (J. Comput. Phys. 2006; 220:109,138) to a level set representation of the boundary in place of the Lagrangian representation of the boundary using control points on a uniform Cartesian grid. In order to enforce the prescribed velocity boundary condition, the singular forces at the immersed boundary are applied on the fluid. These forces are related to the jump in pressure and the jumps in the derivatives of both the pressure and velocity, and are approximated via using the local Hermite cubic spline interpolation. The strength of singular forces is determined by solving a small system of equations at each time step. The Navier,Stokes equations are discretized via using finite difference method with the incorporation of jump conditions on a staggered Cartesian grid and solved by a second-order accurate projection method. Numerical results demonstrate the accuracy and ability of the proposed method to simulate the viscous flows in irregular domains. Copyright © 2009 John Wiley & Sons, Ltd. [source] | ||||||||||||||||||||||||||||||||||||||||||||||||||||