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Transform Analysis (transform + analysis)
Selected AbstractsTransform Analysis and Asset Pricing for Affine Jump-diffusionsECONOMETRICA, Issue 6 2000Darrell Duffie In the setting of ,affine' jump-diffusion state processes, this paper provides an analytical treatment of a class of transforms, including various Laplace and Fourier transforms as special cases, that allow an analytical treatment of a range of valuation and econometric problems. Example applications include fixed-income pricing models, with a role for intensity-based models of default, as well as a wide range of option-pricing applications. An illustrative example examines the implications of stochastic volatility and jumps for option valuation. This example highlights the impact on option ,smirks' of the joint distribution of jumps in volatility and jumps in the underlying asset price, through both jump amplitude as well as jump timing. [source] Rho plays a central role in regulating local cell-matrix mechanical interactions in 3D cultureCYTOSKELETON, Issue 6 2007N. Lakshman Abstract The purpose of this study was to assess quantitatively the role of the small GTPase Rho on cell morphology, f-actin organization, and cell-induced matrix remodeling in 3D culture. Human corneal fibroblasts (HTK) were infected with adenoviruses that express green fluorescent protein (GFP) or GFP-N19Rho (dominant negative Rho). One day later cells were plated inside collagen matrices and allowed to spread for 24 h. Cells were fixed and stained for f-actin. Fluorescent (for f-actin) and reflected light (for collagen fibrils) images were acquired using confocal microscopy. Fourier transform analysis was used to assess local collagen fibril alignment, and changes in cell morphology and collagen density were measured using MetaMorph. The decrease in matrix height was used as an indicator of global matrix contraction. HTK and HTK-GFP cells induced significant global matrix contraction; this was inhibited by N19Rho. HTK and HTK-GFP fibroblasts generally had a bipolar morphology and occasional intracellular stress fibers. Collagen fibrils were compacted and aligned parallel to stress fibers and pseudopodia. In contrast, HTK-GFPN19 cells were elongated, and had a more cortical f-actin distribution. Numerous small extensions were also observed along the cell body. In addition, both local collagen fibril density and alignment were significantly reduced. Rho plays a key role in regulating both the morphology and mechanical behavior of corneal fibroblasts in 3D culture. Overall, the data suggest that Rho-kinase dependent cell contractility contributes to global and local matrix remodeling, whereas Rho dependent activation of mDia and/or other downstream effectors regulates the structure and number of cell processes. Cell Motil. Cytoskeleton 2007. © 2007 Wiley-Liss, Inc. [source] Medial septal modulation of the ascending brainstem hippocampal synchronizing pathways in the freely moving ratHIPPOCAMPUS, Issue 1 2006Brian H. Bland Abstract Rats implanted with hippocampal recording electrodes were tested in a wheel-running apparatus under three conditions: (1) independent electrical stimulation of the medial septal nucleus (MS); (2) independent electrical stimulation of the posterior hypothalamic nucleus (PH); and (3) combined electrical stimulation of the MS and PH using pairings of two stimulation conditions, 7 or10 Hz stimulation of the MS, and a low- or high-intensity PH stimulation. Quantitative measures of running speed were taken, and hippocampal recordings were subjected to fast-Fourier transform analysis. Electrical stimulation of the PH induced wheel-running behavior; running speed and the accompanying hippocampus (HPC) theta frequency increased with increase in stimulation intensity. Electrical stimulation of the MS failed to induce wheel-running behavior despite the fact that HPC theta was induced at the frequency of the applied stimulation (7 and 10 Hz). Electrical stimulation of the MS reset the frequency of HPC theta induced by PH stimulation in both the upward and downward directions and increased theta power, while wheel-running speed was modulated in a downward direction only. © 2005 Wiley-Liss, Inc. [source] Vector Hankel transform analysis of a tunable circular microstrip patchINTERNATIONAL JOURNAL FOR NUMERICAL METHODS IN BIOMEDICAL ENGINEERING, Issue 5 2005T. Fortaki Abstract In this paper, a rigorous analysis of the tunable circular microstrip patch is performed using a dyadic Green's function formulation. To make the theoretical formulation more general and hence valid for various antennas structures (not only limited to tunable microstrip patch); the dyadic Green's function is derived when the patch is assumed to be embedded in a multilayered dielectric substrate. A very efficient technique to derive the dyadic Green's function in the vector Hankel transform domain is proposed. Using the vector Hankel transform, the mixed boundary value problem is reduced to a set of vector dual integral equations. Galerkin's method is then applied to solve the integral equation where two sets of disk current expansions are used. One set is based on the complete set of orthogonal modes of the magnetic cavity, and the other consists of combinations of Chebyshev polynomials with weighting factors to incorporate the edge condition. Convergent results for these two sets of disk current expansions are obtained with a small number of basis functions. The calculated resonant frequencies and quality factors are compared with experimental data and shown to be in good agreement. Finally, numerical results for the air gap tuning effect on the resonant frequency and half-power bandwidth are also presented. Copyright © 2005 John Wiley & Sons, Ltd. [source] Wavelet transform analysis of ab initio molecular dynamics simulation: Application to core-excitation dynamics of BF3JOURNAL OF COMPUTATIONAL CHEMISTRY, Issue 6 2007Takao Otsuka Abstract We propose a novel analysis method of ab initio molecular dynamics (AIMD) simulation using a continuous wavelet transform (c-WT) technique. The c-WT technique, one of the time-frequency signal analysis methods, provides a clear view of the dynamical information in time developments. Combined with the auto-correlation function of velocity by AIMD simulation, c-WT analysis enables us to well understand dynamical distribution, such as the vibrational properties following a change of electronic structure in a molecular system. As a practical application, AIMD simulation of core-excited BF3 (B1s , 2a) is illustrated. AIMD simulation leads to the change of vibrational motion as well as structural deformation by core-excitation. The c-WT analysis clarifies the relationship between structural deformation and the related significant vibrational modes in core-excitation within 50 fs. © 2007 Wiley Periodicals, Inc. J Comput Chem, 2007 [source] Characterization of granular flow of wet solids in a bladed mixerAICHE JOURNAL, Issue 8 2006Azzeddine Lekhal Abstract In this study, we measure instantaneous, average, and fluctuating velocity fields at exposed surfaces for dry and wet grains in a vertical cylindrical mixer, agitated by four pitched blades. When the material is dry, the free surface of the granular bed deforms, rising where the blades are present, and falling between blade passes. Although average velocities are predominantly azimuthal, instantaneous velocities tracked in time reveal three-dimensional particle circulations, including significant periods of particle motion in the opposite direction to that of the blades, indicative of bed penetration. When moisture is added to the solid particles, the flow dynamics change from a regime dominated by the motion of individual grains to a regime controlled by the motion of small clumps that form as a result of the cohesive forces. This transition is characterized by a reduced particle,particle collision frequency and exhibits a sharp decrease in the granular temperature at the free surface. This transition is also characterized by an increase in bed porosity, which is attributed to increased cohesiveness arising from liquid bridges. A Fourier transform analysis conducted on the tangential component of the velocities (dominant flow) shows that a group of high frequencies exceeding the blade rotation frequency become significant with added moisture. These are characteristics of the large number of wet agglomerates flowing between successive blade passes. © 2006 American Institute of Chemical Engineers AIChE J, 2006 [source] k-space analysis of point-resolved spectroscopy (PRESS) with regard to spurious echoes in in vivo1H MRSNMR IN BIOMEDICINE, Issue 2 2009G. Starck Abstract The spurious echo artefact, not uncommon in 1H MRS in the brain, comes from refocusing outer volume signal. Application of MRS in small volumes in susceptibility-affected regions often results in large shim gradients. The artefact problem is accentuated when the global effect of the shim gradient shifts the water resonance outside the water suppression band in the outer volume. This scenario brings the issue of spurious echoes once again to the fore. In this paper, spurious signals of the point-resolved spectroscopy (PRESS) sequence are analysed using the concept of k-space. This new approach facilitates a more geometrical view of the problem, well suited for studying the effect of gradient spoiling and refocusing of signal. Several spoiling options are shown, and the probability of the global effects of shimming being a primary cause of the artefact is discussed. Fourier transform analysis of realistic slice profiles, combined with the k-space description of spurious echoes, shows that unsuppressed water signal in outer regions greatly increases the demands on spoiling. Gradient spoiling adequate for artefact suppression at a given size of MRS volume may not be sufficient at a smaller size. Several ways to improve PRESS measurements with regard to suppression of spurious signal are discussed. Copyright © 2008 John Wiley & Sons, Ltd. [source] | |||||||||||||