Mechanics of deformations and fracture final report

Thermal analysis of mechanical behavior of material models with temperature dependent propertie

Forward looking information in S&P 500 options

Implied volatility generated from observed option prices reflects market expectations of future volatility. This paper determines whether or not, implied volatilities, and hence market expectations, contain any genuinely forward looking information not already captured by historical information. Historical information is represented by current levels of volatility and model based forecasts using a variety of volatility models. The VIX index, constructed from S&P 500 options data is the measure of implied volatility used in this study. Once accounting for historical information, VIX appears to contain no forward looking information regarding future S&P 500 volatilityImplied volatility, information, volatility forecasts, volatility models, realized volatility

Changes in functional properties and 5-HT modulation above and below a spinal transection in lamprey.

In addition to the disruption of neural function below spinal cord injuries (SCI), there also can be changes in neuronal properties above and below the lesion site. The relevance of these changes is generally unclear, but they must be understood if we are to provide rational interventions. Pharmacological approaches to improving locomotor function have been studied extensively, but it is still unclear what constitutes an optimal approach. Here, we have used the lamprey to compare the modulatory effects of 5-HT and lesion-induced changes in cellular and synaptic properties in unlesioned and lesioned animals. While analyses typically focus on the sub-lesion spinal cord, we have also examined effects above the lesion to see if there are changes here that could potentially contribute to the functional recovery. Cellular and synaptic properties differed in unlesioned and lesioned spinal cords and above and below the lesion site. The cellular and synaptic modulatory effects of 5-HT also differed in lesioned and unlesioned animals, again in region-specific ways above and below the lesion site. A role for 5-HT in promoting recovery was suggested by the potential for improvement in locomotor activity when 5-HT was applied to poorly recovered animals, and by the consistent failure of animals to recover when they were incubated in PCPA to deplete 5-HT. However, PCPA did not affect swimming in animals that had already recovered, suggesting a difference in 5-HT effects after lesioning. These results show changes in 5-HT modulation and cellular and synaptic properties after recovery from a spinal cord transection. Importantly, effects are not confined to the sub-lesion spinal cord but also occur above the lesion site. This suggests that the changes may not simply reflect compensatory responses to the loss of descending inputs, but reflect the need for co-ordinated changes above and below the lesion site. The changes in modulatory effects should be considered in pharmacological approaches to functional recovery, as assumptions based on effects in the unlesioned spinal cord may not be justified.This is the final version of the article. It first appeared from Frontiers via http://dx.doi.org/10.3389/fncir.2014.0014

Spectral Formation in X-Ray Pulsar Accretion Columns

We present the first self-consistent model for the dynamics and the radiative transfer occurring in bright X-ray pulsar accretion columns, with a special focus on the role of the shock in energizing the emerging X-rays. The pressure inside the accretion column of a luminous X-ray pulsar is dominated by the photons, and consequently the equations describing the coupled radiative-dynamical structure must be solved simultaneously. Spectral formation in these sources is therefore a complex, nonlinear phenomenon. We obtain the analytical solution for the Green's function describing the upscattering of monochromatic radiation injected into the column from the thermal mound located near the base of the flow. The Green's function is convolved with a Planck distribution to model the X-ray spectrum resulting from the reprocessing of blackbody photons produced in the thermal mound. These photons diffuse through the infalling gas and eventually escape out the walls of the column, forming the observed X-ray spectrum. We show that the resulting column-integrated, phase-averaged spectrum has a power-law shape at high energies and a blackbody shape at low energies, in agreement with the observational data for many X-ray pulsars.Comment: Accepted for publication in ApJ Letters. Several typos noticed during the proof review were correcte

N=1 Non-Abelian Tensor Multiplet in Four Dimensions

We carry out the N=1 supersymmetrization of a physical non-Abelian tensor with non-trivial consistent couplings in four dimensions. Our system has three multiplets: (i) The usual non-Abelian vector multiplet (VM) (A_\mu{}^I, \lambda^I), (ii) A non-Abelian tensor multiplet (TM) (B_{\mu\nu}{}^I, \chi^I, \varphi^I), and (iii) A compensator vector multiplet (CVM) (C_\mu{}^I, \rho^I). All of these multiplets are in the adjoint representation of a non-Abelian group G. Unlike topological theory, all of our fields are propagating with kinetic terms. The C_\mu{}^I-field plays the role of a Stueckelberg compensator absorbed into the longitudinal component of B_{\mu\nu}{}^I. We give not only the component lagrangian, but also a corresponding superspace reformulation, reconfirming the total consistency of the system. The adjoint representation of the TM and CVM is further generalized to an arbitrary real representation of general SO(N) gauge group. We also couple the globally N=1 supersymmetric system to supergravity, as an additional non-trivial confirmation.Comment: 18 pages, no figur

Time-Varying Priority Queuing Models for Human Dynamics

Queuing models provide insight into the temporal inhomogeneity of human dynamics, characterized by the broad distribution of waiting times of individuals performing tasks. We study the queuing model of an agent trying to execute a task of interest, the priority of which may vary with time due to the agent's "state of mind." However, its execution is disrupted by other tasks of random priorities. By considering the priority of the task of interest either decreasing or increasing algebraically in time, we analytically obtain and numerically confirm the bimodal and unimodal waiting time distributions with power-law decaying tails, respectively. These results are also compared to the updating time distribution of papers in the arXiv.org and the processing time distribution of papers in Physical Review journals. Our analysis helps to understand human task execution in a more realistic scenario.Comment: 8 pages, 6 figure

Measuring the Success of Context-Aware Security Behaviour Surveys

Background: We reflect on a methodology for developing scenario-based security behaviour surveys that evolved through deployment in two large partner organisations (A & B). In each organisation, scenarios are grounded in workplace tensions between security and employees’ productive tasks. These tensions are drawn from prior interviews in the organisation, rather than using established but generic questionnaires. Survey responses allow clustering of participants according to predefined groups. Aim: We aim to establish the usefulness of framing survey questions around active security controls and problems experienced by employees, by assessing the validity of the clustering. We introduce measures for the appropriateness of the survey scenarios for each organisation and the quality of candidate answer options. We use these scores to articulate the methodological improvements between the two surveys. Method: We develop a methodology to verify the clustering of participants, where 516 (A) and 195 (B) free-text responses are coded by two annotators. Inter-annotator metrics are adopted to identify agreement. Further, we analyse 5196 (A) and 1824 (B) appropriateness and severity scores to measure the appropriateness and quality of the questions. Results: Participants rank questions in B as more appropriate than in A, although the variations in the severity of the answer options available to participants is higher in B than in A. We find that the scenarios presented in B are more recognisable to the participants, suggesting that the survey design has indeed improved. The annotators mostly agree strongly on their codings with Krippendorff’s α\textgreater0.7. A number of clusterings should be questioned, although α improves for reliable questionsby 0.15 from A to B. Conclusions: To be able to draw valid conclusions from survey responses, the train of analysis needs to be verifiable. Our approach allows us to further validate the clustering of responses by utilising free-text responses. Further, we establish the relevance and appropriateness of the scenarios for individual organisations. While much prior research draws on survey instruments from research before it, this is then often applied in a different context; in these cases adding metrics of appropriateness and severity to the survey design can ensure that results relate to the security experiences of employees