On the Estimation of Bivariate Return Curves for Extreme Values

In the multivariate setting, defining extremal risk measures is important in many contexts, such as finance, environmental planning and structural engineering. In this paper, we review the literature on extremal bivariate return curves, a risk measure that is the natural bivariate extension to a return level, and propose new estimation methods based on multivariate extreme value models that can account for both asymptotic dependence and asymptotic independence. We identify gaps in the existing literature and propose novel tools for testing and validating return curves and comparing estimates from a range of multivariate models. These tools are then used to compare a selection of models through simulation and case studies. We conclude with a discussion and list some of the challenges.Comment: 41 pages (without supplementary), 11 figures, 2 table

Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function

Modelling the extremal dependence of bivariate variables is important in a wide variety of practical applications, including environmental planning, catastrophe modelling and hydrology. The majority of these approaches are based on the framework of bivariate regular variation, and a wide range of literature is available for estimating the dependence structure in this setting. However, this framework is only applicable to variables exhibiting asymptotic dependence, even though asymptotic independence is often observed in practice. In this paper, we consider the so-called `angular dependence function'; this quantity summarises the extremal dependence structure for asymptotically independent variables. Until recently, only pointwise estimators of the angular dependence function have been available. We introduce a range of global estimators and compare them to another recently introduced technique for global estimation through a systematic simulation study, and a case study on river flow data from the north of England, UK

The SPAR Model : A New Paradigm for Multivariate Extremes: Application to Joint Distributions of Metocean Variables

This paper presents the application of a new multivariate extreme value model for the estimation of metocean variables. The model requires fewer assumptions about the forms of the marginal distributions and dependence structure compared to existing approaches, and provides a flexible and rigorous framework for modeling multivariate extremes. The method involves a transformation of variables to polar coordinates. The tail of the radial variable is then modeled using the generalized Pareto distribution, with parameters conditional on angle, providing a natural extension of univariate theory to multivariate problems. The resulting model is referred to as the semi-parametric angular-radial (SPAR) model. We consider the estimation of the joint distributions of (1) wave height and wave period, and (2) wave height and wind speed. We show that the SPAR model provides a good fit to the observations in terms of both the marginal distributions and dependence structures. The use of the SPAR model for estimating long-term extreme responses of offshore structures is discussed, using some simple response functions for floating structures and an offshore wind turbine with monopile foundation. We show that the SPAR model is able to accurately reproduce response distributions, and provides a realistic quantification of uncertainty

Last days in the old radiation laboratory (ORL), Berkeley, California, 1954

Govindjee, the founding editor of the Historical Corner of Photosynthesis Research, invited me 3 years ago to tell the story of why I left Melvin Calvin’s laboratory in the mid 1950s long before the 1961 Nobel Prize in Chemistry was awarded to Calvin for the path of carbon in photosynthesis. I have already written my scientific perspective on this topic (see Benson (Photosynth Res 73:29–49, 2002); also see Bassham (Photosynth Res 76:35–52, 2003) as he was also a major player in this research). Here, I present my recollections of my last days in the old radiation laboratory (ORL) at Berkeley, California. References have been added by Govindjee for the benefit of the readers

An electrochromic ionic liquid: design, characterisation and performance in a solid state platform

This work describes the synthesis and characteristics of a novel electrochromic ionic liquid (IL) based on a phosphonium core tethered to a viologen moiety. When integrated into a solid-state electrochromic platform, the viologen modified IL behaved as both the electrolyte and the electrochromic material. Platform fabrication was achieved through in situ photo-polymerisation and encapsulation of this novel IL within a hybrid sol-gel. Important parameters of the platform performance, including its coloration efficiency, switching kinetics and optical properties were characterised using UV/Vis spectroscopy and cyclic voltammetry in tandem. The electrochromic platform exhibits a coloration efficiency of 10.72 cm2C-1, and a varied optical output as a function of the incident current. Despite the rather viscous nature of the material, the platform exhibited approximately two orders of magnitude faster switching kinetics (221 seconds to reach 95 % absorbance) when compared to previously reported electrochromic ILs (18,000 seconds)

An experimental investigation into non-linear wave loading on horizontal axis tidal turbines

Tidal turbines are subject to large hydrodynamic loads from combinations of currents and waves, which contribute significantly to fatigue, extreme loading and power flow requirements. Physical model testing enables these loads and power fluctuations to be assessed and understood in a controlled and repeatable environment. In this work, a 1:15 scale tidal turbine model is utilised to further the fundamental understanding of the influence of waves on tidal turbines. A wide range of regular waves are generated in both following-current and opposing-current conditions. Wave frequencies range from 0.31 Hz to 0.55 Hz & wave heights from 0.025 m to 0.37 m in a fixed 0.81 m/s current velocity. Waves are selected and programmed specifically to facilitate frequency domain analysis, and techniques are employed to isolate the effect of non-linear waves on turbine power and thrust. Results demonstrate that wave action induces large variations in turbine power and thrust compared to current only conditions. For the range of conditions tested, peak values of thrust and power exceed current-only values by between 7%–65% and 13%–160% respectively. These wave-induced fluctuations are shown to increase with wave amplitude and decrease with wave frequency. Following wave conditions exhibit greater variations than opposing for waves with the same wave height and frequency due to the lower associated wavenumbers. A model is developed and presented to aid the understanding of the high-order harmonic response of the turbine to waves, which is further demonstrated using steady state coefficients under assumptions of pseudo-stationarity. This approach is proven to be effective at estimating wave-induced power and thrust fluctuations for the combinations of waves, currents and turbine state tested. The outcome of which shows promise as a rapid design tool that can evaluate the effect of site-specific wave–current conditions on turbine performance

Gold Nanoparticle-Based Surface-Enhanced Raman Scattering for Noninvasive Molecular Probing of Embryonic Stem Cell Differentiation

This study reports the use of gold nanoparticle-based surface-enhanced Raman scattering (SERS) for probing the differentiation of mouse embryonic stem (mES) cells, including undifferentiated single cells, embryoid bodies (EBs), and terminally differentiated cardiomyocytes. Gold nanoparticles (GNPs) were successfully delivered into all 3 mES cell differentiation stages without affecting cell viability or proliferation. Transmission electron microscopy (TEM) confirmed the localization of GNPs inside the following cell organelles: mitochondria, secondary lysosome, and endoplasmic reticulum. Using bright- and dark-field imaging, the bright scattering of GNPs and nanoaggregates in all 3 ES cell differentiation stages could be visualized. EB (an early differentiation stage) and terminally differentiated cardiomyocytes both showed SERS peaks specific to metabolic activity in the mitochondria and to protein translation (amide I, amide II, and amide III peaks). These peaks have been rarely identified in undifferentiated single ES cells. Spatiotemporal changes observed in the SERS spectra from terminally differentiated cardiomyocyte tissues revealed local and dynamic molecular interactions as well as transformations during ES cell differentiation

The evolution of fetal protection policies

This article examines the evolution of fetal protection policies (FPPs) by detailing their historical legacy and a range of contemporary social forces that have contributed to their maintenance. It is based on a case study of the 1977 U.S. Department of Labor, Occupational Safety and Health Administration (OSHA) hearings to revise the industrial lead standard, the 1991 U.S. Supreme Court decision that such policies are unconstitutional ( United Auto Workers v. Johnson Controls , 1991), and the case law preceding that decision. A primary issue is the notion that women and fetuses are disproportionately susceptible to lead. This study reveals the ways in which this belief is framed, disputed, and appropriated by various parties to the fetal protection policy debate. Implications of this case study for family health policy are also discussed.Peer Reviewedhttp://deepblue.lib.umich.edu/bitstream/2027.42/44656/1/10834_2006_Article_BF02353687.pd