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

Electrolyte-induced Instability of Colloidal Dispersions in Nonpolar Solvents

Dispersions of poly(methyl methacrylate) (PMMA) latexes were prepared in a low dielectric, nonpolar solvent (dodecane) both with and without the oil-soluble electrolyte, tetradodecylammonium-tetrakis(3,5-bis(trifluoromethyl)phenyl)borate. For dispersions with a high concentration of background electrolyte, the latexes become colloidally unstable and sediment in a short period of time (<1 h). This is completely reversible upon dilution. Instability of the dispersions is due to an apparent attraction between the colloids, directly observed using optical tweezers by bringing optically trapped particles into close proximity. Simple explanations generally used by colloid scientists to explain loss of stability (charge screening or stabilizer collapse) are insufficient to explain this observation. This unexpected interaction seems, therefore, to be a consequence of the materials that can be dispersed in low dielectric media and is expected to have ramifications for studying colloids in such solvents

Low-surface energy surfactants with branched hydrocarbon architectures

International audienceSurface tensiometry and small-angle neutron scattering have been used to characterize a new class of low-surface energy surfactants (LSESs), "hedgehog" surfactants. These surfactants are based on highly branched hydrocarbon (HC) chains as replacements for environmentally hazardous fluorocarbon surfactants and polymers. Tensiometric analyses indicate that a subtle structural modification in the tails and headgroup results in significant effects on limiting surface tensions γcmc at the critical micelle concentration: a higher level of branching and an increased counterion size promote an effective reduction of surface tension to low values for HC surfactants (γcmc 24 mN m-1). These LSESs present a new class of potentially very important materials, which form lamellar aggregates in aqueous solutions independent of dilution

The origin of rare alkali metals in geothermal fluids of southern Tibet, China: A silicon isotope perspective

Geothermal waters from the Semi, Dagejia and Kawu hot springs in the Shiquanhe-Yarlung Zangbo geothermal field of southern Tibet (China) are highly enriched in rare alkali metals (RAM). However, the enrichment mechanism is still hotly debated. Here, we report the first silicon isotope data of these geothermal waters to unravel the origin of the extreme RAM enrichments. Sinter precipitation in the spring vents and water-rock interaction in the deep reservoir controlled both the silicon budget and silicon isotope fractionation. The rates of water-rock interaction and sinter precipitation in three spring sites decrease in the sequences Semi > Kawu > Dagejia, and Dagejia > Kawu > Semi respectively. Silicon isotope fractionation during sinter precipitation (i.e. Δ30Siprecipitate-solution < -0.1‰) is less than that due to water-rock interaction (i.e. Δ30Sisolution-rocks at least as high as -0.47‰), which makes it possible to use the δ30Si signatures of springs to evaluate the intensity of water-rock interaction. Based on the available evidence, a conceptual model of RAM enrichment is proposed: (i) persistent magmatic activity in southern Tibet provided the initial enrichment of the RAM in host rocks and a heat sources for the deep reservoirs of geothermal systems; (ii) the high Cl- content and long residence time (thousands of years) promote the leaching of RAM from the silicate host rocks.National Key R&D Program of China [2017YFC0602405]; National Natural Science Foundation of China [41673001, 41872074, 41422302]Open access journalThis item from the UA Faculty Publications collection is made available by the University of Arizona with support from the University of Arizona Libraries. If you have questions, please contact us at [email protected]

Structural studies of thermally stable, combustion-resistant polymer composites

Composites of the industrially important polymer, poly(methyl methacrylate) (PMMA), were prepared by free-radical polymerization of MMA with varying amounts (1–30 wt. %) of sodium dioctylsulfosuccinate (Aerosol OT or AOT) surfactant added to the reaction mixture. The composites with AOT incorporated show enhanced resistance to thermal degradation compared to pure PMMA homopolymer, and micro-cone combustion calorimetry measurements also show that the composites are combustion-resistant. The physical properties of the polymers, particularly at low concentrations of surfactant, are not significantly modified by the incorporation of AOT, whereas the degradation is modified considerably for even the smallest concentration of AOT (1 wt. %). Structural analyses over very different lengthscales were performed. X-ray scattering was used to determine nm-scale structure, and scanning electron microscopy was used to determine μm-scale structure. Two self-assembled species were observed: large phase-separated regions of AOT using electron microscopy and regions of hexagonally packed rods of AOT using X-ray scattering. Therefore, the combustion resistance is observed whenever AOT self-assembles. These results demonstrate a promising method of physically incorporating a small organic molecule to obtain a highly thermally stable and combustion-resistant material without significantly changing the properties of the polymer

Coherent Random Lasing Realized in Polymer Vesicles

We have demonstrated the realization of a coherent vesicle random lasing (VRL) from the dye doped azobenzene polymer vesicles self-assembled in the tetrahydrofuran-water system, which contains a double-walled structure: a hydrophilic and hydrophobic part. The effect of the dye and azobenzene polymer concentration on the threshold of random laser has been researched. The threshold of random laser decreases with an increase in the concentration of the pyrromethene 597 (PM597) laser and azobenzene polymer. Moreover, the scattering of small size group vesicles is attributed to providing a loop to boost the coherent random laser through the Fourier transform analysis. Due to the vesicles having the similar structure with the cell, the generation of coherent random lasers from vesicles expand random lasers to the biomedicine filed

Facile Preparation of Organic Nanoparticles by Interfacial Cross-Linking of Reverse Micelles and Template Synthesis of Subnanometer Au−Pt Nanoparticles

A single- and a double-tailed cationic surfactant with the triallylammonium headgroup formed reverse micelles (RMs) in heptane/chloroform containing a small amount of water. The reverse micelles were cross-linked at the interface upon UV irradiation in the presence of a water-soluble dithiol cross-linker and a photoinitiator. The resulting interfacially cross-linked reverse micelles (ICRMs) of the single-tailed surfactant aggregated in a solvent-dependent fashion, whereas those of the double-tailed were identical in size as the corresponding RMs. The ICRMs could extract anionic metal salts, such as AuCl4− and PtCl62−, from water into the organic phase. Au and Pt metal nanoparticles were produced upon reduction of metal salts. The covalent nature of the ICRMs made the template synthesis highly predictable, with the size of the metal particles controlled by the amount of the metal salt and the method of reduction. Nanoalloys were obtained by combining two metal precursors in the same reaction. Reduction of the ICRM-entrapped aurate also occurred without any external reducing agents, and the gold nanoparticles differed dramatically from those obtained through sodium borohydride reduction. The same template allowed the preparation of luminescent Au4, Au8, and Au13−Au23 clusters, as well as gold nanoparticles several nanometers in size, simply by using different amounts of gold precursor and reducing conditions

Green electrochemical template synthesis of CoPt nanoparticles with tunable size, composition, and magnetism from microemulsions using an ionic liquid (bmimPF6)

Altres ajuts: Substrates have been prepared in IMB-CNM (CSIC),supported by the (CSIC) NGG-258 project.Electrodeposition from microemulsions using ionic liquids is revealed as a green method for synthesizing magnetic alloyed nanoparticles, avoiding the use of aggressive reducing agents. Microemulsions containing droplets of aqueous solution (electrolytic solution containing Pt(IV) and Co(II) ions) in an ionic liquid (bmimPF) define nanoreactors in which the electrochemical reduction takes place. Highly crystalline hcp alloyed CoPt nanoparticles, in the 10-120 nm range with a rather narrow size distribution, have been deposited on a conductive substrate. The relative amount of aqueous solution to ionic liquid determines the size of the nanoreactors, which serve as nanotemplates for the growth of the nanoparticles and hence determine their size and distribution. Further, the stoichiometry (PtCo) of the particles can be tuned by the composition of the electrolytic solution inside the droplets. The control of the size and composition of the particles allows tailoring the room-temperature magnetic behavior of the nanoparticles from superparaparamagnetic to hard magnetic (with a coercivity of H = 4100 Oe) in the as-obtained state. © 2014 American Chemical Society