The Riemann Problem and the Existence of Weak Solutions to a System of Mixed-Type in Dynamic Phase Transition

AbstractWe discuss the Riemann problem and the existence of weak solutions to a dynamic phase transition problem. To estimate the wave strength of outgoing waves containing the phase boundary, we obtain the reflection and transmission coefficients for phase boundary. Then, employing the entropy rate admissibility criterion and the initiation criterion, we prove the existence of global weak solutions via Glimm scheme

Three Essays on Caps Market and Unspanned Volatility

In this thesis we study the caps market. Caps are a contract where the interest rates are capped at some fixed value r¯. Caps consist of caplets which are European options on the forward rates called LIBOR (the London Inter-Bank Offer Rates). Caps are the derivatives of LIBOR. However, their relation is not so simple as the relation between a stock and its derivatives. One important difference is that the volatility in one market does not affect the volatility of the other market as much as in the stock and its derivative markets. This phenomenon is termed unspanned stochastic volatility (USV) and various research has been done. There are arguments supporting and against USV. This motivates further study of USV.;In Chapter 2, we study the modeling and calibration of LIBOR caps. We use an unspanned stochastic volatility model to discuss the pricing of caps. We calibrate the cap prices using the model and compare them with the market caps. We choose the parameters of the model so that the difference between prices of the theoretical (the model based) caps and those of the market caps will be minimum. A goal of this chapter is to examine the effects of jumps in interest rates and in stochastic volatility. We compare the calibrations of USV models without jumps, with jumps in both interest rates and volatility, with jumps in interest rates only, and with jumps in volatility only. The calibration of Vasicek model is also performed for the sake of reference. Another goal is to obtain the calibration results based on a few days of data. So far most calibration results are based on one-day data. We find out that the calibrations with jumps give better results than without jumps and between the jumps in interest rates and volatility the jumps in interest rates give better calibration results. The results indicate that the more detailed study of effects of jumps is important.;In Chapter 3, we examine the factors affecting the price of caps, so that accurate and efficient pricing and hedging of caps are possible. Since they are bond derivatives and the bonds are affected by the economic activities, it is interesting to examine how the economic activities influence the cap prices. We study empirically the effects of macroeconomic announcements and fed announcements on the implied volatility of difference caps. As mentioned earlier it has been observed that the prices of caps are driven by risk factors not spanned by the factors explaining LIBOR rates, even though caps are derivatives of LIBOR. We perform the regression analysis on the implied volatility of caps for all maturities and strike rates to see how the economic activities affect the cap prices. Using 21 series of macroeconomic announcements, first we do the event study to see which macroeconomic announcements affect the implied volatility. We also regress them with the principal components of macroeconomic announcements. Thirdly, we examine the effect of the fed announcements. For the regressions with the principal components and fed announcements, we compare the two ways to do the regressions. One way is to select the days when at least one new macroeconomic announcement becomes available to public and construct the time series with the data on the selected days. Another way is to construct the time series of a macroeconomic announcement by filling the days without that announcement the most recent data. We see vivid difference between the two regressions. We observe that the latter gives better results. This may show that the effects of macroeconomic announcements are not instantaneous but rather transient or persistent.;In Chapter 4 we study the caps term premiums. Cochrane and Piazzesi [16, 17] did the regression analysis of the bond term premium with the forward rates and observed that the term premium is regressed by a hump shaped linear combination of forward rates very well. The term premiums are the difference in the cost between holding one unit of T-year bonds and holding one unit of one-year bonds and then one unit of (T -- 1)-year bonds after one year. This is also termed excess return and measures the risk of holding longer maturity bonds. We examine whether the similar results hold for caps. If there is no uncertainty, the caps term premium is zero, because holding longer term caps and holding two shorter term caps would not make any difference. Uncertainty causes the deviation from being equal. We regress the term premium of caps with the difference caps and observe persistent patterns for longer maturity caps term premiums. This would aid the predictability of cap prices. (Abstract shortened by UMI.)

Existence of global solutions to chemotaxis fluid system with logistic source

We establish the existence of global solutions and L q time-decay of a three dimensional chemotaxis system with chemoattractant and repellent. We show the existence of global solutions by the energy method. We also study L q time-decay for the linear homogeneous system by using Fourier transform and finding Green’s matrix. Then, we find L q time-decay for the nonlinear system using solution representation by Duhamel’s principle and time-weighted estimate

Existence of Global Solutions for Nonlinear Magnetohydrodynamics with Finite Larmor Radius Corrections

We discuss the existence of global solutions to the magnetohydrodynamics (MHD) equations, where the effects of finite Larmor radius corrections are taken into account. Unlike the usual MHD, the pressure is a tensor and it depends on not only the density but also the magnetic field. We show the existence of global solutions by the energy methods. Our techniques of proof are based on the existence of local solution by semigroups theory and a priori estimate

Chemiluminescence behavior of fluorescent aromatics tethered 9-methylidene-10-methylacridans involving chemiluminescence resonance energy transfer (CRET) quenching

The chemiluminescence (CL) behavior, observed in the singlet oxygenation of three fluorescent aromatics tethered 9-methylidene-10-methylacridans bearing the pyrene, perylene, and stilbene moieties, was investigated. The CL spectrum of 9-(perylen-3′-ylidene)-10-methylacridan displayed a red-shifted emission different from the fluorescent products, while 9-(pyren-1′-ylidene)-10-methylacridan and 9-(4′-styrylbenzylidene)-10-methylacridan produced very weak CLs. A chemiluminescence resonance energy transfer (CRET) quenching of the excited aromatic aldehydes by the acridans remaining as the unreacted reactants was found to result in these unexpected CL behaviors.ArticleTetrahedron Letters. 54(11):1338-1343 (2013)journal articl

Falha de extubação e suas implicações clínicas em unidade de terapia intensiva.

Introdução: O uso da ventilação mecânica (VM) aumentou significativamente nas últimas décadas e atualmente é uma importante modalidade terapêutica. Contudo, está associada a complicações que colocam em risco os cuidados do paciente crítico, tornando um grande desafio a identificação do momento correto para extubar um paciente, buscando-se evitar tanto um prolongamento desnecessário da VM como uma extubação prematura, pois ambos estão relacionados ao aumento do risco de complicações. Objetivos: Identificar os fatores associados à falha de extubação, buscando a caracterização de pacientes com risco do seu insucesso e avaliar as implicações clínicas relacionadas com a necessidade de reintubação. Métodos: Foi realizado um estudo de coorte incluindo pacientes internados na unidade de terapia intensiva (UTI) submetidos à VM. Esses foram acompanhados até 48 horas após a extubação, permanecendo aqueles que apresentaram o desfecho considerado neste estudo, como reintubação dentro de 48 horas após a extubação ou a evolução para o óbito durante esse período. Resultados: 83 pacientes foram elegíveis para este estudo. Houve associação significante entre o maior tempo de UTI (p 0,048), maior tempo de VM (p 0,040) e mortalidade na UTI (p 0,022) com falha de extubação. Foram também observados elevação de complicações associadas ao uso do suporte ventilatório, como pneumonia associada à VM (p 0,001) e frequência de traqueostomia (p 0,009). Conclusão: A falha de extubação está associada a aumento da mortalidade na UTI, do tempo de permanência, e duração na ventilação mecânica

Scanning electron microscopy of Ito's fat-storing cells in the rat liver.

The whole body including extended processes of Ito's fat-storing cells was observed by scanning electron microscopy in rat liver injured with lithocholic acid (LCA). Necrotic foci developed in the midlobular zone 48 h after LCA administration. Demonstration of Ito cell bodies around the foci was probably facilitated by easy detachment of hepatocytes from Ito cells. The body and the processes were located mainly between the sinusoidal endothelium and hepatocytes; sometimes they were between hepatocytes. Ito cells often were proximate to collagen fiber bundles and sometimes were attached to them. The cell body was flatly round or elliptic, 7 to 12 micron in diameter. Its surface was finely undulated with microvillous projections about 0.1 micron in length. Branching patterns of the processes resembled a fern-leaf mantling the sinusoidal endothelium. The trunks of the processes were about 2 micron in diameter and 20-30 micron in length. These processes tapered, branching into thinner processes, with the most peripheral being 0.1 micron in diameter. Ito cells and their branching processes likely strengthen sinusoidal walls and control blood flow in the sinusoids.</p

CD153/CD30 signaling promotes age-dependent tertiary lymphoid tissue expansion and kidney injury

高齢者腎臓病を悪化させる原因細胞・分子の同定に成功. 京都大学プレスリリース. 2021-11-30.A new drug target for kidney disease. 京都大学プレスリリース. 2021-11-30.Tertiary lymphoid tissues (TLTs) facilitate local T- and B-cell interactions in chronically inflamed organs. However, the cells and molecular pathways that govern TLT formation are poorly defined. Here we identify TNF superfamily CD153-CD30 signaling between two unique age-dependent lymphocyte subpopulations, CD153⁺PD-1⁺CD4⁺ senescence-associated T (SAT) cells and CD30+T-bet+ age-associated B cells (ABCs), as a driver for TLT expansion. SAT cells, which produced ABC-inducing factors IL21 and IFNγ, and ABCs progressively accumulated within TLTs in aged kidneys after injury. Notably, in kidney injury models, CD153 or CD30 deficiency impaired functional SAT cell induction, which resulted in reduced ABC numbers and attenuated TLT formation with improved inflammation, fibrosis and renal function. Attenuated TLT formation after transplantation of CD153-deficient bone marrow further supported the importance of CD153 in immune cells. Clonal analysis revealed that SAT cells and ABCs in the kidneys arose from both local differentiation and recruitment from the spleen. In the synovium of aged rheumatoid arthritis patients, T peripheral helper/T follicular helper cells and ABCs also expressed CD153 and CD30, respectively. Together, our data reveal a previously unappreciated function of CD153-CD30 signaling in TLT formation and propose targeting CD153-CD30 signaling pathway as a therapeutic target for slowing kidney disease progression