1,587 research outputs found
Diffusion Problems in Wound Healing and a Scattering Approach to Immune System Interactions
A theoretical model for the existence of a Critical Size Defect (CSD) in certain animals is the focus of the majority of this dissertation. Adam [1] recently developed a one-dimensional model of this phenomenon, and chapters I–V address the exist the CSD in a two-dimensional model and a three-dimensional model. The two dimensional (or 1-d circular) model is the more appropriate for a study of CSD\u27s. In that model we assume a circular wound of uniform depth and develop a time-independent form of the diffusion equation relevant to the study of the CSD phenomenon. It transpires that the range of CSD sizes for a reasonable estimate of parameter values is 1mm-1cm. More realistic estimates await the appropriate experimental data.
The remainder of this dissertation is devoted to two phenomenological models describing the spread of cancer and the effects of the immune system on that spread. In chapter VI, Tumor Immunity, a PDE similar to Fisher\u27s equation is analyzed in terms of the equilibrium points and their linear stability and similarities are noted with the Spruce-Budworm problem of Ludwig et al (and summarized by Strogatz). This chapter concludes with a standard phase plane analysis of a traveling wave solution. Chapter VII, Tunneling, introduces a novel and hopefully useful way of looking at cancer growth and the immune system. In the governing differential equation, the cancer cell number represents the independent variable, while the dependent variable is related to the probability of achieving that size cell number. (The square of the dependent variable is the probability). By analogy with quantum mechanics, the idea is introduced that the immune system (represented by a rectangular barrier of height V) may not in all cases prevent the cancer from “penetrating” the barrier i.e. tunneling through. The governing differential equation and boundary conditions represent a classical eigenvalue problem which may be thought of here as a “semi-classical” version of the time-independent Schröinger equation. Examples are provided which show considerable variation in the effectiveness of the “immune barrier” towards limiting the numerical growth of cancer cells
Hydrodynamics of Micro-swimmers in Films
One of the principal mechanisms by which surfaces and interfaces affect
microbial life is by perturbing the hydrodynamic flows generated by swimming.
By summing a recursive series of image systems we derive a numerically
tractable approximation to the three-dimensional flow fields of a Stokeslet
(point force) within a viscous film between a parallel no-slip surface and
no-shear interface and, from this Green's function, we compute the flows
produced by a force- and torque-free micro-swimmer. We also extend the exact
solution of Liron & Mochon (1976) to the film geometry, which demonstrates that
the image series gives a satisfactory approximation to the swimmer flow fields
if the film is sufficiently thick compared to the swimmer size, and we derive
the swimmer flows in the thin-film limit. Concentrating on the thick film case,
we find that the dipole moment induces a bias towards swimmer accumulation at
the no-slip wall rather than the water-air interface, but that higher-order
multipole moments can oppose this. Based on the analytic predictions we propose
an experimental method to find the multipole coefficient that induces circular
swimming trajectories, allowing one to analytically determine the swimmer's
three-dimensional position under a microscope.Comment: 35 pages, 11 figures, 5 table
Antecedents of Trust: Status and Power in Virtual Teams
Few empirical efforts have been made to observe hierarchical elements of leadership, namely status and power distinctively. Virtual teams as a form of geographically dispersed work arrangement offer significant opportunities for companies and organizations around the globe, but also pose additional challenges to the leadership and the team itself. Due to communication challenges status and power have special characteristics in virtual teams compared to traditional teams. In this investigation we examine how status and power of a leader impact trust building in virtual teams and in turn the team’s performance. The results revealed that status of a leader has a positive influence on trust in the leader, while power of a leader had no unique effect on followers’ reactions. As members of diverse cultures have different perceptions of leaders, we found a moderating effect of culture but not for team size
Noncommuting Gauge Fields as a Lagrange Fluid
The Lagrange description of an ideal fluid gives rise in a natural way to a
gauge potential and a Poisson structure that are classical precursors of
analogous noncommuting entities. With this observation we are led to construct
gauge-covariant coordinate transformations on a noncommuting space. Also we
recognize the Seiberg-Witten map from noncommuting to commuting variables as
the quantum correspondent of the Lagrange to Euler map in fluid mechanics.Comment: 19 pages; final version to appear in Annals of Physic
Power Control to the People? Private Consumers’ Acceptance of Smart Meters
The increasing diffusion of renewable energies which underlie significant daily and seasonal fluctuations increases grid operations’ complexity. For the effective use of renewable energies, innovative information and communication technologies (ICT) and concepts are necessary to efficiently balance power generation and consumption. An ICT-based innovation in this context is the smart metering technology. High-end smart meters, like advanced meter management (AMM) solutions, comprise a broad range of new services which are vital to an ICT-based energy system (eenergy) by enabling the bidirectional transfer of timely and reliable information between components of an energy system. However, to date the acceptance of smart meters has not been investigated. Using a context-specific extension of the Technology Acceptance Model (TAM) of Davis (1989), our study investigates smart meters’ acceptance based on the attitude toward use and the salient beliefs perceived usefulness, perceived ease of use, and subjective control. Results support the theorized relationships indicating that the attitude toward use fully mediates the relationship between perceived usefulness, perceived ease of use, and subjective control on intention to use. In the conclusion a detailed discussion of the study’s findings is provided and the implications for research, practice, and policy are highlighted
The Performance Persistence, Flow and Survival of Systematic and Discretionary Commodity Trading Advisors (CTAs)
This thesis studies the performance, performance persistence, survival and flow of Commodity Trading Advisors, also known as CTAs or Managed Futures Funds. One of the main contributions of this thesis is the novel classification of CTA strategies. This is
obtained by hand-collecting information frequently by directly contacting the funds in
the database. I thus identify two main trading styles: Systematic and Discretionary
CTAs which are the main focus of this thesis. I further separate Systematic CTAs
into trend-followers with differing trading horizon. This novel dataset allows me to reconsider
many hitherto studied issues in the CTA space with an application to these
sub-strategies.
The first section investigates the differences in mortality between Systematic and
Discretionary CTAs, over the longest horizon than of any in the literature. A detailed
survival analysis over the full range of CTA strategies is provided. Systematic CTAs
have a higher median survival than Discretionary CTAs, 12 vs. 8 years. I hand collect
information on reasons for exit from the database. I propose new filters that will better
identify real failures among funds in the graveyard database. Separating graveyard
funds into real failure I re-examine the attrition rate of CTAs. The real failure rate
is 11.1%, lower than the average yearly attrition rate of 17.3% of CTAs. The effect of
various covariates including several downside risk measures is investigated in predicting
CTA failure. Controlling for performance, HWM, minimum investment, fund age and
lockup, funds with higher downside risk measures have a higher hazard rate. Compared
to other downside risk measures, the volatility of returns is less able to predict failure.
Funds that receive larger inflows are able to survive longer than funds that do not. Large Systematic CTAs have the highest probability of survival.
The second part studies the performance and performance persistence of Systematic
and Discretionary CTAs. Controlling for biases, after fees the average CTA is able to
add value. These results are strongest for large Systematic CTAs. I extend the sevenfactor
model of Fung-Hsieh (2004a) and find that this model is better able to explain the
returns of Systematic rather than Discretionary CTAs. I find three structural breaks in
the risk loadings of CTAs different to hedge fund breaks: September 1998, March 2003
and July 2007. Using these breaks I show that systematic CTAs were able to deliver
significant alpha in every sub-period. I also find evidence of significant performance persistence.
However, these findings are heavily contingent on the strategy followed: the
persistence of Discretionary CTAs is driven by small funds whereas large funds drive the
performance persistence of Systematic funds. These results have important implications
for institutional investors who face capital allocation constraints. They also suggest that
contrary to the previous findings, the CTA industry does not appear to be heading towards
zero alpha.
The final section looks at the relationship between fund-flows and performance. Investors
chase past performance, the fund- flow -performance is significant and concave for
some strategies. Although there is some long-term performance persistence of Systematic
funds with the highest inflows, there is no smart money effect in the CTA literature.
I find no evidence of capacity constraints among Systematic CTAs. Investors are thus
not able to smartly allocate funds to future best performers and take full advantage of
the liquidity that CTAs offer.Open Acces
Exploring the Role of Control – Smart Meter Acceptance of Residential Consumers
The increasing diffusion of renewable energies which underlie significant daily and seasonal fluctuations increases grid operations’ complexity. For the effective use of renewable energies, innovative information and communication technologies (ICT) and concepts are necessary to efficiently balance power generation and consumption. An ICT-based innovation in this context is the smart metering technology allowing bidirectional transfer of information between energy systems’ components. Using a context-specific extension of the Technology Acceptance Model (TAM) of Davis (1989), our study investigates smart meters’ acceptance based on the attitude toward use and the salient beliefs perceived usefulness, perceived ease of use, and subjective control. Results support the theorized relationships indicating that the attitude toward use fully mediates the relationship between perceived usefulness, perceived ease of use, and subjective control on intention to use. In the conclusion a detailed discussion of the study’s findings is provided and the implications for research, practice, and policy are highlighted
Finding the Optimal Number of Persons (N) and Time Points (T) for Maximal Power in Dynamic Longitudinal Models Given a Fixed Budget
Planning longitudinal studies can be challenging as various design decisions need to be made. Often, researchers are in search for the optimal design that maximizes statistical power to test certain parameters of the employed model. We provide a user-friendly Shiny app OptDynMo available at https://shiny.psychologie.hu-berlin.de/optdynmo that helps to find the optimal number of persons (N) and the optimal number of time points (T) for which the power of the likelihood ratio test (LRT) for a model parameter is maximal given a fixed budget for conducting the study. The total cost of the study is computed from two components: the cost to include one person in the study and the cost for measuring one person at one time point. Currently supported models are the cross-lagged panel model (CLPM), factor CLPM, random intercepts cross-lagged panel model (RI-CLPM), stable trait autoregressive trait and state model (STARTS), latent curve model with structured residuals (LCM-SR), autoregressive latent trajectory model (ALT), and the latent change score model (LCS).Peer Reviewe
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