363 research outputs found

    Spatial And Deterministic Limits On Randomness

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    The concept of Gaussian white noise has been very valuable in the application of stochastic differential equations to problems ranging from physics to finance. White noise has links with the diffusion equation, the solution of which gives the density of random walkers on a Euclidean space.;The use of white noise is not always appropriate in the study of random processes. In this thesis a new family of noise processes is defined. These fractal walk noise processes have connections with a diffusion equation in which the order {dollar}\gamma{dollar} of the time derivative takes on a continuous range of values between 0 and 2. The solution of this equation, in the case {dollar}0\u3c\gamma\u3c1,{dollar} describes the density of random walkers on some fractal space. This provides a spatial limit on randomness. When {dollar}\gamma{dollar} = 1 the white noise process is recovered. In the case {dollar}1\u3c\gamma\u3c2{dollar} the solution may be interpreted as a description of the density of a group of walkers whose behaviour is, to an extent, deterministic. This provides a deterministic limit on randomness.;This new family of fractal walk noise processes is then applied to the problem of determining the value of a financial instrument called a European call option. The current technique for valuing this instrument is based upon white noise and is called the Black-Scholes formula. It is shown that the extension of this formula to account for fractal walk noise processes produces results that are, in certain cases. qualitatively different from those produced by the Black-Scholes model

    RECONSTRUCTION TERROR: ORIGINS, APPLICATIONS, AND IMPLICATIONS

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    This thesis contends that the recent electoral violence that arose around election cycles, voting rights, and democratic participation by non-White citizens is a familiar extremism. It is a historic terror, rooted in Reconstruction. After the Civil War, America underwent a period of fundamental change that many considered revolutionary to their existing identities, and so that looming change was met with counter-revolutionary force and terror. But while historic, it is not anachronistic. A similar violence arose during America’s “Second Reconstruction,” the Civil Rights movement, which featured many of the same issues of equality and increased access to democratic processes by non-White communities. Accordingly, this thesis deconstructs the electoral terror of Reconstruction into a set of common drivers that can then be used as a framework for understanding what motivates episodic, electoral violence in the United States. Put together, these drivers contextualize a particular extremism that is common to the 1860s, the 1960s, and the early 21st century.Outstanding ThesisCivilian, Illinois Guardianship and Advocacy CommissionApproved for public release. Distribution is unlimited

    Following microscopic motion in a two dimensional glass-forming binary fluid

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    The dynamics of a binary mixture of large and small discs are studied at temperatures approaching the glass transition using an analysis based on the topology of the Voronoi polygon surrounding each atom. At higher temperatures we find that dynamics is dominated by fluid-like motion that involves particles entering and exiting the nearest-neighbour shells of nearby particles. As the temperature is lowered, the rate of topological moves decreases and motion becomes localised to regions of mixed pentagons and heptagons. In addition we find that in the low temperature state particles may translate significant distances without undergoing changes in their nearest neig hbour shell. These results have implications for dynamical heterogeneities in glass forming liquids.Comment: 12 pages, 7 figure

    Behavioral outcome measures used for human neural stem cell transplantation in rat stroke models

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    Stroke is a leading cause of death and disability, leading to the development of various stroke models to test new treatments, most commonly in the rat. Human stroke trials focus on disability, related primarily to neurological deficits. To better model the clinical application of these treatments, many behavioral tests have been developed using the rat stroke model. We performed a systematic review of all the behavioral outcome measures used in published studies of human neural stem cell transplantation in rat stroke models. The reviewed tests include motor, sensory, cognitive, activity, and combination tests. For each test, we give a brief description, trace the origin of the test, and discuss test performance in the reviewed studies. We conclude that while many behavioral tests are available for this purpose, there does not appear to be consensus on an optimal testing strategy

    Combining physiological, environmental and locational sensors for citizen-oriented health applications

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    This work investigates the potential of combining the outputs of multiple low-cost sensor technologies for the direct measurement of spatio-temporal variations in phenomena that exist at the interface between our bodies and the environment. The example used herein is the measurement of personal exposure to traffic pollution, which may be considered as a function of the concentration of pollutants in the air and the frequency and volume of that air which enters our lungs. The sensor-based approach described in this paper removes the ‘traditional’ requirements either to model or interpolate pollution levels or to make assumptions about the physiology of an individual. Rather, a wholly empirical analysis into pollution exposure is possible, based upon high-resolution spatio-temporal data drawn from sensors for NO2, nasal airflow and location (GPS). Data are collected via a custom smartphone application and mapped to give an unprecedented insight into exposure to traffic pollution at the individual level. Whilst the quality of data from low-cost miniaturised sensors is not suitable for all applications, there certainly are many applications for which these data would be well suited, particularly those in the field of citizen science. This paper demonstrates both the potential and limitations of sensor-based approaches and discusses the wider relevance of these technologies for the advancement of citizen science

    Reproductive Failure in UK Harbour Porpoises Phocoena phocoena : Legacy of Pollutant Exposure?

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    This research was supported by a Marie Curie International Outgoing Fellowship within the Seventh European Community Framework Programme (Project Cetacean-stressors, PIOF-GA-2010-276145 to PDJ and SM). Additional funding was provided through the Agreement on the Conservation of Small Cetaceans of the Baltic, North East Atlantic, Irish and North Seas (ASCOBANS) (Grants SSFA/2008 and SSFA / ASCOBANS / 2010 / 5 to SM). Analysis of Scottish reproductive and teeth samples was funded by the EC-funded BIOCET project (BIOaccumulation of persistent organic pollutants in small CETaceans in European waters: transport pathways and impact on reproduction, grant EVK3-2000-00027 to GJP), and Marine Scotland (GJP). Samples examined in this research were collected under the collaborative Cetacean Strandings Investigation Programme (http://ukstrandings.org/), which is funded by the Department for Environment, Food and Rural Affairs (Defra) and the UK’s Devolved Administrations in Scotland and Wales (http://sciencesearch.defra.gov.uk/Defaul​t.aspx?Menu=Menu&Module=More&Location=No​ne&Completed=0&ProjectID=15331) (grants to PDJ, RD). UK Defra also funded the chemical analysis under a service-level agreement with the Centre for Environment, Fisheries and Aquaculture Science (grants to RJL, JB). The funders had no role in study design, data collection and analysis, decision to publish, or preparation of the manuscript.Peer reviewedPublisher PD
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