Uncovering the Properties of Energy-Weighted Conformation Space Networks with a Hydrophobic-Hydrophilic Model

The conformation spaces generated by short hydrophobic-hydrophilic (HP) lattice chains are mapped to conformation space networks (CSNs). The vertices (nodes) of the network are the conformations and the links are the transitions between them. It has been found that these networks have “small-world” properties without considering the interaction energy of the monomers in the chain, i. e. the hydrophobic or hydrophilic amino acids inside the chain. When the weight based on the interaction energy of the monomers in the chain is added to the CSNs, it is found that the weighted networks show the “scale-free” characteristic. In addition, it reveals that there is a connection between the scale-free property of the weighted CSN and the folding dynamics of the chain by investigating the relationship between the scale-free structure of the weighted CSN and the noted parameter Z score. Moreover, the modular (community) structure of weighted CSNs is also studied. These results are helpful to understand the topological properties of the CSN and the underlying free-energy landscapes

The Aqua-Planet Experiment (APE): CONTROL SST Simulation

Climate simulations by 16 atmospheric general circulation models (AGCMs) are compared on an aqua-planet, a water-covered Earth with prescribed sea surface temperature varying only in latitude. The idealised configuration is designed to expose differences in the circulation simulated by different models. Basic features of the aqua-planet climate are characterised by comparison with Earth. The models display a wide range of behaviour. The balanced component of the tropospheric mean flow, and mid-latitude eddy covariances subject to budget constraints, vary relatively little among the models. In contrast, differences in damping in the dynamical core strongly influence transient eddy amplitudes. Historical uncertainty in modelled lower stratospheric temperatures persists in APE.Aspects of the circulation generated more directly by interactions between the resolved fluid dynamics and parameterized moist processes vary greatly. The tropical Hadley circulation forms either a single or double inter-tropical convergence zone (ITCZ) at the equator, with large variations in mean precipitation. The equatorial wave spectrum shows a wide range of precipitation intensity and propagation characteristics. Kelvin mode-like eastward propagation with remarkably constant phase speed dominates in most models. Westward propagation, less dispersive than the equatorial Rossby modes, dominates in a few models or occurs within an eastward propagating envelope in others. The mean structure of the ITCZ is related to precipitation variability, consistent with previous studies.The aqua-planet global energy balance is unknown but the models produce a surprisingly large range of top of atmosphere global net flux, dominated by differences in shortwave reflection by clouds. A number of newly developed models, not optimised for Earth climate, contribute to this. Possible reasons for differences in the optimised models are discussed.The aqua-planet configuration is intended as one component of an experimental hierarchy used to evaluate AGCMs. This comparison does suggest that the range of model behaviour could be better understood and reduced in conjunction with Earth climate simulations. Controlled experimentation is required to explore individual model behavior and investigate convergence of the aqua-planet climate with increasing resolution

Produits dérivés des matières premières : modélisation et évaluation

Co-encadrement de la thèse : Éric BenhamouCommodity prices have been rising at an unprecedented pace over the last years making commodity derivatives more and more popular in many sectors like energy, metals and agricultural products. The quick development of commodity market as well as commodity derivative market results in a continuously uprising demand of accuracy and consistency in commodity derivative modeling and pricing. The specification of commodity modeling is often reduced to an appropriate representation of convenience yield, intrinsic seasonality and mean reversion of commodity price. As a matter of fact, convenience yield can be extracted from forward strip curve and then be added as a drift term into pricing models such as Black Scholes model, local volatility model and stochastic volatility model. Besides those common models, some specific commodity models specially emphasize on the importance of convenience yield, seasonality or mean reversion feature. By giving the stochasticity to convenience yield, Gibson Schwartz model interprets the term structure of convenience yield directly in its model parameters, which makes the model extremely popular amongst researchers and market practitioners in commodity pricing. Gabillon model, in the other hand, focuses on the feature of seasonality and mean reversion, adding a stochastic long term price to correlate spot price. In this thesis, we prove that there is mathematical equivalence relation between Gibson Schwartz model and Gabillon model. Moreover, inspired by the idea of Gyöngy, we show that Gibson Schwartz model and Gabillon model can reduce to one-factor model with explicitly calculated marginal distribution under certain conditions, which contributes to find the analytic formulas for forward and vanilla options. Some of these formulas are new to our knowledge and other formulas confirm with the earlier results of other researchers. Indeed convenience yield, seasonality and mean reversion play a very important role, but for accurate pricing, hedging and risk management, it is also critical to have a good modeling of the dynamics of volatility in commodity markets as this market has very fluctuating volatility dynamics. While the formers (seasonality, mean reversion and convenience yield) have been highly emphasized in the literature on commodity derivatives pricing, the latter (the dynamics of the volatility) has often been forgotten. The family of stochastic volatility model is introduced to strengthen the dynamics of the volatility, capturing the dynamic smile of volatility surface thanks to a stochastic process on volatility itself. It is a very important characteristic for pricing derivatives of long maturity. Stochastic volatility model also corrects the problem of opposite underlying-volatility correlation against market data in many other models by introducing correlation parameter explicitly. The most popular stochastic volatility models include Heston model, Piterbarg model, SABR model, etc. As pointed out by Piterbarg, the need of time-dependent parameters in stochastic volatility models is real and serious. It is because in one hand stochastic volatility models with constant parameters are generally incapable of fitting market prices across option expiries, and in the other hand exotics do not only depend on the distribution of the underlying at the expiry, but on its dynamics through all time. This contradiction implies the necessity of time-dependent parameters. In this thesis, we extend Piterbarg's idea to the whole family of stochastic volatility model, making all the stochastic volatility models having time-dependent parameters and show various formulas for vanilla option price by employing various techniques such as characteristic function, Fourier transform, small error perturbation, parameter averaging, etc.Les prix des matières premières ont augmenté à un rythme sans précédent au cours des dernières années rendant les dérivés sur matières premières de plus en plus populaires dans de nombreux secteurs comme l'énergie, les métaux et les produits agricoles. Le développement rapide du marché des produits dérivés sur matières premières a aussi induit une recherche vers toujours plus de précision et cohérence dans la modélisation et l'évaluation de produits dérivés des matières premières. Les points les plus importants dans la modélisation des matières premières sont la bonne représentation du rendement d'opportunité appelé communément "convenience yield ", la prise en compte de la saisonnalité et la capture du phénomène de retour à la moyenne pour les prix des matières premières. Il est à noter que le rendement d'opportunité (convenience yield ) peut être induit du prix des la courbe des forwards et être simplement ajouté au terme d'évolution(terme de drift) dans les modèles canoniques, comme le modèle de Black Scholes, le modèle à volatilité locale et les modèles à volatilité stochastique. An delà de ces modèles, d'autres modèles ont été conçus pour modéliser spécifiquement l'évolution du convenience yield, la saisonnalité ou le phénomène de retour à la moyenne des prix. Il s'agit par exemple du modèle de Gibson Schwartz qui suppose que le terme de convenience yield est aléatoire. Cette approche prend donc en compte l'évolution non déterministe du convenience yield et l'interprète comme un paramètre critique du modèle. Ceci explique sa grande popularité et son adoption important par les praticiens du marché. Un autre modèle fréquemment utilisé est le modèle de Gabillon. Celui se concentre sur la saisonnalité des prix et l'effet de retour a la moyenne, en modélisant un prix à long terme stochastique corrélé aux prix du spot. Dans cette thèse, nous prouvons que ces deux approches ne sont en fait qu'une et qu'il y a une relation d'équivalence entre le modèle de Gibson Schwartz et le modèle de Gabillon. Reposant sur le principe de diffusion équivalente introduite par Gyöngy, nous montrons que le modèle de Gibson Schwartz et le modèle de Gabillon peuvent se réduire à un modèle à un facteur dont la distribution marginale peut être explicitement calculée sous certaines conditions. Ceci nous permet en particulier de trouver des formules analytiques pour l'ensemble des options vanilles. Certaines de ces formules sont nouvelles à notre connaissance et d'autres confirment des résultats antérieurs. Dans un second temps, nous nous intéressons à la bonne modélisation de la dynamique de la volatilité des marchés des matières premières. En effet, les marchés de matières premières sont caractérisés par des volatilités très fluctuantes et importante. Alors que les effets sur la saisonnalité, la modèlisation du convenience yield et l'effet de retour à la moyenne des prix ont été fortement soulignés dans la littérature, la bonne modélisation de la dynamique de la volatilité a souvent été oubliée. La famille de modèle à volatilité stochastique est introduite pour renforcer la dynamique de la volatilité, capturant le phénomène de smile de la surface de volatilité grâce à un processus stochastique pour la volatilité. C'est une caractéristique très importante pour les dérivés à maturité longue où l'effet volatilité stochastique conduit à des résultats très différents de ceux obtenus avec des modèles plus conventionnels. Les modèles à volatilité stochastique permettent aussi de prendre en compte le phénomène de corrélation négative entre le sous-jacent et la volatilité en introduisant de manière explicite ce paramètre de corrélation. Les modèles à volatilité stochastique les plus populaires comprennent le modèle d'Heston, le modèle de Piterbarg, le modèle de SABR, etc. Dans cette thèse, nous étendons les idées de Piterbarg à la famille des modèles à volatilité stochastique en rendant le concept plus général. Nous montrons en particulier comment introduire des paramètres dépendant du temps dans les modèles à volatilité stochastique et explicitons différentes formules de calcul explicite du prix d'options vanilles, permettant ainsi une calibration des paramètres du modèles extrêmement efficace

Signatures of the Protein Folding Pathway in Two-Dimensional Ultraviolet Spectroscopy

The function of protein relies on their folding to assume the proper structure. Probing the structural variations during the folding process is crucial for understanding the underlying mechanism. We present a combined quantum mechanics/molecular dynamics simulation study that demonstrates how coherent resonant nonlinear ultraviolet spectra can be used to follow the fast folding dynamics of a mini-protein, Trp-cage. Two dimensional ultraviolet signals of the backbone transitions carry rich information of both local (secondary) and global (tertiary) structures. The complexity of signals decreases as the conformational entropy decreases in the course of the folding process. We show that the approximate entropy of the signals provides a quantitative marker of protein folding status, accessible by both theoretical calculations and experiments

Two-dimensional stimulated resonance Raman spectroscopy study of the Trp-cage peptide folding.

We report a combined molecular dynamics (MD) and ab initio simulation study of the ultrafast broadband ultraviolet (UV) stimulated resonance Raman (SRR) spectra of the Trp-cage mini protein. Characteristic two dimensional (2D) SRR features of various folding states are identified. Structural fluctuations erode the cross peaks and the correlation between diagonal peaks is a good indicator of the α-helix formation

Two-dimensional stimulated resonance Raman spectroscopy study of the Trp-cage peptide folding.

We report a combined molecular dynamics (MD) and ab initio simulation study of the ultrafast broadband ultraviolet (UV) stimulated resonance Raman (SRR) spectra of the Trp-cage mini protein. Characteristic two dimensional (2D) SRR features of various folding states are identified. Structural fluctuations erode the cross peaks and the correlation between diagonal peaks is a good indicator of the α-helix formation

Soil Bacterial Community Shifts Are Driven by Soil Nutrient Availability along a Teak Plantation Chronosequence in Tropical Forests in China

Soil bacterial communities play crucial roles in ecosystem functions and biogeochemical cycles of fundamental elements and are sensitive to environmental changes. However, the response of soil bacterial communities to chronosequence in tropical ecosystems is still poorly understood. This study characterized the structures and co-occurrence patterns of soil bacterial communities in rhizosphere and bulk soils along a chronosequence of teak plantations and adjacent native grassland as control. Stand ages significantly shifted the structure of soil bacterial communities but had no significant impact on bacterial community diversity. Bacterial community diversity in bulk soils was significantly higher than that in rhizosphere soils. The number of nodes and edges in the bacterial co-occurrence network first increased and then decreased with the chronosequence. The number of strongly positive correlations per network was much higher than negative correlations. Available potassium, total potassium, and available phosphorus were significant factors influencing the structure of the bacterial community in bulk soils. In contrast, urease, total potassium, pH, and total phosphorus were significant factors affecting the structure of the bacterial community in the rhizosphere soils. These results indicate that available nutrients in the soil are the main drivers regulating soil bacterial community variation along a teak plantation chronosequence

The Beijing Climate Center atmospheric general circulation model: description and its performance for the present-day climate

International audienceThe Beijing Climate Center atmospheric general circulation model version 2.0.1 (BCC_AGCM2.0.1) is described and its performance in simulating the present-day climate is assessed. BCC_AGCM2.0.1 originates from the community atmospheric model version 3 (CAM3) developed by the National Center for Atmospheric Research (NCAR). The dynamics in BCC_AGCM2.0.1 is, however, substantially different from the Eulerian spectral formulation of the dynamical equations in CAM3, and several new physical parameterizations have replaced the corresponding original ones. The major modification of the model physics in BCC_AGCM2.0.1 includes a new convection scheme, a dry adiabatic adjustment scheme in which potential temperature is conserved, a modified scheme to calculate the sensible heat and moisture fluxes over the open ocean which takes into account the effect of ocean waves on the latent and sensible heat fluxes, and an empirical equation to compute the snow cover fraction. Specially, the new convection scheme in BCC_AGCM2.0.1, which is generated from the Zhang and McFarlane’s scheme but modified, is tested to have significant improvement in tropical maximum but also the subtropical minimum precipitation, and the modified scheme for turbulent fluxes are validated using EPIC2001 in situ observations and show a large improvement than its original scheme in CAM3. BCC_AGCM2.0.1 is forced by observed monthly varying sea surface temperatures and sea ice concentrations during 1949-2000. The model climatology is compiled for the period 1971-2000 and compared with the ERA-40 reanalysis products. The model performance is evaluated in terms of energy budgets, precipitation, sea level pressure, air temperature, geopotential height, and atmospheric circulation, as well as their seasonal variations. Results show that BCC_AGCM2.0.1 reproduces fairly well the present-day climate. The combined effect of the new dynamical core and the updated physical parameterizations in BCC_AGCM2.0.1 leads to an overall improvement, compared to the original CAM3

The Application of Mixed Organic and Inorganic Fertilizers Drives Soil Nutrient and Bacterial Community Changes in Teak Plantations

Appropriate fertilization can enhance forest productivity by maintaining soil fertility and improving the structure of the bacterial community. However, there is still uncertainty surrounding the effects of combined application of organic and inorganic fertilizers on soil nutrient status and bacterial community structure. A fertilization experiment was set up in an eight-year-old teak plantation with five treatments involved: mixed organic and NPK compound fertilizers (OCF), mixed organic and phosphorus fertilizers (OPF), mixed organic, NPK and phosphorus fertilizers (OCPF), mixed NPK and phosphorus fertilizers (CPF) and no fertilization (CK). Soil chemical properties and bacterial communities were investigated, and the co-occurrence pattern of the bacterial community under different fertilization treatments was compared. The results showed that the contents of soil organic matter and nitrate nitrogen, and the soil pH values were the highest after OCPF treatment, which were 20.39%, 90.91% and 8.16% higher than CK, respectively. The richness and diversity of bacteria underwent no obvious changes, but the structure of the soil’s bacterial community was significantly altered by fertilization. Of the dominant bacteria taxa, the relative abundance increased for Gemmatimonadetes, Myxococcota, ADurb.Bin063-13 and Candidatus_Koribacter, and decreased for Chloroflexi, Proteobacteria, JG30-KF-AS9 and Acidothermus under OCPF treatment in comparison to CK. The number of nodes and edges, the average degree and the network density of bacterial community co-occurrence networks were the greatest in OCPF treatment, indicating that application of OCPF could make the network structure of soil bacteria more stable and complex. Moreover, soil pH and organic matter were significantly correlated with bacterial community structure and were considered the main influencing factors. These findings highlight that the combined application of organic, NPK and phosphorus fertilizers is highly beneficial for improving soil quality and optimizing bacterial community structure in teak plantations