New Solutions of the T-Matrix Theory of the Attractive Hubbard Model

This short paper summarizes a calculational method for obtaining the dynamical properties of many-body theories formulated in terms of (unrenormalized) bare propagators (and more generally, in terms of meromorphic functions, or convolutions over meromorphic functions) to a very high accuracy. We demonstrate the method by applying it to a T-matrix theory of the attractive Hubbard model in two dimensions. We expand the pair propagator using a partial fraction decomposition, and then solve for the residues and pole locations of such a decomposition using a computer algebra system to an arbitrarily high accuracy (we used MapleV and obtained these quantities to a relative error of 10^(-80)). Thus, this method allows us to bypass all inaccuracies associated with the traditional analytical continuation problem. Our results for the density of states make clear the pronounced development of a pseudogap as the temperature is lowered in this formulation of the attractive Hubbard model.Comment: 2 pages, 2 figure

Modelling the endothelial cell response to fluid flow

In vitro endothelial cells respond to fluid flow by elongating in the direction of flow. How the mechanical signal is transformed into an organised and directed response is poorly understood. The most studied and crucial aspects to this response are; actin filament alignment, mechano-transduction, signal transduction, Rho GTPase localised activation and lamellipodium formation. The goal of this project is to understand how these separate facets interact and lead to a coordinated response. The flow is modelled over a 3D virtual cell, which naturally gives the force the flow exerts on the cell surface via a boundary integral representation. This force is coupled to a Kelvin-body model of mechano-transduction which links, via a focal adhesion associated protein, Src, to a partial differential equation model (PDE) of the Rho GTPases Rac and Rho. The PDEs are integrated over a 2D projection of the 3D cell giving a time course for protein concentration at any point in the cell. It is demonstrated that a mechano-transducer that can respond to the normal component of the force is likely to be a necessary (though perhaps not sufficient) component of the signalling network. In some processes cross talk between the GTPases is thought to be important in forming spatially segregated zones of activation, for example in the front and back of migratory cells. This research shows that local signalling in endothelial cells could be initiated by the force normal to the surface of the cell and maintained by limited diffusion. Modelling indicates the EC signalling response to fluid flow may be attenuated by a change in morphology. Rac and Rho activation and deactivation are validated against experimentally reported time courses that have been taken for whole cell averages. However it will be demonstrated that these time courses do not characterise the process and therefore there is a need for more quantitative local measure of protein activation

Feasibility of simultaneous intracranial EEG-fMRI in humans: a safety study

In epilepsy patients who have electrodes implanted in their brains as part of their pre-surgical assessment, simultaneous intracranial EEG and fMRI (icEEG-fMRI) may provide important localising information and improve understanding of the underlying neuropathology. However, patient safety during icEEG-fMRI has not been addressed. Here the potential health hazards associated with icEEG-fMRI were evaluated theoretically and the main risks identified as: mechanical forces on electrodes from transient magnetic effects, tissue heating due to interaction with the pulsed RF fields and tissue stimulation due to interactions with the switched magnetic gradient fields. These potential hazards were examined experimentally in vitro on a Siemens 3 T Trio, 1.5 T Avanto and a GE 3 T Signa Excite scanner using a Brain Products MR compatible EEG system. No electrode flexion was observed. Temperature measurements demonstrated that heating well above guideline limits can occur. However heating could be kept within safe limits (< 1.0 °C) by using a head transmit RF coil, ensuring EEG cable placement to exit the RF coil along its central z-axis, using specific EEG cable lengths and limiting MRI sequence specific absorption rates (SARs). We found that the risk of tissue damage due to RF-induced heating is low provided implant and scanner specific SAR limits are observed with a safety margin used to account for uncertainties (e.g. in scanner-reported SAR). The observed scanner gradient switching induced current (0.08 mA) and charge density (0.2 μC/cm2) were well within safety limits (0.5 mA and 30 μC/cm2, respectively). Site-specific testing and a conservative approach to safety are required to avoid the risk of adverse events

Reliability of U.S.D.A. beef carcass yield grades in reflecting differences in retail yields

Retail cut-out and U.S.D.A. yield grade data were obtained on 1,121 carcasses of steers from Hereford and Angus dams mated artificially to Hereford, Angus, Jersey, Limousin, South Devon, Simmental and Charolais bulls. Calves were weaned when approximately 215 days old, conditioned 28 days, fed an average of 218 days after weaning before being slaughtered in a commercial slaughter plant. Carcass cooler data were obtained and the right side of each carcass was cut into closely trimmed, essentially boneless retail cuts at the KSU food service building. Beef yield grades do reflect definite differences in retail yields. Statistical tests indicated less than one chance in 1,000 that such differences occurred by chance and that the yield grade differences were real. The average difference in retail product percentage between yield grades was 4.6 percent. The average difference in fat trim percentage was 5.6 percent. For 700-pound carcasses, that\u27s a difference of 39.2 pounds of waste fat, or 32.2 pounds of retail product. The difference in bone percentage would account for the other 7 pounds

A Capital Adequacy Buffer Model

__Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures distance to default and the timeless capital asset pricing model (CAPM) which measures additional returns to compensate for additional share price risk

Nonparametric Multiple Change Point Analysis of the Global Financial Crisis

This paper presents an application of a recently developed approach by Matteson and James (2012) for the analysis of change points in a data set, namely major financial market indices converted to financial return series. The general problem concerns the inference of a change in the distribution of a set of time-ordered variables. The approach involves the nonparametric estimation of both the number of change points and the positions at which they occur. The approach is general and does not involve assumptions about the nature of the distributions involved or the type of change beyond the assumption of the existence of the α absolute moment, for some α ε (0,2). The estimation procedure is based on hierarchical clustering and the application of both divisive and agglomerative algorithms. The method is used to evaluate the impact of the Global Financial Crisis (GFC) on the US, French, German, UK, Japanese and Chinese markets, as represented by the S&P500, CAC, DAX, FTSE All Share, Nikkei 225 and Shanghai A share Indices, respectively, from 2003 to 2013. The approach is used to explore the timing and number of change points in the datasets corresponding to the GFC and subsequent European Debt Crisis

A Capital Adequacy Buffer Model

__Abstract__ In this paper, we develop a new capital adequacy buffer model (CABM) which is sensitive to dynamic economic circumstances. The model, which measures additional bank capital required to compensate for fluctuating credit risk, is a novel combination of the Merton structural model which measures distance to default and the timeless capital asset pricing model (CAPM) which measures additional returns to compensate for additional share price risk

Volatility Spillover and Multivariate Volatility Impulse Response Analysis of GFC News Events

This paper applies two measures to assess spillovers across markets: the Diebold Yilmaz (2012) Spillover Index and the Hafner and Herwartz (2006) analysis of multivariate GARCH models using volatility impulse response analysis. We use two sets of data, daily realized volatility estimates taken from the Oxford Man RV library, running from the beginning of 2000 to Octobe