One- and Two-Dimensional Analysis of Earth Dams

Earth dams may experience reduction in shear strength due to seismically induced pore pressures. Such reduction may be large enough to result in large deformations and eventual loss of the reservoir. While the analysis of embankment dams subject to earthquake loading is a complicated process, it is required for evaluation of seismic stability. In particular, the possibility of liquefaction in older, hydraulically-filled or otherwise poorly compacted dams during earthquakes presents a threat that must be addressed. This paper compares two methods of calculating the peak dynamic shear stress (critical to liquefaction evaluation) that occurs in an embankment during an earthquake. The first method is a one-dimensional analysis, which is simple, rapid and inexpensive. The second method is a two-dimensional finite element analysis, which is complicated, long and expensive. Because it is more desirable to use the simpler one-dimensional analysis, the results from the two analyses were compared and indicated that for slopes up to 35° the stresses were comparable

Multiscaled Cross-Correlation Dynamics in Financial Time-Series

The cross correlation matrix between equities comprises multiple interactions between traders with varying strategies and time horizons. In this paper, we use the Maximum Overlap Discrete Wavelet Transform to calculate correlation matrices over different timescales and then explore the eigenvalue spectrum over sliding time windows. The dynamics of the eigenvalue spectrum at different times and scales provides insight into the interactions between the numerous constituents involved. Eigenvalue dynamics are examined for both medium and high-frequency equity returns, with the associated correlation structure shown to be dependent on both time and scale. Additionally, the Epps effect is established using this multivariate method and analyzed at longer scales than previously studied. A partition of the eigenvalue time-series demonstrates, at very short scales, the emergence of negative returns when the largest eigenvalue is greatest. Finally, a portfolio optimization shows the importance of timescale information in the context of risk management

Solar Radiation Projections of Cmip5 Models for South of Brazil

The most critical factors in the acceleration of climate and environmental changes are related to the industrial development and consequently to an increase in the demand for electricity. Looking for measures that minimize impacts to the environment, alternative energy sources are gaining more and more space in the Brazilian energy matrix. Brazil presents a great solar potential for the generation of electric energy, so the knowledge of solar radiation and its characteristics are fundamental for the study of the energy use. Due to the above, this article aims to verify the climatic variability corresponding to the variations in solar radiation patterns, in the face of climate change scenarios. The database used in this research is part of the Phase 5 Intercomparison of Matching Models (CMIP5). Was used the RCP 8.5 that scenario is considered the most pessimistic for the 21st century and is consistent with no policy change to reduce emissions and strong dependence on fossil fuels. It is important, first of all, to determine its availability in order to enable the use of solar radiation as a source of energy in a given location and / or region. The climatic projections, based on the pessimistic scenario, in a 75-year period (2026-2100) showed a fall in solar radiation in all of Rio Grande do Sul, reaching 12% in the eastern region of the state. A concern with the factors that influence the pessimistic perspectives of this scenario, as it may affect a possible production of electric energy from solar radiation

Random Matrix Theory Analysis of Cross Correlations in Financial Markets

We confirm universal behaviors such as eigenvalue distribution and spacings predicted by Random Matrix Theory (RMT) for the cross correlation matrix of the daily stock prices of Tokyo Stock Exchange from 1993 to 2001, which have been reported for New York Stock Exchange in previous studies. It is shown that the random part of the eigenvalue distribution of the cross correlation matrix is stable even when deterministic correlations are present. Some deviations in the small eigenvalue statistics outside the bounds of the universality class of RMT are not completely explained with the deterministic correlations as proposed in previous studies. We study the effect of randomness on deterministic correlations and find that randomness causes a repulsion between deterministic eigenvalues and the random eigenvalues. This is interpreted as a reminiscent of ``level repulsion'' in RMT and explains some deviations from the previous studies observed in the market data. We also study correlated groups of issues in these markets and propose a refined method to identify correlated groups based on RMT. Some characteristic differences between properties of Tokyo Stock Exchange and New York Stock Exchange are found.Comment: RevTex, 17 pages, 8 figure

Nigrosine staining of wheat endosperm proteolipid patterns on starch gels

We have previously characterized a group of proteolipids from wheat endosperm, designated CM proteins, which are soluble in chloroformmethanol (2:1, v/v) and have a molecular weight lower than 25,000 daltons (1-3). These have been also studied by Redman and Ewart (4). The CM proteins are suitably fractionated into several components by starch gel electrophoresis at pH 3.2 (1). A sensitive staining procedure was required in connection with genetic studies of these proteins because phenotypes had to be ascertained in small endosperm fractions dissected without impairing normal germination and plant development. We report here on Nigrosine staining conditions for CM proteins under which high sensitivity and selectivity are achieve

Short-range and tensor correlations in the 16^{16}O(e,e′'pn) reaction

The cross sections for electron induced two-nucleon knockout reactions are evaluated for the example of the $^{16}$O(e,e$'$pn)$^{14}$N reaction leading to discrete states in the residual nucleus $^{14}$N. These calculations account for the effects of nucleon-nucleon correlations and include the contributions of two-body meson exchange currents as the pion seagull, pion in flight and the isobar current contribution. The effects of short-range as well as tensor correlations are calculated within the framework of the coupled cluster method employing the Argonne V14 potential as a model for a realistic nucleon-nucleon interaction. The relative importance of correlation effects as compared to the contribution of the meson exchange currents depends on the final state of the residual nucleus. The cross section leading to specific states, like e.g. the ground state of $^{14}$N, is rather sensitive to the details of the correlated wave function.Comment: 16 pages, 9 figures include

Magnon delocalization in ferromagnetic chains with long-range correlated disorder

We study one-magnon excitations in a random ferromagnetic Heisenberg chain with long-range correlations in the coupling constant distribution. By employing an exact diagonalization procedure, we compute the localization length of all one-magnon states within the band of allowed energies $E$. The random distribution of coupling constants was assumed to have a power spectrum decaying as $S(k)\propto 1/k^{\alpha}$. We found that for $\alpha < 1$, one-magnon excitations remain exponentially localized with the localization length $\xi$ diverging as 1/E. For $\alpha = 1$ a faster divergence of $\xi$ is obtained. For any $\alpha > 1$, a phase of delocalized magnons emerges at the bottom of the band. We characterize the scaling behavior of the localization length on all regimes and relate it with the scaling properties of the long-range correlated exchange coupling distribution.Comment: 7 Pages, 5 figures, to appear in Phys. Rev.

Stimulation of glucose uptake by insulin-like growth factor II in human muscle is not mediated by the insulin-like growth factor II/mannose 6-phosphate receptor.

Although the growth-promoting effects of insulin-like growth factor II (IGF-II) have been intensively studied, the acute actions of this hormone on glucose metabolism have been less well evaluated, especially in skeletal muscle ofhumans. We and other groups have shown that IGFs reduce glycaemic levels in humans and stimulate glucose uptake in rat muscle. The purpose of the present study was to evaluate the effect of IGF-II on glucose transport in muscle of normal and obese patients with and without non-insulin-dependent diabetes mellitus (NIDDM), as well as to identify the receptor responsible for this action. 2- Deoxyglucose transport was determined in vitro using a muscle- fibre strip preparation. IGF-II binding and stimulation of glucose transport by IGF-II were investigated in biopsy material of rectus abdominus muscle taken from lean and obese patients and obese patients with NIDDM at the time of surgery. In the lean group, IGF-II (100 nM) stimulated glucose transport 2.1-fold, which was slightly less than stimulation by insulin (2.8-fold) at the same concentration. Binding of IGF-II was approx. 25 % of that of insulin at 1 nM concentrations of both hormones. Obesity with or without NIDDM significantly reduced IGF-II-stimulated glucose uptake compared with the lean group. In order to explore which receptor mediated the IGF-II effect, we compared glucose uptake induced by IGF-II and two IGF-II analogues: [Leu27]IGF-II, with high affinity for the IGF-II/Man 6-P receptor but markedly reduced affinity for the IGF-I and insulin receptors, and [Arg54,Arg55]IGF-II, with high affinity for the IGF-I and insulin receptors but no affinity for the IGF-II/Man 6-P receptor. The potency of [Arg54,Arg55]IGF-II was similar to that of IGF- II, whereas [Leu27]IGF-II had a very diminished effect. Results show that IGF-II is capable of stimulating muscle glucose uptake in lean but not in obese subjects and this effect seems not to be mediated via an IGF-II/Man 6-P receptor. Originally published Biochemical Journal, Vol. 300, Pt. 3, June 199

Calibration of optimal execution of financial transactions in the presence of transient market impact

Trading large volumes of a financial asset in order driven markets requires the use of algorithmic execution dividing the volume in many transactions in order to minimize costs due to market impact. A proper design of an optimal execution strategy strongly depends on a careful modeling of market impact, i.e. how the price reacts to trades. In this paper we consider a recently introduced market impact model (Bouchaud et al., 2004), which has the property of describing both the volume and the temporal dependence of price change due to trading. We show how this model can be used to describe price impact also in aggregated trade time or in real time. We then solve analytically and calibrate with real data the optimal execution problem both for risk neutral and for risk averse investors and we derive an efficient frontier of optimal execution. When we include spread costs the problem must be solved numerically and we show that the introduction of such costs regularizes the solution.Comment: 31 pages, 8 figure