cssi/SciSciGPT-SciSciNet huggingface dataset:
The Impact of Higher Moments on Hedge Fund Risk Exposure

It is widely known that many hedge fund return series display significant skewness, kurtosis, and serial dependence. In addition, many hedge funds claim that their return distributions are not normal due to the use of derivatives, short sales, and rebalancing rules. Although these departures from normality do not typically invalidate the application of mean-variance analysis to portfolio formation, they often lead to higher exposure to loss than implied by the assumption of normality. In this article simulation techniques are utilized to quantify the miscalculation of exposure to loss for 31 Hedge Fund Research return series. These errors are measured for both end of horizon and within-horizon probability of loss. Results show that HFR return series tend to exhibit distributions that are far different from normal. Risk calculations performed under the assumptions that continuous returns are normally distributed significantly differently from the empirical results. However, if skewness and kurtosis for the HFR returns over the period January 1999-May 2003 are calculated, the distributions of the return series are much closer to the normal distribution and the majority of the HFR strategies exhibit positive skewness.
INTERSECTION COHOMOLOGY, MONODROMY AND THE MILNOR FIBER

We say that a complex analytic space, X, is an intersection cohomology manifold if and only if the shifted constant sheaf on X is isomorphic to intersection cohomology; with field coefficients, this is quickly seen to be equivalent to X being a homology manifold. Given an analytic function f on an intersection cohomology manifold, we describe a simple relation between V(f) being an intersection cohomology manifold and the vanishing cycle Milnor monodromy of f. We then describe how the Sebastiani–Thom isomorphism allows us to easily produce intersection cohomology manifolds with arbitrary singular sets. Finally, as an easy application, we obtain restrictions on the cohomology of the Milnor fiber of a hypersurface with a special type of one-dimensional critical locus.
Differential expression of NADPH-diaphorase between electrophysiologically-defined classes of pyramidal neurons in rat ventral subiculum, in vitro

The subiculum is the major output region of the hippocampal formation. We have studied pyramidal neurons in slices of rat ventral subiculum to determine if there is a correlation between nicotinamide adenine dinucleotide phosphate-diaphorase (NADPH-d) activity and electrophysiological phenotype. The majority of NADPH-d-positive pyramidal neurons were found in the superficial cell layer (i.e. nearest to the hippocampal fissure) of the subiculum and appreciable NADPH-d activity was absent from pyramidal neurons in area CA1. This distribution of NADPH-d activity was mimicked by that of immunoreactivity for the neuronal isoform of nitric oxide synthase. Subicular pyramidal neurons were classified, electrophysiologically, as intrinsically burst-firing or regular spiking. After electrophysiological characterization, neurons were filled with Neurobiotin and revealed using fluorescence immunocytochemistry. The slices containing these neurons were also processed for NADPH-d. NADPH-d activity was found in six out of eight regular spiking neurons but was not found in any of 13 intrinsically burst-firing neurons (P=0.0008, Fisher's Exact Test). We conclude that in rat ventral subiculum, NADPH-d activity is present in a proportion of pyramidal neurons and indicates the presence of the neuronal isoform of nitric oxide synthase. Furthermore, amongst pyramidal neurons, NADPH-d activity is distributed preferentially to those with the regular spiking phenotype. The distribution of regular spiking neurons suggests that they may not be present to the same extent in all subicular output pathways. Thus, the actions of nitric oxide may be relatively specific to particular hippocampal connections.
Surface modified niobium oxide catalyst: synthesis, characterization, and catalysis

Abstract The molecular structures and reactivity of surface modified niobium oxide catalysts were determined by Raman spectroscopy, pyridine adsorption as well as the methanol oxidation reaction. Metal oxides (Re 2 O 7 CrO 3 , WO 3 , MoO 3 , and V 2 O 5 ) and acids (phosphate and sulfate) form a surface overlayer on the niobia support, and possess a structure similar to the metal oxide ionic species present in acidic solutions (ReO 4 − , Cr 3 O 2− 10 , W 12 O −8 40 , Mo 8 O 4− 26 , V 10 O 6− 28 , H 2 PO − 4 , and HSO − 4 ) when the surface is hydrated. Upon dehydration, only one dehydrated surface ReO 4 species is present on niobia. For the CrO 3 , WO 3 , MoO 3 , V 2 O 5 , P 2 O 5 , and sulfate supported on niobia two dehydrated surface metal oxide species, highly distorted and slightly distorted structures, are present. Acidity and BET studies reveal that the presence of the surface metal oxide species stabilizes the surface acidic properties and surface area of niobia during high calcination temperatures (500°C). The 1% V 2 O 5 and 1% P 2 O 5 on Nb 2 O 5 samples possess a high concentration of surface acid sites as well as surface area, and the strength of surface Lewis acid sites on 1% P 2 O 5 /Nb 2 O 5 is stronger than the other systems. In addition, the surface V 2 O 5 , MoO 3 , CrO 3 , and Re 2 O 7 sites on niobia behave as redox sites and the surface WO 3 , P 2 O 5 , and sulfate sites on niobia behave as acid sites during methanol oxidation. The weak interaction between the surface rhenia species and the niobia support results in volatilization of surface rhenia during methanol oxidation and a corresponding low activity. Thus, the surface properties of niobia catalysts could be altered by the addition of surface metal oxide overlayer.
NaIrO3—A pentavalent post-perovskite

Sodium iridium (V) oxide, NaIrO{sub 3,} was synthesized by a high pressure solid state method and recovered to ambient conditions. It is found to be isostructural with CaIrO{sub 3}, the much-studied structural analog of the high-pressure post-perovskite phase of MgSiO{sub 3}. Among the oxide post-perovskites, NaIrO{sub 3} is the first example with a pentavalent cation. The structure consists of layers of corner- and edge-sharing IrO{sub 6} octahedra separated by layers of NaO{sub 8} bicapped trigonal prisms. NaIrO{sub 3} shows no magnetic ordering and resistivity measurements show non-metallic behavior. The crystal structure, electrical and magnetic properties are discussed and compared to known post-perovskites and pentavalent perovskite metal oxides. -- Graphical abstract: Sodium iridium(V) oxide, NaIrO{sub 3}, synthesized by a high pressure solid state method and recovered to ambient conditions is found to crystallize as the post-perovskite structure and is the first example of a pentavalent ABO{sub 3} post-perovskite. Research highlights: {yields} NaIrO{sub 3} post-perovskite stabilized by pressure. {yields} First example of a pentavalent oxide post-perovskite. {yields} Non-metallic and non-magnetic behavior of NaIrO{sub 3}.
Quantum cyclotomic orders of 3-manifolds☆

Abstract This paper provides a topological interpretation for number theoretic properties of quantum invariants of 3-manifolds. In particular, it is shown that the p-adic valuation of the quantum SO(3)-invariant of a 3-manifold M, for odd primes p, is bounded below by a linear function of the mod p first betti number of M. Sharper bounds using more delicate topological invariants are given as well.
Incentive Strength and Teacher Productivity: Evidence from a Group-Based Teacher Incentive Pay System

We estimate the impact of incentive strength on achievement under a group-based teacher incentive pay program. The system provides variation in the share of students in a subject-grade that a teacher instructs, which proxies for incentive strength. We find that achievement on incentivized exams, but not non-incentivized exams, improves when incentives strengthen. For the incentivized exams, we find that effects fade out monotonically as a teacher’s portion of the group increases to between 20% and 30% and are larger for teachers with low-achieving students. Calculations based off these estimates show modest positive effects of the program overall.
Evidence for Ring Caustics in the Milky Way

The late infall of cold dark matter onto our galaxy produces discrete flows and caustics in its halo. The recently discovered ring of stars near galactocentric distance 20 kpc and a series of sharp rises in the Milky Way rotation curve are interpreted as due to the presence of caustic rings of dark matter in the galactic plane. Their locations are consistent at the 3% level with the predictions of the self-similar infall model for the caustic ring radii. Also, a triangular feature in the IRAS map of the galactic plane is consistent with the imprint of a caustic ring of dark matter upon the baryonic matter. These observations imply that the dark matter in our neighborhood is dominated by a single flow whose density and velocity vector are estimated.
The tropical Grassmannian

In tropical algebraic geometry, the solution sets of polynomial equations are piecewise-linear. We introduce the tropical variety of a polynomial ideal, and we identify it with a polyhedral subcomplex of the Grobner fan. The tropical Grassmannian arises in this manner from the ideal of quadratic Plucker relations. It parametrizes all tropical linear spaces. Lines in tropical projective space are trees, and their tropical Grassmannian G2; n equals the space of phylogenetic trees studied by Billera, Holmes and Vogtmann. Higher Grassmannians oer a natural generalization of the space of trees. Their faces correspond to monomial-free initial ideals of the Plucker ideal. The tropical Grassmannian G3; 6 is a simplicial complex glued from 1035 tetrahedra.
Crystalline molecular machines: function, phase order, dimensionality, and composition

The design of molecular machines is stimulated by the possibility of developing new materials with complex physicochemical and mechanical properties that are responsive to external stimuli. Condensed-phase matter with anisotropic molecular order and controlled dynamics, also defined as amphidynamic crystals, offers a promising platform for the design of bulk materials capable of performing such functions. Recent studies have shown that it is possible to engineer molecular crystals and extended solids with Brownian rotation about specific axes that can be interfaced with external fields, which may ultimately be used to design novel optoelectronic materials. Structure/function relationships of amphidynamic materials have been characterized, establishing the blueprints to further engineer sophisticated function. However, the synthesis of amphidynamic molecular machines composed of multiple “parts” is essential to realize increasingly complex behavior. Recent progress in amphidynamic multicomponent systems suggests that sophisticated functions similar to those of simple biomolecular machines may eventually be within reach.
Elevated-Temperature Mechanical Properties of an Advanced-Type 316 Stainless Steel

Type 316FR stainless steel is a candidate material for the Japanese Demonstration Fast Breeder Reactor Plant to be built in Japan early in the next century. Like type 316L(N), it is a low-carbon grade of stainless steel with a more closely specified nitrogen content and chemistry optimized to enhance elevated-temperature performance. Early in 1994, under sponsorship of The Japan Atomic Power Company, work was initiated at Oak Ridge National Laboratory (ORNL) aimed at obtaining an elevated-temperature mechanical-properties database on a single heat of this material. The product form was 50-mm plate manufactured by the Nippon Steel Corporation. Data include results from long-term creep-rupture tests conducted at temperatures of 500 to 600 C with test times up to nearly 40,000 h, continuous-cycle strain-controlled fatigue test results over the same temperature range, limited creep-fatigue data at 550 and 600 C, and tensile test properties from room temperature to 650 C. The ORNL data were compared with data obtained from several different heats and product forms of this material obtained at Japanese laboratories. The data were also compared with results from predictive equations developed for this material and with data available for type 316 and type 316L(N) stainless steel.
The Mass Spectra, Hierarchy and Cosmology of B-L MSSM Heterotic Compactifications

The matter spectrum of the MSSM, including three right-handed neutrino supermultiplets and one pair of Higgs–Higgs conjugate superfields, can be obtained by compactifying the E8 ×E8 heterotic string and M-theory on Calabi–Yau manifolds with specific SU(4) vector bundles. These theories have the standard model gauge group augmented by an additional gauged U(1)B-L. Their minimal content requires that the B-L gauge symmetry be spontaneously broken by a vacuum expectation value of at least one right-handed sneutrino. In previous papers, we presented the results of a quasianalytic renormalization group analysis showing that B-L gauge symmetry is indeed radiatively broken with an appropriate B-L/electroweak hierarchy. In this paper, we extend these results by (1) enlarging the initial parameter space and (2) explicitly calculating the renormalization group equations numerically. The regions of the initial parameter space leading to realistic vacua are presented and the B-L/electroweak hierarchy computed over these regimes. At representative points, the mass spectrum for all sparticles and Higgs fields is calculated and shown to be consistent with present experimental bounds. Some fundamental phenomenological signatures of a nonzero right-handed sneutrino expectation value are discussed, particularly the cosmology and proton lifetime arising from induced lepton and baryon number violating interactions.
Fluorescent sensors for activity and regulation of the nitrate transceptor CHL1/NRT1.1 and oligopeptide transporters

To monitor nitrate and peptide transport activity in vivo, we converted the dual-affinity nitrate transceptor CHL1/NRT1.1/NPF6.3 and four related oligopeptide transporters PTR1, 2, 4, and 5 into fluorescence activity sensors (NiTrac1, PepTrac). Substrate addition to yeast expressing transporter fusions with yellow fluorescent protein and mCerulean triggered substrate-dependent donor quenching or resonance energy transfer. Fluorescence changes were nitrate/peptide-specific, respectively. Like CHL1, NiTrac1 had biphasic kinetics. Mutation of T101A eliminated high-affinity transport and blocked the fluorescence response to low nitrate. NiTrac was used for characterizing side chains considered important for substrate interaction, proton coupling, and regulation. We observed a striking correlation between transport activity and sensor output. Coexpression of NiTrac with known calcineurin-like proteins (CBL1, 9; CIPK23) and candidates identified in an interactome screen (CBL1, KT2, WNKinase 8) blocked NiTrac1 responses, demonstrating the suitability for in vivo analysis of activity and regulation. The new technology is applicable in plant and medical research. DOI: http://dx.doi.org/10.7554/eLife.01917.001.
Basics and Applications of Solid-State Kinetics: A Pharmaceutical Perspective

Most solid-state kinetic principles were derived from those for homogenous phases in the past century. Rate laws describing solid-state degradation are more complex than those in homogenous phases. Solid-state kinetic reactions can be mechanistically classified as nucleation, geometrical contraction, diffusion, and reaction order models. Experimentally, solid-state kinetics is studied either isothermally or nonisothermally. Many mathematical methods have been developed to interpret experimental data for both heating protocols. These methods generally fall into one of two categories: model-fitting and model-free. Controversies have arisen with regard to interpreting solid-state kinetic results, which include variable activation energy, calculation methods, and kinetic compensation effects. Solid-state kinetic studies have appeared in the pharmaceutical literature over many years; some of the more recent ones are discussed in this review.
Model-based semantic object extraction for content-based video representation and indexing

This paper proposes an integrated system for supporting content-based video retrieval and browsing over networks. An automatic semantic video object extraction technique for providing more compact video representation is developed. The video images are first partitioned into a ste of homogeneous regions with accurate boundaries by integrating the result of color edge detection and region growing procedures. The object seeds, which are the intuitive and representative part of the semantic objects, are detected from these obtained homogeneous image regions. The semantic objects are then generated by a seeded region aggregation or a human interaction procedure. These obtained semantic objects are tracked along the time axis for exploiting their temporal correspondences among frames. Given the semantic video objects represented by a set of visual features, a seeded semantic video content clustering technique is developed for providing more effective video indexing, retrieval and browsing.© (2001) COPYRIGHT SPIE--The International Society for Optical Engineering. Downloading of the abstract is permitted for personal use only.
Navigation Accuracy Analysis for a Halley Intercept Mission

A ballistic intercept mission to Comet Halley is currently under consideration by the United States. This paper describes the navigation system and the navigation strategy which would be employed in such a mission, assuming a launch in the summer of 1985 and an arrival in March of 1986. Spacecraft comet-relative orbit determination accuracies are presented as functions of time for the baseline navigation strategy, along with the results of a number of parametric sensitivity studies involving parameters such as data frequencies, data accuracies, stochastic acceleration levels, cometary ephemeris uncertainties, maneuver execution errors, and encounter date.
Vision-based obstacle detection and grouping for helicopter guidance

Electro-optical sensors can be used to compute range to objects in the flight path of a helicopter. The computation is based on the optical flow/motion at different points in the image. The motion algorithms provide a sparse set of ranges to discrete features in the image sequence as a function of azimuth and elevation. For obstacle avoidance guidance and display purposes, these discrete set of ranges, varying from a few hundreds to several thousands, need to be grouped into sets which correspond to objects in the real world. This paper presents a new method for object segmentation based on clustering the sparse range information provided by motion algorithms together with the spatial relation provided by the static image. The range values are initially grouped into clusters based on depth. Subsequently, the clusters are modified by using the K-means algorithm in the inertial horizontal plane and the minimum spanning tree algorithms in the image plane. The object grouping allows interpolation within a group and enables the creation of dense range maps. Researchers in robotics have used densely scanned sequence of laser range images to build three-dimensional representation of the outside world. Thus, modeling techniques developed for dense range images can be extended to sparse range images. The paper presents object segmentation results for a sequence of flight images.
A Dual-Based Algorithm for Multi-Level Network Design

Given an undirected network with L possible facility types for each edge, and a partition of the nodes into L levels or grades, the Multi-level Network Design MLND problem seeks a fixed cost minimizing design that spans all the nodes and connects the nodes at each level by facilities of the corresponding or higher grade. This problem generalizes the well-known Steiner network problem and the hierarchical network design problem, and has applications in telecommunication, transportation, and electric power distribution network design. In a companion paper we studied alternative model formulations for a two-level version of this problem, and analyzed the worst-case performance of several heuristics based on Steiner network and spanning tree solutions. This paper develops a dual-based algorithm for the MLND problem. The method first performs problem preprocessing to fix certain design variables, and then applies a dual ascent procedure to generate upper and lower bounds on the optimal value. We report extensive computational results on large, random two-level test problems containing up to 500 nodes, and 5,000 edges with varying cost structures. The integer programming formulation of the largest of these problems has 20,000 integer variables and over 5 million constraints. Our tests indicate that the dual-based algorithm is very effective, producing solutions that are within 0.9% of optimality.
A Vaulted Biaryl Phosphoric Acid-Catalyzed Reduction of α-Imino Esters: The Highly Enantioselective Preparation of α-Amino Esters

A new method for the chiral phosphoric acid-catalyzed reduction of α-imino esters using Hantzsch ester is described. A series of 11 α-imino esters were evaluated, and it was shown that imino substrates derived from substituted aryl and alkyl keto esters could be reduced to the corresponding α-amino ester in excellent yield and in enantiomeric excesses from 94 to 99%. Catalyst loading was 5 mol % in each case, and the reactions were run with toluene as the solvent.
Total synthesis of sanjoinine A (frangufoline)

Abstract Sanjoinine A ( 1 ) was synthesized from a 14-membered cyclopeptide prepared from a Garner aldehyde derived from d -serine. The key steps in the synthesis were the catalytic asymmetric reduction of ketone 2(b) and the final removal of the Boc group.
Structural prospects for hypersonic air vehicles

THE purpose of this paper is to review the major structural design problems common to all hypersonic air vehicles and describe some of the current research results to indicate the structures and materials technology produced during the initial phase of a new era in aeronautics. To further limit the scope of the discussion and to focus it on a particular application, these structural problems will be discussed in relation to a hypersonic commercial air transport that might be ready for intercontinental airline service 15 to 20 years' hence.
Application of a sunburst aperture to diffraction suppression

A closed-form solution to a two-dimensional Fourier transform of a toothed wheel or sunburst is presented. The solution was obtained by decomposing the sunburst aperture into triangles and applying the superposition principle to sum the Fourier transforms of the subapertures. This technique is applicable to analyzing and designing other complicated apertures. Computer plots are presented that show the spatial transforms along the radial and angular directions. For small radial distances, the transform resembles that of a circle, whereas for large radial distances, it has preferred angular directions that are perpendicular to every edge of the aperture. The power spectrum or the magnitude squared of the transform is a close approximation of the Fraunhofer diffraction pattern of the aperture. Contour shaping of this type is an effective means of apodizing diffraction of unwanted sources of small angular subtense but becomes ineffective when the angular subtense of the unwanted sources are large.
Isoelectronic behavior of resonant and intercombination lines in MgI-like ions

Abstract The observed intensity ratio of the 3s 2 1 S 0 - 3s3p 1 P 1 to the 3s 2 1 S 0 - 3s3p 3 P 1 transitions in MgI-like ion has always presented those who model plasma spectra with a challenge; the obseved intensity of the intercombination line is always several times greater than what simple models predict. We offer a model that takes into account the contribution to the MgI-like emission features from autoionizing levels of the adjacent All-like charge state. Models in the present work give good agreement with the observed resonant/intercombination (R/I) emission ratio only when a departure from ionization equilibrium is assumed. We also identify, for the first time, intercombination lines of the form 3s3p 1 P 1 · 3p 2 3 P 2 in several elements relevant to both astrophysical and magnetically-confined fusion plasmas.
Redox properties of niobium oxide catalysts

Niobia catalysts can contain niobium oxide as a two-dimensional niobium oxide overlayer (surface niobia species), an oxide support (niobia supported surface redox sites) or a mixed oxide (solid solution or compound of niobium oxide). The molecular structures and redox properties of these different niobia-containing catalysts are investigated for several different oxidation reactions. These studies reveal that niobia present as surface metal oxide species, an oxide support and mixed oxides can directly as well as indirectly influence the redox properties of oxide catalysts.
Fair Value: Your Value or Mine? An Observation on the Ambiguity of the Fair Value Notion Illustrated by the Credit Crunch

Current International Financial Reporting Standards (IFRSs) define fair value as a transaction price. In imperfect markets, buyer's and seller's marginal prices, at which they are rationally willing to transact, differ. The transaction price can be any amount within the range between those prices. However, scenarios are conceivable in which no such range exists because the seller's marginal price exceeds the buyer's. In this scenario, no arm's length transactions between knowledgeable, willing parties are possible. Such a scenario can be likely characterised by low liquidity and/or high information asymmetry and seems to be broadly consistent with what is recently referred to as the ‘credit crunch’. Under this scenario, the IFRS definition of fair value is not readily applicable. Two views are possible: under view 1, fair value refers to the potential buyer's marginal price. Although fair value does always exist conceptually, it negates the notion of two rationally acting parties. View 2 acknowledges that...
Mass flow in interacting binaries observed in the ultraviolet

Recent satellite observations of close binary systems show that practically all binaries exhibit evidence of mass flow and that, where the observations are sufficiently detailed, a fraction of the matter flowing out of the mass-losing component is accreted by the companion and the remainder is lost from the binary system. The mass flow is not conservative. During the phase of dynamic mass flow, the companion star becomes immersed in optically-thick plasma and the physical properties of that star elude close scrutiny.
STRUCTURAL DISTORTIONS OF CYCLIC PHOSPHORANES AND THE BERRY EXCHANGE COORDINATE. A QUANTITATIVE DESCRIPTION

Abstract Structural distortions of cyclic phosphoranes are shown to form a continuous series between the idealized trigonal bipyramidal (D 3h) and square pyramidal (C 4v) representations. The particular form of the distortions is along the Berry intramolecular exchange coordinate. Despite the lack of symmetry in the makeup of the cyclic substituents, a local C 2v constraint is closely followed. The origin of the mode of distortion is discussed in relation to the two sets of bond properties peculiar to five-coordinate geometries and the closeness in energy of the two idealized structures, enhanced by the presence of ring constraints. These findings reinforce the operation of successive Berry rearrangements postulated to account for NMR exchange data on a wide variety of phosphorane derivatives.
USE OF POLARIZED DEUTERONS TO DETERMINE THE TOTAL ANGULAR MOMENTUM TRANSFER IN STRIPPING REACTIONS.

Abstract Polarized deuterons have been used to initiate stripping reactions to determine vector analysing powers for transitions for which the orbital angular momentum l and total angular momentum j of the captured neutron are known. Measurements have been performed at a deuteron energy of about 8 MeV for the target nuclei 9 Be, 12 C, 24 Mg, 40 Ca and 52 Cr. For a given l , there is pronounced difference between the vector analysing powers for j = l+ 1 2 and j = l− 1 2 reactions. The measured vector analysing powers are compared with predictions based on the distorted-wave Born approximation. Effects of variations of optical parameters are discussed. If optical potentials which fit the elastic scattering data are used, the measured vector analysing powers are reproduced for the intermediate-weight nuclei.
Large-eddy simulation of open channel flow with surface cooling

Abstract Results are presented from large-eddy simulations of an unstably stratified open channel flow, driven by a uniform pressure gradient and with zero surface shear stress and a no-slip lower boundary. The unstable stratification is applied by a constant cooling flux at the surface and an adiabatic bottom wall, with a constant source term present to ensure the temperature reaches a statistically steady state. The structure of the turbulence and the turbulence statistics are analyzed with respect to the Rayleigh number ( Ra τ ) representative of the surface buoyancy relative to shear. The impact of the surface cooling-induced buoyancy on mean and root mean square of velocity and temperature, budgets of turbulent kinetic energy (and components), Reynolds shear stress and vertical turbulent heat flux will be investigated. Additionally, colormaps of velocity fluctuations will aid the visualization of turbulent structures on both vertical and horizontal planes in the flow. Under neutrally stratified conditions the flow is characterized by weak, full-depth, streamwise cells similar to but less coherent than Couette cells in plane Couette flow. Increased Ra τ and thus increased buoyancy effects due to surface cooling lead to full-depth convection cells of significantly greater spanwise size and coherence, thus termed convective supercells. Full-depth convective cell structures of this magnitude are seen for the first time in this open channel domain, and may have important implications for turbulence analysis in a comparable tidally-driven ocean boundary layer. As such, these results motivate further study of the effect of surface cooling on tidal boundary layers simulated via an oscillating pressure gradient. Such large-scale structures may also have an important impact on RANS-based (Reynolds-averaged Navier–Stokes equations-based) modeling of turbulence within tidal, convective flows.
On the foreign exchange risk premium in a general equilibrium model

Abstract The foreign exchange risk premium in a cash-in-advance model is investigated. Some weaknesses of the definition of the risk premium generally used are discussed. It is shown that the primary ultimate source of foreign exchange risk is the covariance of monetary shocks with real output shocks. Several studies have assumed this covariance is zero, and hence assumed away the major source of risk in the model. Finally, the risk premium generated from standard versions of this model is argued to be very small, because it is the same order of magnitudeas covariances of money and output growth rates.
Moment-based relaxation of the optimal power flow problem

The optimal power flow (OPF) problem minimizes power system operating cost subject to both engineering and network constraints. With the potential to find global solutions, significant research interest has focused on convex relaxations of the non-convex AC OPF problem. This paper investigates "moment-based" relaxations of the OPF problem developed from polynomial optimization theory. At the cost of increased computational requirements, moment relaxations are generally tighter than relaxations employed in previous research, thus resulting in global solutions for a broader class of OPF problems. Exploration of the feasible spaces of test systems illustrates the effectiveness of the moment relaxations.
Symptomatic Atrial Septal Defect in Infancy

Atrial septal defect of the ostium secundum variety (ASD) is uncommonly diagnosed in infancy and rarely results in congestive heart failure (CHF). Eleven patients with uncomplicated ASD who developed CHF between 6 days and 13 months of age are presented. The diagnosis of ASD was documented by cardiac catheterization in all 11 patients. Left-to-right shunt ranged from 52 to 80%. Right ventricular pressure was near systemic levels in two patients and at least somewhat elevated in the other nine. Total pulmonary resistance (TPR) was within normal limits in all 11. No left ventricular obstructive lesions were found. Although one patient had unusual thickening of the left ventricular myocardium, and the left ventricular cavity was enlarged in two other cases, no specific abnormality in left or right ventricular function could be defined. Spontaneous closure of the ASD did not occur in any of our patients. Since spontaneous closure even of a large ASD can occur, however, it seems advisable to defer elective sur...
Tip Speed Ratio Influences on Rotationally Augmented Boundary Layer Topology and Aerodynamic Force Generation

Under zero yaw conditions, rotational effects substantially and routinely augment HAWT blade aerodynamic response. To better comprehend the fluid dynamic mechanisms underlying this phenomenon, time dependent blade surface pressure data were acquired from the National Renewable Energy Laboratory (NREL) Unsteady Aerodynamics Experiment (UAE), a full-scale HAWT tested in the NASA Ames 80 ft×120 ft wind tunnel. These surface pressure data were processed to obtain normal force and flow field topology data. Further analyses were carried out in a manner that allowed tip speed ratio effects to be isolated from other confounding influences. Results showed clear correlations between normal forces, flow field topologies, and tip speed ratios. These relationships changed significantly at different blade radial locations, pointing to the complex three-dimensional flow physics present on rotating HAWT blades.
X-ray observations of the high magnetic field radio pulsar psr j1814-1744

PSR J1814-1744 is a 4 s radio pulsar with surface dipole magnetic field strength 5.5 × 1013 G, inferred assuming simple magnetic dipole braking. This pulsar's spin parameters are very similar to those of anomalous X-ray pulsars (AXPs), suggesting that this may be a transition object between the radio pulsar and AXP population, if AXPs are isolated, high magnetic field neutron stars as has recently been hypothesized. We present archival X-ray observations of PSR J1814-1744 made with ROSAT and ASCA. X-ray emission is not detected from the position of the radio pulsar. The derived upper flux limit implies an X-ray luminosity significantly smaller than those of all known AXPs. This conclusion is insensitive to the possibility that X-ray emission from PSR J1814-1744 is beamed or that it undergoes modest variability. When interpreted in the context of the magnetar mechanism, these results argue that X-ray emission from AXPs must depend on more than merely the inferred surface magnetic field strength. This suggests distinct evolutionary paths for radio pulsars and AXPs, despite their proximity in period-period derivative phase space.
Stochastic Interest Rates and Price Discovery in Selected Commodity Markets

The temporal relationship between Chicago corn and soybean cash prices, nearby futures prices, and interest rates is examined using daily 1980-1989 data. Johansen cointegration tests suggest joint movement of the three series over the data period considered. In addition, analyses of individual crop years, which is consistent with previous work, shows co-movement between cash, futures, and interest rates in years when bivariate cointegration between cash and futures prices was not found. The results provide initial empirical evidence that a potential limitation of previous research in the study of cash- futures simple efficiency has been the exclusion of the interest rate as a common stochastic factor explaining equilibrium in models of cash and futures prices. (This abstract was borrowed from another version of this item.)
Limited Data Tomography Using Support Minimization with a Priori Data

This paper addresses the reconstruction of incomplete projection data such as obtained in limited angle X-ray tomography, including cases where a priori object geometry information is available. A variational approach is taken in which the missing projection data is determined through optimization of a functional measure of non-physical or undesirable solution (image) attributes. The focus of the research is on the prescription of appropriate functional measures, and in particular on the application of a functional which minimizes the support (i.e. area) of the solution image. The connection between functional attributes and algorithm behaviors is discussed, and examples of application of various functionals are assessed. A scheme for incorporation of a priori geometry information in the variational reconstruction is demonstrated. It is shown that the minimal support functional is effective in reconstructing compact, high contrast features, and is therefore likely to be useful in applications such as dimensional analysis and the imaging of cracks. This paper presents a summary of the continuation of the work reported last year [1], hence concepts discussed in detail in ref. [1] will only be stated briefly in this writing.
OCT-guided TMR

Transmyocardial revascularization (TMR) has been investigated as a means of reperfusing ischemic heart tissue by introducing channels in the myocardium. In percutaneous TMR (P TMR), the channels are made from within the left ventricle by introducing an excimer laser catheter via the femoral artery. There is currently no means of determining the limits of ablation in P TMR so that the epicardium is not perforated. We used an optical coherence tomography (OCT) signal to detect the epicardial surface during excimer laser ablation of the myocardium in porcine hearts. A XeCl excimer laser operating at 308 nm with a pulse duration of 125 - 200 ns and a pulse energy of 21/mJ at 25 Hz was used to ablate channels in porcine hearts ex vivo. The OCT system was connected to an optical fiber guidewire that was introduced coaxially with the ablation fiber. The OCT signal was monitored on a computer during the ablation process. The epicardial surface was detected within 600 micrometer of perforation.
Surface Properties of II-VI Compounds

Single crystals of ZnO, ZnS, ZnSe, ZnTe, CdS, CdSe, and CdTe have been cleaved in ultrahigh vacuum ($p\ensuremath{\le}2\ifmmode\times\else\texttimes\fi{}{10}^{\ensuremath{-}11}$ Torr) and measurements have been made of photoemission, contact potential, and surface photovoltage. In some cases, metal contacts were deposited onto the clean surfaces and the Schottky barrier heights determined. Photoelectric thresholds were similar for compounds having the same chalcogen, being higher for chalcogens with higher electronegativity. For a given chalcogen, the electron affinity of the crystal was about 0.8 eV smaller for the zinc compound than for the cadmium compound. Band bending observed was consistent with a band of surface acceptors near the conduction-band edge and a band of surface donors near the valence-band edge. Schottky barrier heights were close to the value given by the difference between the semiconductor electron affinity and the metal work function, provided the work function used was that for the specific metal-substrate system in question.
Regional warming from aerosol removal over the United States: Results from a transient 2010–2050 climate simulation

Abstract We use a general circulation model (NASA Goddard Institute for Space Studies GCM 3) to investigate the regional climate response to removal of aerosols over the United States. We perform a pair of transient 2010–2050 climate simulations following a scenario of increasing greenhouse gas concentrations, with and without aerosols over the United States and with present-day aerosols elsewhere. We find that removing U.S. aerosol significantly enhances the warming from greenhouse gases in a spatial pattern that strongly correlates with that of the aerosol. Warming is nearly negligible outside the United States, but annual mean surface temperatures increase by 0.4–0.6 K in the eastern United States. Temperatures during summer heat waves in the Northeast rise by as much as 1–2 K due to aerosol removal, driven in part by positive feedbacks involving soil moisture and low cloud cover. Reducing U.S. aerosol sources to achieve air quality objectives could thus have significant unintended regional warming consequences.
Caballero Meets Bewley: The Permanent-Income Hypothesis in General Equilibrium

The permanent-income hypothesis (PIH) of Milton Friedman (1957) states that the agent saves in anticipation of possible future declines in labor income (John Y. Campbell, 1987). He also saves for precautionary reasons, and dissaves because of impatience. To justify the PIH in an intertemporal optimization framework, it has been conventional to assume both (i) quadratic utility, to turn off precautionary motives (Robert E. Hall, 1978), and (ii) equality between the subjective discount rate and the interest rate, in order to rule out dissavings for lack of patience. Neither assumption is plausible. Much work on consumption in the past decade has focused on individual’s precautionary savings motives and liquidity constraints. Impatience is a standard result in heterogeneousagents general-equilibrium incomplete-markets models, generally known as Bewley models. This paper shows that the PIH is in any case the optimal rule, in a Bewley model, in which each agent solves the precautionary-savings model of Caballero (1990, 1991). In addition to the demand for savings for a “rainy day,” Caballero’s model also predicts a constant precautionary-savings demand and constant dissavings due to impatience. In equilibrium, I show that these two forces must cancel each other. As a result, the agent behaves in accordance with the PIH. Section I describes the model. Section II concludes. The Appendix provides a heuristic derivation and a proof of the optimal consumption rule.
Idealized tropical cyclone simulations of intermediate complexity: A test case for AGCMs

[1] The paper introduces a moist, deterministic test case of intermediate complexity for Atmospheric General Circulation Models (AGCMs). We suggest pairing an AGCM dynamical core with simple physical parameterizations to test the evolution of a single, idealized, initially weak vortex into a tropical cyclone. The initial conditions are based on an initial vortex seed that is in gradient-wind and hydrostatic balance. The suggested “simple-physics” package consists of parameterizations of bulk aerodynamic surface fluxes for moisture, sensible heat and momentum, boundary layer diffusion, and large-scale condensation. Such a configuration includes the important driving mechanisms for tropical cyclones, and leads to a rapid intensification of the initial vortex over a forecast period of ten days. The simple-physics test paradigm is not limited to tropical cyclones, and can be universally applied to other flow fields. The physical parameterizations are described in detail to foster model intercomparisons. The characteristics of the intermediate-complexity test case are demonstrated with the help of four hydrostatic dynamical cores that are part of the Community Atmosphere Model version 5 (CAM 5) developed at the National Center for Atmospheric Research (NCAR). In particular, these are the Finite-Volume, Spectral Element, and spectral transform Eulerian and semi-Lagrangian dynamical cores that are coupled to the simple-physics suite. The simulations show that despite the simplicity of the physics forcings the models develop the tropical cyclone at horizontal grid spacings of about 55 km and finer. The simple-physics simulations reveal essential differences in the storm's structure and strength due to the choice of the dynamical core. Similar differences are also seen in complex full-physics aqua-planet experiments with CAM 5 which serve as a motivator for this work. The results suggest that differences in complex full-physics simulations can be, at least partly, replicated in simplified model setups. The simplified experiments might therefore provide easier access to an improved physical understanding of how the dynamical core and moist physical parameterizations interact. It is concluded that the simple-physics test case has the potential to close the gap between dry dynamical core assessments and full-physics aqua-planet experiments, and can shed light on the role of the dynamical core in the presence of moisture processes.
Formation of a carbon-nitrogen bond via a 5-exo-trig radical cyclization onto the nitrogen of an imidate ester

Abstract Intramolecular addition of an aryl radical to the nitrogen of an imidate ester cyclized in the 5-exo-trig mode to form the CN bond, with no 6-endo-trig product being detected.
Photoactivation of neurons by laser-generated local heating

We present a method for achieving temporally and spatially precise photoactivation of neurons without the need for genetic expression of photosensitive proteins. Our method depends upon conduction of thermal energy via absorption by chemically inert carbon particles and does not require the presence of voltage-gated channels to create transmembrane currents. We demonstrate photothermal initiation of action potentials in Hirudo verbana neurons within an intact ganglion and of transmembrane currents in Xenopus oocytes. Thermal energy is delivered by focused 50 ms, 650 nm laser pulses with total pulse energies between 250 and 3500 μJ. We document an optical delivery system for targeting specific neurons that can be expanded for multiple target sites. Our method achieves photoactivation reliably (70 - 90% of attempts) and can issue multiple pulses (6-9) with minimal changes to cellular properties as measured by intracellular recording. Direct photoactivation presents a significant step towards all-optical analysis of neural circuits in animals such as Hirudo verbana where genetic expression of photosensitive compounds is not feasible.
The enantioselective intramolecular aminative functionalization of unactivated alkenes, dienes, allenes and alkynes for the synthesis of chiral nitrogen heterocycles

The enantioselective intramolecular aminative functionalization of unactivated alkenes and related π-systems is a straight-forward and atom economical strategy for the synthesis of chiral nitrogen heterocycles. These reactions can be categorized as oxidatively neutral, such as alkene hydroamination, or as oxidative reactions, such as alkene difunctionalization, e.g. aminooxygenation and carboamination. This perspective reviews the current work in the field and explores mechanistic trends that are common among the different catalysts and reaction types.
Improvement of thermal properties of ultra-high Q silicon microdisk resonators

Silicon-on-insulator ultra-high Q resonators with improved thermal properties are reported. A thin Si pedestal layer between microdisk and oxide increases the thermal conductivity dramatically, while Q is preserved, enabling higher field intensities in nonlinear-optical applications.