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The intermolecular potential for the van der Waals complex of the carbon monoxide cation with helium is studied by means of the partially spin adapted coupled cluster RCCSD(T) method and the aug-cc-pVXZ family of basis sets. In the ground electronic state, correlated with the lowest electronic asymptote $X {^2\Sigma^+}$ of the monomer CO$^+$, the complex He($^1S$)-CO$^+$($^2\Sigma^+$) has a nonlinear equilibrium structure with a Jacobi angle of about 46 deg and a binding energy of about 275 cm$^{-1}$. For the complex He($^1S$)-CO$^+$($A {^2\Pi}$) we find equilibrium Jacobi angles of 78 deg and 90 deg and electronic binding energies of about 160 cm$^{-1}$ and 303 cm$^{-1}$ for the $A^{\prime\prime}$ and $A^{\prime}$ components, respectively, coalescing into the $\Pi$ state at linearity. Two-dimensional intermolecular potential energy surfaces are constructed for the ground electronic state and used to compute rotation-vibration states up to J=10 with the numerically exact discrete variable representation (DVR) technique. The He-CO$^+$ complex is found to have 19 bound even-parity J=0 states and 16 bound odd-parity J=1 states and to exhibit strong angular-radial coupling and quasilinear behaviour.
A RCCSD(T)/cc-pVQZ potential energy surface is constructed for the HOCO radical in the ground electronic state and used to compute rotation-vibration levels of HOCO and DOCO. Two numerical strategies are employed to study in detail the wave function properties. The importance of stretch−bend coupling, such as ν4/ν5 and ν3/ν4, for the internal dynamics is demonstrated. The rotational constants computed for the vibrational ground state of trans and cis conformers are in good agreement with experimental values.
An in situ experiment has been carried out inbioturbated Mediterranean coastal marine sediments (Gulfof Fos) in order to study the influence of hydrocarbons ondenitrification after 1, 4 and 6 months. In theabsence of hydrocarbons in the control sediments, the presenceof macrofauna stimulated denitrificationby 160%. This stimulation is induced by sediment reworkingthat favours both direct NO-3 supply fromthe water column and the penetration of O{2}, which in turnstimulated nitrification, the other source ofNO-3 in sediment. The presence of hydrocarbons in theexperimental sediments either stimulated orinhibited the denitrification. The denitrification response tothe presence of hydrocarbon is dependent onthe quantity of matter buried by the macrofauna activity. Insmall quantities, the organic matter relatedto hydrocarbons 120% enhanced the denitrification compared tothe controls. On the other hand, whenburied hydrocarbon concentrations were higher (>100 mgsaturated hydrocarbon fraction kg-1 drysediment), the denitrification was inhibited.On the basis of the results obtained, a descriptive model ofthe patterns of denitrification in relation to the presence ofmacrofauna and the distribution of hydrocarbons in sediments is proposed.
The charisma of the leader is conveyed through multiple aspects: his ideas and vision and his perceivable verbal and non verbal behaviors. Among these perceivable behaviors there are the acoustic characteristics of speech. We present here a study on the perception of charisma in political speech. We collected speech statements with different illocutionary value taken from two speeches given by Umberto Bossi, the leader of an Italian party, before and after a stroke which caused him a voice disorder. Stimuli from the two condition differed significantly in the acoustic-prosodic features. In the first part of the study 40 French listeners rated normal speech stimuli (20 pre- and 20 post-stroke) and in the second part 22 French (11 pre- and 11 post-stroke) and 31 Italians (15 pre- and 16 post-stroke) rated the de-lexicalized version of the same stimuli. Results for the first part of the study show that pitch contour in Bossi's pre-stroke speech positively influence the perception of his speech as charismatic, as opposed to those some years after the stroke. Results for the de-lexicalized speech confirm for French listeners our hypothesis of the influence of the pitch contour in Bossi's charisma perception but they are controversial for Italian participants that seem to perceive Bossi as more charismatic in the post-stroke condition.
Grâce aux technologies des interfaces à retour de force et de la modélisation physique, il semble aujourd'hui possible d'atteindre le même type de relation avec les objets virtuels qu'avec les instruments acoustiques. Mais la conception de systèmes artificiels si élaborés pose des questions profondes sur les conditions nécessaires à la mise en place d'une relation instrumentale. Cet article présente une étude qualitative d'une telle relation dans le cas du frottement sur une corde virtuelle, simulée à l'aide de modèles de type masses-interactions et guide d'onde. Des utilisateurs ont été invités à explorer les possibilités de différentes simulations tout en exprimant leurs impressions par rapport à cette situation, ce qui nous a permis d'identifier certaines des qualités clés des dispositifs testés qui conditionnent la construction d'une relation riche et intime avec l'utilisateur.
DBpedia knowledge base has been built from data extracted from Wikipedia. However, many existing relations among resources in DBpedia are missing links among articles from Wikipedia. In some cases, adding these links into Wikipedia will enrich Wikipedia content and therefore will enable bet- ter navigation. In previous work, we proposed PIA algorithm that predicts the best link to connect two articles in Wikipedia corresponding to those related by a semantic property in DB- pedia and respecting the Wikipedia convention. PIA calcu- lates this link as a path query. After introducing PIA results in Wikipedia, most of them were accepted by the Wikipedia community. However, some were rejected because PIA pre- dicts path queries that are too general. In this paper, we report the BlueFinder collaborative filtering algorithm that fixes PIA miscalculation. It is sensible to the specificity of the resource types. According to the conducted experimentation we found out that BlueFinder is a better solution than PIA because it solves more cases with a better recall.
In order to extend the Schützenberger's factorization, the combinatorial Hopf algebra of the $q$-stuffles product is developed systematically in a parallel way with that of the shuffle product and and in emphasizing the Lie elements as studied by Ree. In particular, we will give here an effective construction of pair of bases in duality.
In this paper, we present a pattern recognition method that uses dynamic programming (DP) for the alignment of Radon features. The key characteristic of the method is to use dynamic time warping (DTW) to match corresponding pairs of the Radon features for all possible projections. Thanks to DTW, we avoid compressing the feature matrix into a single vector which would otherwise miss information. To reduce the possible number of matchings, we rely on a initial normalisation based on the pattern orientation. A comprehensive study is made using major state-of-the-art shape descriptors over several public datasets of shapes such as graphical symbols (both printed and hand-drawn), handwritten characters and footwear prints. In all tests, the method proves its generic behaviour by providing better recognition performance. Overall, we validate that our method is robust to deformed shape due to distortion, degradation and occlusion.
In this paper, we address a new scheme for symbol retrieval based on relation bag-of-features (BOFs) which are computed between the extracted visual primitives. Our feature consists of pairwise spatial relations from all possible combina tions of individual visual primitives. The key characteristic of the overall process is to use topological information to guide directional relations. Consequently, directional relation matching takes place only with those candidates having similar topological configurations. A comprehensive study is made by using two different datasets. Experimental tests provide interesting results by establishing user-friendly symbol retrieval application.
We present an experimental study of a new regime of monodisperse micro-droplet generation that we named the balloon regime. A dispersion of oil in water in a T-junction microfluidic system was studied. Several microfluidic devices having different cross-sections of the continuous and the dispersed phases micro-channels were tested. This new regime appears only for low- dispersed phase velocity. The micro-droplet size is mainly related to the geometry of the T-junction micro-channels especially its width and depth, and independent of the continuous and dispersed phases velocities. In our experiments, the velocities of the continuous and the dispersed phases vc and vd respectively, have been varied in a wide range: vc from 0.5 to 500 mm/s, and vd from 0.01 to 30 mm/s. We show that the continuous phase only controls the micro-droplet density, while the dispersed phase linearly changes the frequency of the micro-droplet generation. Another particularity of the present regime, which differentiates it from all other known regimes, is that the micro-droplet retains its circular shape throughout its formation at the T junction, and undergoes no deformation due to the drag forces. We propose a mechanism to explain the formation of microdroplets in this new regime.
The use of ubiquitous computing devices like Wireless Sensor Networks (WSNs) has increased with an exponential growth in recent years, due its low-cost, portability, easy deployment, self-organization. Since WSNs are battery-powered devices, thus main challenge faced by designers is reduction of energy consumption in WSNs. This paper presents an effective implementation of Dynamic Power Manager (DPM) and Dynamic Voltage and Frequency Scaling (DVFS) technics to increase the autonomy of wireless sensor node by reducing dynamic power dissipation. Simulation with the application of hazardous gas detection using Capnet-PE tool indicates significant energy-saving, which allows us to evaluate and validate our approach for WSN.
A new macroscopic approach to modelise membrane wrinkling is presented. Most of the studies of the literature about membrane behaviour are macroscopic and phenomenological, the influence of wrinkles being accounted by non-linear constitutive laws without compressive stiffness. The present method is multi-scale and it permits to predict the wavelength and the spatial distribution of wrinkling amplitude. It belongs to the family of Landau-Ginzburg bifurcation equations and especially it relies on the technique of Fourier series with slowly varying coefficients. The result is a new family of macroscopic membrane models that are deduced from Föppl-Von Karman plate equations. Numerical solutions are presented giving the size of the wrinkles as a function of the applied compressive and tensile stresses.
The Korba aquifer on the east coast of Cape Bon has been overexploited since the 1960s with a resultant reversal of the hydraulic gradient and a degradation of the quality due to seawater intrusion. In 2008, the authorities introduced integrated water resources planning based on a managed aquifer recharge with treated wastewater. Water quality monitoring was implemented in order to determine the different system components and trace the effectiveness of the artificial recharge. Groundwater samples taken from recharge control piezometers and surrounding farm wells were analyzed for their chemical contents, for their boron isotopes, a proven tracer of groundwater salinization and domestic sewage, and their carbamazepine content, an anti-epileptic known to pass through wastewater treatment and so recognized as a pertinent tracer of wastewater contamination. The system equilibrium was permanently disturbed by the different temporal dynamics of continuous processes such as cation exchange, and by threshold processes linked to oxidation-reductive conditions. The boron isotopic compositions significantly shifted back-and-forth due to mixing with end-members of various origins. Under the variable contribution of meteoric recharge, the Plio-Quaternary groundwater (δ11B of 35-40.6‰, a mean B concentration of 30 µmol/L, no carbamazepine, n=7) was subject to seawater intrusion that induced a high δ11B level (δ11B of 41.5-48.0‰, a mean B concentration of 36 µmol/L, and n=8). Fresh groundwater (δ11B of 19.89‰, B concentration of 2.8 µmol/L, no carbamazepine) was detected close to the recharge site and may represent the deep Miocene pole which feeds the upper Plio-Quaternary aquifer. The managed recharge water (δ11B of 10.67-13.8‰, n=3) was brackish and of poor quality with a carbamazepine content showing a large short term variability with an average daily levels of 328 ± 61 ng/L. A few piezometers in the vicinity of the recharge site gradually acquired a B isotopic composition close to the wastewater signature and showed an increasing carbamazepine content (from 20 to 910 ng/L). The combination of boron isotopic signatures with boron and carbamazepine contents is a useful tool to assess sources and mixing of treated wastewaters in groundwaters. Effluent quality needs to be greatly improved before injection to prevent further degradation of groundwater quality.
The extreme characteristics of long wave run-up are studied in this paper. First we give a brief overview of the existing theory which is mainly based on the hodograph transformation (Carrier & Greenspan, 1958). Then, using numerical simulations, we build on the work of Stefanakis et al. (2011) for an infinite sloping beach and we find that resonant run-up amplification of monochromatic waves is robust to spectral perturbations of the incoming wave and resonant regimes do exist for certain values of the frequency. In the setting of a finite beach attached to a constant depth region, resonance can only be observed when the incoming wavelength is larger than the distance from the undisturbed shoreline to the seaward boundary. Wavefront steepness is also found to play a role in wave run-up, with steeper waves reaching higher run-up values.
A high-resolution sedimentological and geochemical study of a high-altitude proglacial lake (Lake Blanc, Aiguilles Rouges, 2352m a.s.l.) revealed 195 turbidites, 190 of which are related to flood events over the last 1400 years. We used the coarsest sediment fraction of each turbidite as a proxy for the intensity of each flood event. Because most flood events at this locality are triggered by localized summer convective precipitation events, the reconstructed sedimentary record reveals changes in the frequency and intensity of such events over the last millennium. Comparisons with other temperature, palaeohydrological and glacier reconstructions in the region suggest that the most intense events occurred during the warmest periods, i.e. during the Medieval Climate Anomaly (AD 800-1300) and the current period of global warming. On a multi-decadal time scale, almost all the flood frequency peaks seem to correspond to warmer periods, whereas multi-centennial variations in flood frequency appear to follow the regional precipitation pattern. Consequently, this new Alpine flood record provides further evidence of a link between climate warming and an increase in the frequency and intensity of flooding on a multidecadal time scale, whereas the centennial variability in flood frequencies is related to regional precipitation patterns.
La recherche présentée vise à décrire l'influence des connaissances mathématiques des enseignants primaires sur leur gestion didactique de tâches mathématiques. Elle s'appuie sur une comparaison à ce sujet entre enseignants chinois et étatsuniens (Ma, 1999), sur les catégories de connaissances mathématiques pour l'enseignement (Ball, Thames & Phelps, 2008), sur la structuration du milieu et sa déclinaison en niveaux d'activité du professeur (Margolinas, 2002), et sur les critères de pertinence mathématique du professeur élaborés par Bloch (2009). Dans une première partie, des entretiens avec des enseignants vaudois ont permis de mettre en évidence certaines similitudes avec les enseignants interrogés par Ma. Dans une seconde partie, quatre enseignants ont été observés durant leur enseignement de l'algorithme de la multiplication par un nombre à plusieurs chiffres. Les résultats ont été considérés à plusieurs niveaux d'analyse allant jusqu'au grain très fin de la structuration du milieu. Ils font apparaître des liens entre connaissances mathématiques, pertinence et choix didactiques des enseignants.
Cet article examine les pratiques patrimoniales développées autour de la Mahdiyya soudanaise (1881-1898) durant le Condominium anglo-égyptien (1899-1956). Tout en tenant compte de l'évolution sémantique des concepts de patrimoine et de turâth, il vise à montrer que cette période controversée de l'histoire soudanaise fut l'enjeu de processus de patrimonialisation, de dé-patrimonialisation et de contre-patrimonialisation déclenchés par des acteurs aux intérêts politiques et idéologiques très divergents : les néo-Mahdistes, qui avaient pour objectif l'accession du Soudan à une indépendance totale ; les Unionistes, qui préconisaient l'union politique du Soudan avec l'Egypte ; et les administrateurs britanniques, pour qui l'établissement d'un système colonial effectif impliquait l'anéantissement matériel et symbolique du régime mahdiste. L'analyse est notamment consacrée à la Mahdiyya en tant qu'objet oscillant entre patrimoine national et héritage familial, ceci à travers la figure de proue du mouvement néo-mahdiste, Sayyid 'Abd al-Rahman al-Mahdî (1885-1959). Outre diverses modalités de patrimonialisation sociales et intellectuelles mises en œuvre du côté néo-mahdiste, l'article met en évidence les efforts britanniques de dé-patrimonisalisation de la Mahdiyya ainsi que l'élaboration d'un contre-modèle patrimonial fondé sur la sacralisation mémorielle du général Charles George Gordon (1833-1885). Enfin, les tentatives des Unionistes visant à contrecarrer la patrimonialisation nationale de la Mahdiyya mettent en relief le fossé politique, idéologique et religieux séparant les deux principales tendances du nationalisme soudanais à l'époque du Condominium, qui trouvent leur expression dans les célèbres slogans "Le Soudan aux Soudanais" et "L'unité de la vallée du Nil".
Grâce aux technologies des interfaces à retour de force et de la modélisation physique, il semble aujourd'hui possible d'atteindre le même type de relation avec les objets virtuels qu'avec les instruments acoustiques. Mais la conception de systèmes artificiels si élaborés pose des questions profondes sur les conditions nécessaires à la mise en place d'une relation instrumentale. Cet article présente une étude qualitative d'une telle relation dans le cas du frottement sur une corde virtuelle, simulée à l'aide de modèles de type masses-interactions et guide d'onde. Des utilisateurs ont été invités à explorer les possibilités de différentes simulations tout en exprimant leurs impressions par rapport à cette situation, ce qui nous a permis d'identifier certaines des qualités clés des dispositifs testés qui conditionnent la construction d'une relation riche et intime avec l'utilisateur.
Cet article établit des courbes de référence pour la croissance en hauteur dominante des hêtraies régulières de plaine du Nord de la France. Il se fonde sur la campagne d'analyses de tiges menée par l'Office National des Forêts au cours des dernières années. Comme pouvaient le suggérer les faisceaux antérieurement utilisés (courbes Schober dans le Nord-Est, et Hamilton-Christie dans le Nord-Ouest), on confirme une différence d'allures de croissance entre les deux régions, avec des courbes plus tendues dans le Nord-Est. De même, à une échelle intra-régionale et dans une moindre mesure, une différence de forme de croissance distingue une zone atlantique côtière, et une zone intérieure où la croissance est plus soutenue. Le phénomène présente un caractère graduel sur l'ensemble de la zone de production, et traduit vraisemblablement une influence climatique. Ces hêtraies ont également fait l'objet d'une analyse plus spécifique de l'évolution de leur productivité à long-terme. On relate brièvement ces évolutions, que l'on intègre de façon simple aux courbes de référence.
The growth and the patterning of craniofacial sutures are subjected to the effects of mechanical stress. External constraints play a major role in the dynamics of bone deposition. Nevertheless, the mechanotransduction processes occuring at the margins of the sutures are not precisely understood. Here, we propose a simple theoretical model based on the orientation of collagen fibres within the suture in response to local stress. We demonstrate that fibre alignment generates an instability leading to the emergence of interdigitations. We confirm the appearance of this instability by analytical computations (dispersion relation) and by numerical simulations. In order to support our model, we use histology and synchrotron x-ray microtomography and reveal the fine structure of collagen fibres within the sutural mesenchyme and their insertion into the bone. These results strongly support the role of mechanical processes in the growth and patterning of craniofacial sutures and provide new directions for the understanding of normal and pathological suture fusion.
The natural feeding behaviour of the nematodes Chromadorina bioculata (Schultze in Carus 1857) and Chromadorina viridis (Linstow 1876) was studied in situ, within epilithic biofilms of the Garonne River (France). Based on their feeding-type characteristics and population dynamics, it was hypothesized that these species feed selectively on microphytobenthos (MPB) within the biofilm, and that among MPB groups, diatoms are preferred. High-performance liquid chromatography (HPLC) was used for separation, identification and quantification of pigments both in nematode guts and in the biofilm. This is the first time that nematode gut pigment contents were examined under natural conditions. Diatoms dominated the MPB which also comprised cyanobacteria and green microalgae. The comparison between chlorophyll a content in nematode guts versus in the biofilm showed that C. bioculata and C. viridis fed opportunistically (non-selectively) on MPB within the biofilm. Only diatom biomarker pigments were found in nematode guts suggesting that they could preferentially fed on diatoms. However, the non-detection of biomarker pigments for other microphyte groups could be also linked to HPLC detection limits. It was estimated that Chromadorina nematodes daily ingested on average 0.03-0.67% of the MPB standing stock. This grazing covered only a small part of their energetic requirements, suggesting that besides MPB they probably also fed on other biofilm food sources. Some considerations on the applicability of the HPLC gut pigment analysis technique for the examination of nematode feeding are also presented.
In order to extend the Schützenberger's factorization, the combinatorial Hopf algebra of the $q$-stuffles product is developed systematically in a parallel way with that of the shuffle product and and in emphasizing the Lie elements as studied by Ree. In particular, we will give here an effective construction of pair of bases in duality.
In this work, an effective construction, via Schützenberger's monoidal factorization, of dual bases for the non commutative symmetric and quasi-symmetric functions is proposed.
Compressed sensing (CS) is a theory which guarantees the exact recovery of sparse signals from a few number of linear projections. The sampling schemes suggested by current CS theories are often of little relevance since they cannot be implemented on practical acquisition systems. In this paper, we study a new random sampling approach that consists in selecting a set of blocks that are predefined by the application of interest. A typical example is the case where the blocks consist in horizontal lines in the 2D Fourier plane. We provide theoretical results on the number of blocks that are required for exact sparse signal reconstruction in a noise free setting. We illustrate this theory for various sensing matrices appearing in applications such as time-frequency bases. A typical result states that it is sufficient to acquire no more than $O\left( s \ln^2(n) \right)$ lines in the 2D Fourier domain for the perfect reconstruction of an $s$-sparse image of size $\sqrt{n} \times \sqrt{n}$ . The proposed results have a large number of potential applications in systems such as magnetic resonance imaging, radio-interferometry or ultra-sound imaging.
An improved Lozi function with alternate coefficients has been proposed. The modifications in the model allow to remove the holes in the attractor which are not desirable, but appeared in the previous Lozi function; in this way, an everywhere dense attractor can be obtained. Moreover, the strong sensitivity to the type of binarisation (conversion of real values to 0 and 1) has been demonstrated; this conversion to binary numbers is instrumental to apply the NIST tests for randomness. The results have been validated and compared via NIST tests, for the different methods of quantization. Finally, is has been verfied that the multi-random properties of the output signal have been improved thanks to the following strategies : under-sampling of the output signal, and the system order increasing. Keywords. Nonlinear dynamical system, ring-coupled map, Lozi function, NIST tests, discrete-time map, dense chaotic attractor, pseudo random number generator 1 I
The extreme characteristics of long wave run-up are studied in this paper. First we give a brief overview of the existing theory which is mainly based on the hodograph transformation (Carrier & Greenspan, 1958). Then, using numerical simulations, we build on the work of Stefanakis et al. (2011) for an infinite sloping beach and we find that resonant run-up amplification of monochromatic waves is robust to spectral perturbations of the incoming wave and resonant regimes do exist for certain values of the frequency. In the setting of a finite beach attached to a constant depth region, resonance can only be observed when the incoming wavelength is larger than the distance from the undisturbed shoreline to the seaward boundary. Wavefront steepness is also found to play a role in wave run-up, with steeper waves reaching higher run-up values.
The water wave theory traditionally assumes the fluid to be perfect, thus neglecting all effects of the viscosity. However, the explanation of several experimental data sets requires the explicit inclusion of dissipative effects. In order to meet these practical problems, the theory of visco-potential flows has been developed (see P.-F. Liu & A. Orfila (2004) and D. Dutykh & F. Dias (2007)). Then, usually this formulation is further simplified by developing the potential in an entire series in the vertical coordinate and by introducing thus, the long wave approximation. In the present study we propose a derivation of dissipative Boussinesq equations which is based on asymptotic expansions of the Dirichlet-to-Neumann (D2N) operator. Both employed methods yield the same system by different ways.
We address the existence of steady state Green-Keldysh correlation functions of interacting fermions
in mesoscopic systems for both the partitioning and partition-free scenarios. Under some spectral assumptions on the non-interacting model and for sufficiently small interaction strength, we show that the system evolves to a NESS which does not depend on the profile of the time-dependent coupling strength/bias. For the partitioned setting we also show that the steady state is independent of the initial state of the inner sample. Closed formulae for the NESS two-point correlation functions (Green-Keldysh functions), in the form of a convergent expansion, are derived. In the partitioning approach, we show that the 0th order term in the interaction strength of the charge current leads to the Landauer-Büttiker formula, while the 1st order correction contains the mean-field (Hartree-Fock) results.
We study a class of finite dimensional quantum dynamical semigroups exp(tL) whose generators L are sums of Lindbladians satisfying the detailed balance condition. Such semigroups arise in the weak coupling (van Hove) limit of Hamiltonian dynamical systems describing open quantum systems out of equilibrium. We prove a general entropic fluctuation theorem for this class of semigroups by relating the cumulant generating function of entropy transport to the spectrum of a family of deformations of the generator L. We show that, besides the celebrated Evans-Searles symmetry, this cumulant generating function also satisfies the translation symmetry recently discovered by Andrieux et al., and that in the linear regime near equilibrium these two symmetries yield Kubo's and Onsager's linear response relations.
A new macroscopic approach to modelise membrane wrinkling is presented. Most of the studies of the literature about membrane behaviour are macroscopic and phenomenological, the influence of wrinkles being accounted by non-linear constitutive laws without compressive stiffness. The present method is multi-scale and it permits to predict the wavelength and the spatial distribution of wrinkling amplitude. It belongs to the family of Landau-Ginzburg bifurcation equations and especially it relies on the technique of Fourier series with slowly varying coefficients. The result is a new family of macroscopic membrane models that are deduced from Föppl-Von Karman plate equations. Numerical solutions are presented giving the size of the wrinkles as a function of the applied compressive and tensile stresses.
We present a mathematical study of the order book as a multidimensional continuous- time Markov chain where the order ow is modeled by independent Poisson processes. Our aim is to bridge the gap between the microscopic description of price formation (agent- based modeling), and the Stochastic Di erential Equations approach used classically to describe price evolution at macroscopic time scales. To do this, we rely on the theory of in nitesimal generators and Foster-Lyapunov stability criteria for Markov chains. We motivate our approach using an elementary example where the spread is kept constant (\perfect market making"). Then we compute the in nitesimal generator associated with the order book in a general setting, and link the price dynamics to the instantaneous state of the order book. In the last section, we prove that the order book is ergodic| in particular it has a stationary distribution|that it converges to its stationary state exponentially fast, and that the large-scale limit of the price process is a Brownian motion.
In this paper, we consider a discrete time economy where we assume that the short term interest rate follows a quadratic term structure of a regime switching asset process. The possible non-linear structure and the fact that the interest rate can have different economic or financial trends justify the interest of Regime Switching Quadratic Term Structure Model (RS-QTSM). Indeed, this regime switching process depends on the values of a Markov chain with a time dependent transition probability matrix which can well captures the different states (regimes) of the economy. We prove that under this modelling that the conditional zero coupon bond price admits also a quadratic term structure. Moreover, the stochastic coefficients which appear in this decomposition satisfy an explicit system of coupled stochastic backward recursions.
In this note, we cast a Hawkes process-based order book model into a markovian setting, and using techniques from the theory of Markov chains and stochastic stability [16], show that the order book is stable and leads to a di usive price limit at large time scales.
The Korba aquifer on the east coast of Cape Bon has been overexploited since the 1960s with a resultant reversal of the hydraulic gradient and a degradation of the quality due to seawater intrusion. In 2008, the authorities introduced integrated water resources planning based on a managed aquifer recharge with treated wastewater. Water quality monitoring was implemented in order to determine the different system components and trace the effectiveness of the artificial recharge. Groundwater samples taken from recharge control piezometers and surrounding farm wells were analyzed for their chemical contents, for their boron isotopes, a proven tracer of groundwater salinization and domestic sewage, and their carbamazepine content, an anti-epileptic known to pass through wastewater treatment and so recognized as a pertinent tracer of wastewater contamination. The system equilibrium was permanently disturbed by the different temporal dynamics of continuous processes such as cation exchange, and by threshold processes linked to oxidation-reductive conditions. The boron isotopic compositions significantly shifted back-and-forth due to mixing with end-members of various origins. Under the variable contribution of meteoric recharge, the Plio-Quaternary groundwater (δ11B of 35-40.6‰, a mean B concentration of 30 µmol/L, no carbamazepine, n=7) was subject to seawater intrusion that induced a high δ11B level (δ11B of 41.5-48.0‰, a mean B concentration of 36 µmol/L, and n=8). Fresh groundwater (δ11B of 19.89‰, B concentration of 2.8 µmol/L, no carbamazepine) was detected close to the recharge site and may represent the deep Miocene pole which feeds the upper Plio-Quaternary aquifer. The managed recharge water (δ11B of 10.67-13.8‰, n=3) was brackish and of poor quality with a carbamazepine content showing a large short term variability with an average daily levels of 328 ± 61 ng/L. A few piezometers in the vicinity of the recharge site gradually acquired a B isotopic composition close to the wastewater signature and showed an increasing carbamazepine content (from 20 to 910 ng/L). The combination of boron isotopic signatures with boron and carbamazepine contents is a useful tool to assess sources and mixing of treated wastewaters in groundwaters. Effluent quality needs to be greatly improved before injection to prevent further degradation of groundwater quality.
The extreme characteristics of long wave run-up are studied in this paper. First we give a brief overview of the existing theory which is mainly based on the hodograph transformation (Carrier & Greenspan, 1958). Then, using numerical simulations, we build on the work of Stefanakis et al. (2011) for an infinite sloping beach and we find that resonant run-up amplification of monochromatic waves is robust to spectral perturbations of the incoming wave and resonant regimes do exist for certain values of the frequency. In the setting of a finite beach attached to a constant depth region, resonance can only be observed when the incoming wavelength is larger than the distance from the undisturbed shoreline to the seaward boundary. Wavefront steepness is also found to play a role in wave run-up, with steeper waves reaching higher run-up values.
About 80% and more than 90% of the dissolved organic carbon (DOC) in the bottom water of Lake Pavin were isolated, respectively, on Amberlite XAD and Spherodex DEAE resins. Trace element concentrations in the fractions isolated were analyzed by using ICP-MS. Uranium, molybdenum, and antimony were found to be about 40% associated with fulvic and hydrophilic acids adsorbed on XAD resins at pH 2, the metal-organic association being not dissociated. Much higher percentages of the same elements, plus vanadium, were adsorbed on the DEAE resin at the pH of natural water, possibly because of the better preservation of acid labile organic complexes or of the supplementary adsorption of inorganic compounds. Ultrafiltration and dialysis made it possible to exclude colloidal fractions together with much U (78%), Mo (80%), V (55%), and DOC (65%). These elements and many others (including barium) were previously found to be quite reactive at the bottom of the lake, (apparently being scavenged by settling particles, which are mostly diatoms, then dissolved at the sediment-water interface). Conversely, trace elements with a conservative behavior in the bottom layer (such as lithium and cesium) were not found associated with dissolved organic mater (DOM). Barium was not strongly associated with the extractable DOM, which may argue for a direct interaction with inorganic particles or the existence of very labile complexes. Our work suggests the existence of relatively stable (nonacid labile) U and Mo-DOM colloidal associations in the anoxic bottom waters of the lake and their importance in the scavenging of those metals.
Compressed sensing (CS) is a theory which guarantees the exact recovery of sparse signals from a few number of linear projections. The sampling schemes suggested by current CS theories are often of little relevance since they cannot be implemented on practical acquisition systems. In this paper, we study a new random sampling approach that consists in selecting a set of blocks that are predefined by the application of interest. A typical example is the case where the blocks consist in horizontal lines in the 2D Fourier plane. We provide theoretical results on the number of blocks that are required for exact sparse signal reconstruction in a noise free setting. We illustrate this theory for various sensing matrices appearing in applications such as time-frequency bases. A typical result states that it is sufficient to acquire no more than $O\left( s \ln^2(n) \right)$ lines in the 2D Fourier domain for the perfect reconstruction of an $s$-sparse image of size $\sqrt{n} \times \sqrt{n}$ . The proposed results have a large number of potential applications in systems such as magnetic resonance imaging, radio-interferometry or ultra-sound imaging.
Wavelet analysis has been found to be a powerful tool for the nonparametric estimation of spatially-variable objects. We discuss in detail wavelet methods in nonparametric regression, where the data are modelled as observations of a signal contaminated with additive Gaussian noise, and provide an extensive review of the vast literature of wavelet shrinkage and wavelet thresholding estimators developed to denoise such data. These estimators arise from a wide range of classical and empirical Bayes methods treating either individual or blocks of wavelet coefficients. We compare various estimators in an extensive simulation study on a variety of sample sizes, test functions, signal-to-noise ratios and wavelet filters. Because there is no single criterion that can adequately summarise the behaviour of an estimator, we use various criteria to measure performance in finite sample situations. Insight into the performance of these estimators is obtained from graphical outputs and numerical tables. In order to provide some hints of how these estimators should be used to analyse real data sets, a detailed practical step-by-step illustration of a wavelet denoising analysis on electrical consumption is provided. Matlab codes are provided so that all figures and tables in this paper can be reproduced.
This paper is concerned with the problem of the alignment of multiple sets of curves. We analyze two real examples arising from the biomedical area for which we need to test whether there are any statistically significant differences between two subsets of subjects. To synchronize a set of curves, we propose a new nonparametric landmark-based registration method based on the alignment of the structural intensity of the zero-crossings of a wavelet transform. The structural intensity is a multiscale technique recently proposed by Bigot (2003, 2005) which highlights the main features of a signal observed with noise. We conduct a simulation study to compare our landmark-based registration approach with some existing methods for curve alignment. For the two real examples, we compare the registered curves with FANOVA techniques, and a detailed analysis of the warping functions is provided.
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