DSpace Academic/Research Unit:

Would the bundesbank have prevented the great inflation in the United States?

Fri, 13 May 2011 23:00:00 GMT

Title: Would the bundesbank have prevented the great inflation in the United States? Abstract: Abstract Policy counterfactuals based on estimated structural VARs routinely suggest that bringing Alan Greenspan back in the 1970s’ United States would not have prevented the Great Inflation. We show that a standard policy counterfactual suggests that the Bundesbank—which is near-universally credited for sparing West Germany the Great Inflation—would also not have been able to prevent the Great Inflation in the United States. The implausibility of this result sounds a cautionary note on taking the outcome of SVAR-based policy counterfactuals at face value, and raises questions on the reliability of such exercises.

The dynamics of economic convergence: The role of alternative investment decisions

Fri, 13 May 2011 23:00:00 GMT

Title: The dynamics of economic convergence: The role of alternative investment decisions Abstract: Abstract In this paper we evaluate how various investment decisions explain the macroeconomic dynamics of European transition countries. We introduce quality investment decisions into a model with other two standard investment margins assumed in the advanced trade literature, i.e., investment in new varieties and in export eligibility. We show that the standard investment margins are not sufficient to simultaneously match the dynamics in the macroeconomic variables, especially the export performance and the real exchange rate. In contrast, the extended model with quality investment provides reconciliation.

Cosheaves and connectedness in formal topology

Wed, 09 Nov 2011 00:00:00 GMT

Title: Cosheaves and connectedness in formal topology Abstract: Abstract The localic definitions of cosheaves, connectedness and local connectedness are transferred from impredicative topos theory to predicative formal topology. A formal topology is locally connected (has base of connected opens) iff it has a cosheaf π0 together with certain additional structure and properties that constrain π0 to be the connected components cosheaf. In the inductively generated case, complete spreads (in the sense of Bunge and Funk) corresponding to cosheaves are defined as formal topologies. Maps between the complete spreads are equivalent to homomorphisms between the cosheaves. A cosheaf is the connected components cosheaf for a locally connected formal topology iff its complete spread is a homeomorphism, and in this case it is a terminal cosheaf. A new, geometric proof is given of the topos-theoretic result that a cosheaf is a connected components cosheaf iff it is a “strongly terminal” point of the symmetric topos, in the sense that it is terminal amongst all the generalized points of the symmetric topos. It is conjectured that a study of sites as “formal toposes” would allow such geometric proofs to be incorporated into predicative mathematics.; Abstract Highlights ► Transfers results from impredicative topos theory to predicative formal topology. ► Gives a new definition of local connectedness using cosheaves. ► Introduces techniques of geometric logic into the study of cosheaves. ► Begins a new research program: the “formal topos”. ► Exemplifies it with the symmetric topos.

Low velocity axial impact crushing performance of empty recyclable metal beverage cans

Thu, 05 May 2011 23:00:00 GMT

Title: Low velocity axial impact crushing performance of empty recyclable metal beverage cans Abstract: Abstract This paper focuses on the axial impact crushing behaviour of recyclable empty metal beverage cans available in the market. The idea is to make a macro-foam (sacrificial cladding structure) out of these cans to protect the main load bearing members of civil engineering structures from the air blast load. Axial drop weight tests have been conducted to understand the crushing characteristics and the corresponding energy absorption of a single empty beverage can in detail. To conduct such tests a small-scale drop weight test set-up has been designed and manufactured. The deformation mechanisms and the corresponding energy absorption of the beverage cans were studied in detail for different initial impact velocities (1.4 m/s, 2.2 m/s, 3.1 m/s. 3.8 m/s, 4.4 m/s and 4.9 m/s). Furthermore, an analytical model is proposed to calculate the crushing parameters of empty metal beverage cans. The results from the analytical model are compared and validated with the experimental results

Modelling Brittle Impact Failure of Disc Particles Using Material Point Method

Thu, 05 May 2011 23:00:00 GMT

Title: Modelling Brittle Impact Failure of Disc Particles Using Material Point Method Abstract: Abstract Understanding the impact failure of particles made of brittle materials such as glasses, ceramics and rocks is an important issue for many engineering applications. During the impact, a solid particle is turned into a discrete assembly of many fragments through the development of multiple cracks. The finite element method is fundamentally ill-equipped to model this transition. Recently a so-called material point method (MPM) has been used to study a wide range of problems of material and structural failures. In this paper we propose a new material point model for the brittle failure which incorporates a statistical failure criterion. The capability of the method for modelling multiple cracks is demonstrated using disc particles. Three impact failure patterns observed experimentally are captured by the model: Hertzian ring cracks, meridian cracks, and multi-fragment cracks. Detailed stress analysis is carried out to interpret the experimental observations. In particular it is shown that the experimentally observed dependence of a threshold velocity for the initiation of meridian cracks on the particle size can be explained by the proposed model. The material points based scheme requires a relatively modest programming effort and avoids node splitting which makes it very attractive over the traditional finite element method.

Numerical Simulations of Blast Loads and Structural Deformation from Near-Field Explosions in Air

Thu, 05 May 2011 23:00:00 GMT

Title: Numerical Simulations of Blast Loads and Structural Deformation from Near-Field Explosions in Air Abstract: Abstract Numerical simulations of air blast loading in the near-field acting on deformable steel plates have been performed and compared to experiments. Two types of air blast setups have been used, cylindrical explosive placed either in free air or in a steel pot. A numerical finite element convergence study of the discretisation sensitivity for the gas dynamics has been performed, with use of mapping results from 2D to 3D in an Eulerian reference frame. The result from the convergence study served as a foundation for development of the simulation models. Considering both air blast setups, the numerical results under predicted the measured plate deformations with 9.4-11.1 %. Regarding the impulse transfer, the corresponding under prediction was only 1.0-1.6 %. An influence of the friction can be shown, both in experiments and the simulations, although other uncertainties are involved as well. A simplified blast model based on empirical blast loading data representing spherical and hemispherical explosive shapes has been tested as an alternative to the Eulerian model. The result for the simplified blast model deviates largely compared to the experiments and the Eulerian model. The CPU time for the simplified blast model is however considerably shorter, and may still be useful in time consuming concept studies.All together, reasonable numerical results using reasonable model sizes can be achieved from near-field explosions in air.

Treatment of venous malformations: First experience with a new sclerosing agent–a multicenter study

Fri, 04 Nov 2011 00:00:00 GMT

Title: Treatment of venous malformations: First experience with a new sclerosing agent–a multicenter study Abstract: Abstract Purpose To study the efficacy and safety of a new sclerosing gel of absolute ethanol in the percutaneous treatment of venous malformations (VM). Materials and Methods In this prospective, non-randomized multicenter study patients with clinically and by magnetic resonance imaging diagnosed VM were treated. Efficacy and safety of the gel was evaluated. Therapeutic outcome was judged at day 56 after the last sclerosing therapy. Blood ethanol levels of ethanol were measured after each infusion. Local and systemic adverse events were recorded. Results Seventy five (75) patients (age 4 - 46 y, mean 26 y) were treated in 172 sessions. Compared to no treatment, ethanol gel showed a complete cure rate of about 15% per session (p<0.00001). At the end of the last session, therapeutic outcome was complete (score 2) and partial (score 1) in 28 (37%) and 42 patients (56%), respectively, whereas treatment failure (score 0) was observed in 5 patients (7%). The plasmatic ethanol levels were very low (mean±SEM 0.03±0.06g.L−1), with only one patient above the legal 0.5g/L intoxication limit (0.6g.L−1). Forty six (46) product-related adverse events (all local, none systemic) were reported. They included temporary mild isolated pain (N=21), inflammatory reactions (N=4), and local complications (7 skin necroses, 7compressive neuropathies, 4 product leakage/fistula, 2 intralesional fibrous or granulomatous tissue, 1 dense node; 12.2% of the infusions). All local complications resolved spontaneously, except for 2 skin necroses requesting surgical paring. Conclusion Ethanol gel is a embosclerosing substance that provides high efficiency and improves safety of ethanol in the treatment of VM lesions.

Quantitative estimation of sampling uncertainties for mycotoxins in cereal shipments

Mon, 23 Apr 2012 23:00:00 GMT

Title: Quantitative estimation of sampling uncertainties for mycotoxins in cereal shipments Abstract: Abstract Many countries receive shipments of bulk cereals from primary producers. There is a volume of work that is on-going that seeks to arrive at appropriate standards for the quality of the shipments and the means to assess the shipments as they are out-loaded. Of concern are mycotoxin and heavy metal levels, pesticide and herbicide residue levels and contamination by GMOs. As the ability to quantify these contaminants improves through improved analytical techniques, the sampling methodologies applied to the shipments must also keep pace to ensure that the uncertainties attached to the sampling procedures do not overwhelm the analytical uncertainties. There is a need to understand and quantify sampling uncertainties under varying conditions of contamination. The analysis required is statistical and is challenging as the nature of the distribution of contaminants within a shipment is not well understood; very limited data exists. Limited work has been undertaken to quantify the variability of the contaminant concentrations in the flow of grain coming from a ship and the impact that this has on the variance of sampling. Relatively recent work by Paoletti et al. provides some insight into the variation in GMO concentrations in soybeans on cargo out-turn. Paoletti et al. analysed the data using correlogram analysis with the objective of quantifying the sampling uncertainty (variance) that attaches to the final cargo analysis, but this is only one possible means of quantifying sampling uncertainty. It is possible that in many cases the levels of contamination passing the sampler on out-loading are essentially random, negating the value of variographic quantitation of the sampling variance. GMOs and mycotoxins appear to have a highly heterogeneous distribution in a cargo depending on how the ship was loaded (the grain may have come from more than one terminal and set of storage silos) and mycotoxin growth may have occurred in transit. This paper examines a statistical model based on random contamination that can be used to calculate the sampling uncertainty arising from primary sampling of a cargo; it deals with what is thought to be a worst case scenario. The determination of the sampling variance is treated both analytically and by Monte Carlo simulation. The latter approach provides the entire sampling distribution and not just the sampling variance. The sampling procedure is based on rules provided by the Canadian Grain Commission and the levels of contamination considered are those relating to allowable levels of Ochratoxin A (OTA) in wheat. The results of the calculations indicate that at a loading rate of 1000 tonnes per hour, primary sample increment masses of 10.6 kg, a 2000 tonne lot and a primary composite sample mass of 1900 kg, the relative standard deviation is about 1.05 (105%) and the distribution of the mycotoxin (MT) level in the primary composite samples is highly skewed. This result applies to a mean MT level of 2 ng g-1. The rate of false negative results under these conditions is estimated to be 16.2%. The corresponding contamination is based on initial average concentrations of MT of 4000 ng g-1 within average spherical volumes of 0.3 m diameter which are then diluted by a factor of two each time they pass through a handling stage; four stages of handling are assumed. The Monte Carlo calculations allow for variation in the initial volume of the MT bearing grain, the average concentration and the dilution factor. The Monte Carlo studies seek to show the effect of variation in the sampling frequency while maintaining a primary composite sample mass of 1900 kg. The overall results are presented in terms of operational characteristic curves that relate only to the sampling uncertainties in the primary sampling of the grain. We conclude that cross-stream sampling in intrinsically unsuited to sampling for mycotoxins and that better sampling methods and equipment are needed to control sampling uncertainties. At the same time, it is shown that some combination of cross-cutting sampling conditions may, for a given shipment mass and MT content, yield acceptable sampling performance.

Endogenous steroid profiling by gas-chromatography tandem mass spectrometry and multivariate statistics for detection of natural hormone abuse in cattle

Mon, 23 Apr 2012 23:00:00 GMT

Title: Endogenous steroid profiling by gas-chromatography tandem mass spectrometry and multivariate statistics for detection of natural hormone abuse in cattle Abstract: Abstract For years it is suspected that natural hormones are illegally used as growth promoters in cattle in the European Union. Unfortunately there is a lack of methods and criteria that can be used to detect the abuse of natural hormones and distinguish treated from non-treated animals. Pattern recognition of steroid profiles is a promising approach for tracing/detecting the abuse of natural hormones administered to cattle. Traditionally steroids are analyzed in urine as free steroid after deconjugation of the glucuronide (and sulphate) conjugates. Disadvantage of this deconjugation is that valuable information about the steroid profile in the sample is lost. In this study we developed a method to analyze steroids at very low concentration levels (ng.L-1) for the free steroid, glucuronide and sulphate conjugates in urine samples. This method was used to determine concentrations of natural (pro)hormones in a large population (n=620) of samples from male and female bovine animals and from bovine animals treated with testosterone-cypionate, estradiol-benzoate, dihydroepiandrosterone and pregnenolone. The data acquired in this study was used to build a statistical model applying the multivariate technique ‘Soft Independent Modeling of Class Analogy’ (SIMCA). It is demonstrated that using this model, the results of the urine analysis can indicate for which animal’s illegal treatment with natural (pro)hormones may have occurred.

Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading

Mon, 18 Apr 2011 23:00:00 GMT

Title: Multivariate realised kernels: Consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading Abstract: Abstract We propose a multivariate realised kernel to estimate the ex-post covariation of log-prices. We show this new consistent estimator is guaranteed to be positive semi-definite and is robust to measurement error of certain types and can also handle non-synchronous trading. It is the first estimator which has these three properties which are all essential for empirical work in this area. We derive the large sample asymptotics of this estimator and assess its accuracy using a Monte Carlo study. We implement the estimator on some US equity data, comparing our results to previous work which has used returns measured over 5 or 10 min intervals. We show that the new estimator is substantially more precise.