Dynamic surface tension measurements of surfactant solutions using the maximum bubble pressure method – limits of applicability

One of the essential differences in the design of bubble pressure tensiometers consists in the geometry of the measuring capillaries. To reach extremely short adsorption times of milliseconds and below, the so-called deadtime of the capillaries must be of the order of some 10 ms. In particular, for concentrated surfactant solutions, such as micellar solutions, short deadtimes are needed to minimize the initial surfactant load of the generated bubbles. A theoretical model is derived and confirmed by experiments performed for a wide range of experimental conditions, mainly in respect to variations in deadtime and bubble volume.     

Approximate importance sampling Monte Carlo for data assimilation

Importance sampling Monte Carlo offers powerful approaches to approximating Bayesian updating in sequential problems. Specific classes of such approaches are known as particle filters. These procedures rely on the simulation of samples or ensembles of the unknown quantities and the calculation of associated weights for the ensemble members. As time evolves and/or when applied in high-dimensional settings, such as those of interest in many data assimilation problems, these weights typically display undesirable features. The key difficulty involves a collapse toward approximate distributions concentrating virtually all of their probability on an implausibly few ensemble members.

After reviewing ensembling, Monte Carlo, importance sampling and particle filters, we present some approximations intended to moderate the problem of collapsing weights. The motivations for these suggestions are combinations of (i) the idea that key dynamical behavior in many systems actually takes place on a low dimensional manifold, and (ii) notions of statistical dimension reduction. We illustrate our suggestions in a problem of inference for ocean surface winds and atmospheric pressure. Real observational data are used.     

A case study of speculative financial bubbles in the South African stock market 2003-2006

We tested 45 indices and common stocks in the South African stock market for the possible existence of a bubble over the period from January 2003 to May 2006. A bubble is defined by a faster-than-exponential acceleration with significant log-periodic oscillations. These two traits are analyzed using different methods. Sensitivity tests show that the estimated parameters are robust. With the insight of 6 additional months of data since the analysis was performed, we observe that many of the stocks on the South African market experienced an abrupt drop at mid-June 2006, which is compatible with the predicted t_c for several of the stocks, but not all. This suggests that the mini-crash that occurred around mid-June of 2006 was only a partial correction, which has resumed into a renewed bubbly acceleration bound to end some time in 2007, similarly to what happened in the US market from October 1997 to August 1998.     

The correlation length of commodity markets 1. Empirical evidence

It is a common belief nowadays that the world economy is fairly well “integrated”. Yet, this belief often turns out to be in contradiction with empirical evidence. As a matter of fact the way distant markets interact is a question that has largely been ignored by economists. In this series of two papers we examine the role that space, that is to say geographical distance, plays in the economics of commodity markets. The first of these papers presents the empirical evidence while the second develops a theoretical framework. The empirical enquiry discloses several noteworthy features, e.g. (i) with respect to spatial interaction there is a sharp contrast between stock markets and commodity markets. While there is almost perfect spatial arbitrage in the first case, this is not true for commodity markets. (ii) In spite of their chaotic behavior in the course of time commodity prices display well defined spatial patterns, (iii) as in statistical physics and fluid dynamics interactions can be described in terms of correlation length. The correlation length of a set of markets is seen to increase along with the number of transactions; it also increases when transport costs decline as was the case during the “transportation revolution” of the mid-nineteenth century. Using the notion of correlation length one is able to give a quantitative meaning to the otherwise ill-defined concept of market integration. Received 17 May 1999 and Received in final form 31 May 1999     

窄缝中气泡在磁性液体中的上升与变形

对窄缝中气泡在磁性液体中的上升与变形进行了可视化研究。定性分析了纳米磁性颗粒引发的黏度效应及表面活性剂分子依附作用对气泡上升速度与形状的影响。试验工质为体积浓度6.33%的水基Fe_3O_4磁性液体,同时对比了质量浓度25%的四甲基氢氧化铵水溶液、质量分数30%和50%的蔗糖溶液以及水中气泡的上升运动。窄缝间隙分别为1 mm和2 mm,气泡由底部不同直径的圆孔产生。试验结果表明:由于活性剂分子的存在,磁性液体气泡上升过程中由扁椭圆形渐转变为上圆下平的冠状,而其略大于水的黏度使气泡在1 mm窄缝中保持直线上升运动,但窄缝间隙增大到2 mm后,磁性液体中气泡的运动轨迹仍会发生振荡。     

Studying the emergence of invasiveness in tumours using game theory

Tumour cells have to acquire a number of capabilities if a neoplasm is to become a cancer. One of these key capabilities is increased motility which is needed for invasion of other tissues and metastasis. This paper presents a qualitative mathematical model based on game theory and computer simulations using cellular automata. With this model we study the circumstances under which mutations that confer increased motility to cells can spread through a tumour made of rapidly proliferating cells. The analysis suggests therapies that could help prevent the progression towards malignancy and invasiveness of benign tumours.     

Clusters in weighted macroeconomic networks: the EU case. Introducing the overlapping index of GDP/capita fluctuation correlations

GDP/capita correlations are investigated in various time windows (TW), for the time interval 1990–2005. The target group of countries is the set of 25 EU members, 15 till 2004 plus the 10 countries which joined EU later on. The TW-means of the statistical correlation coefficients are taken as the weights (links) of a fully connected network having the countries as nodes. Thereafter we define and introduce the overlapping index of weighted network nodes. A cluster structure of EU countries is derived from the statistically relevant eigenvalues and eigenvectors of the adjacency matrix. This may be considered to yield some information about the structure, stability and evolution of the EU country clusters in a macroeconomic sense.     

Modeling DNA beacons at the mesoscopic scale

We report model calculations on DNA single strands which describe the equilibrium dynamics and kinetics of hairpin formation and melting. Modeling is at the level of single bases. Strand rigidity is described in terms of simple polymer models; alternative calculations performed using the freely rotating chain and the discrete Kratky-Porod models are reported. Stem formation is modeled according to the Peyrard-Bishop-Dauxois Hamiltonian. The kinetics of opening and closing is described in terms of a diffusion-controlled motion in an effective free-energy landscape. Melting profiles, dependence of melting temperature on loop length, and kinetic time scales are in semiquantitative agreement with experimental data obtained from fluorescent DNA beacons forming poly(T) loops. Variation in strand rigidity is not sufficient to account for the large activation enthalpy of closing and the strong loop length dependence observed in hairpins forming poly(A) loops. Implications for modeling single strands of DNA or RNA are discussed.