Sample records for volatility models work
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Understanding the determinants of volatility clustering in terms of stationary Markovian processes
NASA Astrophysics Data System (ADS)
Miccichè, S.
2016-11-01
Volatility is a key variable in the modeling of financial markets. The most striking feature of volatility is that it is a long-range correlated stochastic variable, i.e. its autocorrelation function decays like a power-law τ-β for large time lags. In the present work we investigate the determinants of such feature, starting from the empirical observation that the exponent β of a certain stock's volatility is a linear function of the average correlation of such stock's volatility with all other volatilities. We propose a simple approach consisting in diagonalizing the cross-correlation matrix of volatilities and investigating whether or not the diagonalized volatilities still keep some of the original volatility stylized facts. As a result, the diagonalized volatilities result to share with the original volatilities either the power-law decay of the probability density function and the power-law decay of the autocorrelation function. This would indicate that volatility clustering is already present in the diagonalized un-correlated volatilities. We therefore present a parsimonious univariate model based on a non-linear Langevin equation that well reproduces these two stylized facts of volatility. The model helps us in understanding that the main source of volatility clustering, once volatilities have been diagonalized, is that the economic forces driving volatility can be modeled in terms of a Smoluchowski potential with logarithmic tails.
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Landform Erosion and Volatile Redistribution on Ganymede and Callisto
NASA Technical Reports Server (NTRS)
Moore, Jeffrey Morgan; Howard, Alan D.; McKinnon, William B.; Schenk, Paul M.; Wood, Stephen E.
2009-01-01
We have been modeling landscape evolution on the Galilean satellites driven by volatile transport. Our work directly addresses some of the most fundamental issues pertinent to deciphering icy Galilean satellite geologic histories by employing techniques currently at the forefront of terrestrial, martian, and icy satellite landscape evolution studies [e.g., 1-6], including modeling of surface and subsurface energy and volatile exchanges, and computer simulation of long-term landform evolution by a variety of processes. A quantitative understanding of the expression and rates of landform erosion, and of volatile redistribution on landforms, is especially essential in interpreting endogenic landforms that have, in many cases, been significantly modified by erosion [e.g., 7-9].
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Cayot, Nathalie; Lafarge, Céline; Bou-Maroun, Elias; Cayot, Philippe
2016-07-22
Dichloromethane is known as a very efficient solvent, but, as other halogenated solvents, is recognized as a hazardous product (CMR substance). The objective of the present work is to propose substitution solvent for the extraction of volatile compounds. The most important physico-chemical parameters in the choice of an appropriate extraction solvent of volatile compounds are reviewed. Various solvents are selected on this basis and on their hazard characteristics. The selected solvents, safer than dichloromethane, are compared using the extraction efficiency of volatile compounds from a model food product able to interact with volatile compounds. Volatile compounds with different hydrophobicity are used. High extraction yields were positively correlated with high boiling points and high Log Kow values of volatile compounds. Mixtures of solvents such as azeotrope propan-2-one/cyclopentane, azeotrope ethyl acetate/ethanol, and mixture ethyl acetate/ethanol (3:1, v/v) gave higher extraction yields than those obtained with dichloromethane. Copyright © 2016 Elsevier B.V. All rights reserved.
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A Chemical Containment Model for the General Purpose Work Station
NASA Technical Reports Server (NTRS)
Flippen, Alexis A.; Schmidt, Gregory K.
1994-01-01
Contamination control is a critical safety requirement imposed on experiments flying on board the Spacelab. The General Purpose Work Station, a Spacelab support facility used for life sciences space flight experiments, is designed to remove volatile compounds from its internal airpath and thereby minimize contamination of the Spacelab. This is accomplished through the use of a large, multi-stage filter known as the Trace Contaminant Control System. Many experiments planned for the Spacelab require the use of toxic, volatile fixatives in order to preserve specimens prior to postflight analysis. The NASA-Ames Research Center SLS-2 payload, in particular, necessitated the use of several toxic, volatile compounds in order to accomplish the many inflight experiment objectives of this mission. A model was developed based on earlier theories and calculations which provides conservative predictions of the resultant concentrations of these compounds given various spill scenarios. This paper describes the development and application of this model.
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Schneider, Martina; Goss, Kai-Uwe
2012-11-20
Volatilization of pesticides from the bare soil surface is drastically reduced when the soil is under dry conditions (i.e., water content lower than the permanent wilting point). This effect is caused by the hydrated mineral surfaces that become available as additional sorption sites under dry conditions. However, established volatilization models do not explicitly consider the hydrated mineral surfaces as an independent sorption compartment and cannot correctly cover the moisture effect on volatilization. Here we integrated the existing mechanistic understanding of sorption of organic compounds to mineral surfaces and its dependence on the hydration status into a simple volatilization model. The resulting model was tested with reported experimental data for two herbicides from a wind tunnel experiment under various well-defined humidity conditions. The required equilibrium sorption coefficients of triallate and trifluralin to the mineral surfaces, K(min/air), at 60% relative humidity were fitted to experimental data and extrapolated to other humidity conditions. The model captures the general trend of the volatilization in different humidity scenarios. The results reveal that it is essential to have high quality input data for K(min/air), the available specific surface area (SSA), the penetration depth of the applied pesticide solution, and the humidity conditions in the soil. The model approach presented here in combination with an improved description of the humidity conditions under dry conditions can be integrated into existing volatilization models that already work well for humid conditions but still lack the mechanistically based description of the volatilization process under dry conditions.
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Fluctuation behaviors of financial return volatility duration
NASA Astrophysics Data System (ADS)
Niu, Hongli; Wang, Jun; Lu, Yunfan
2016-04-01
It is of significantly crucial to understand the return volatility of financial markets because it helps to quantify the investment risk, optimize the portfolio, and provide a key input of option pricing models. The characteristics of isolated high volatility events above certain threshold in price fluctuations and the distributions of return intervals between these events arouse great interest in financial research. In the present work, we introduce a new concept of daily return volatility duration, which is defined as the shortest passage time when the future volatility intensity is above or below the current volatility intensity (without predefining a threshold). The statistical properties of the daily return volatility durations for seven representative stock indices from the world financial markets are investigated. Some useful and interesting empirical results of these volatility duration series about the probability distributions, memory effects and multifractal properties are obtained. These results also show that the proposed stock volatility series analysis is a meaningful and beneficial trial.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Shrivastava, ManishKumar B.; Zelenyuk, Alla; Imre, Dan
2013-04-27
Recent laboratory and field measurements by a number of groups show that secondary organic aerosol (SOA) evaporates orders of magnitude slower than traditional models assume. In addition, chemical transport models using volatility basis set (VBS) SOA schemes neglect gas-phase fragmentation reactions, which are known to be extremely important. In this work, we present modeling studies to investigate the implications of non-evaporating SOA and gas-phase fragmentation reactions. Using the 3-D chemical transport model, WRF-Chem, we show that previous parameterizations, which neglect fragmentation during multi-generational gas-phase chemistry of semi-volatile/inter-mediate volatility organics ("aging SIVOC"), significantly over-predict SOA as compared to aircraft measurements downwindmore » of Mexico City. In sharp contrast, the revised models, which include gas-phase fragmentation, show much better agreement with measurements downwind of Mexico City. We also demonstrate complex differences in spatial SOA distributions when we transform SOA to non-volatile secondary organic aerosol (NVSOA) to account for experimental observations. Using a simple box model, we show that for same amount of SOA precursors, earlier models that do not employ multi-generation gas-phase chemistry of precursors ("non-aging SIVOC"), produce orders of magnitude lower SOA than "aging SIVOC" parameterizations both with and without fragmentation. In addition, traditional absorptive partitioning models predict almost complete SOA evaporation at farther downwind locations for both "non-aging SIVOC" and "aging SIVOC" with fragmentation. In contrast, in our revised approach, SOA transformed to NVSOA implies significantly higher background concentrations as it remains in particle phase even under highly dilute conditions. This work has significant implications on understanding the role of multi-generational chemistry and NVSOA formation on SOA evolution in the atmosphere.« less
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NASA Astrophysics Data System (ADS)
Canhanga, Betuel; Ni, Ying; Rančić, Milica; Malyarenko, Anatoliy; Silvestrov, Sergei
2017-01-01
After Black-Scholes proposed a model for pricing European Options in 1973, Cox, Ross and Rubinstein in 1979, and Heston in 1993, showed that the constant volatility assumption made by Black-Scholes was one of the main reasons for the model to be unable to capture some market details. Instead of constant volatilities, they introduced stochastic volatilities to the asset dynamic modeling. In 2009, Christoffersen empirically showed "why multifactor stochastic volatility models work so well". Four years later, Chiarella and Ziveyi solved the model proposed by Christoffersen. They considered an underlying asset whose price is governed by two factor stochastic volatilities of mean reversion type. Applying Fourier transforms, Laplace transforms and the method of characteristics they presented a semi-analytical formula to compute an approximate price for American options. The huge calculation involved in the Chiarella and Ziveyi approach motivated the authors of this paper in 2014 to investigate another methodology to compute European Option prices on a Christoffersen type model. Using the first and second order asymptotic expansion method we presented a closed form solution for European option, and provided experimental and numerical studies on investigating the accuracy of the approximation formulae given by the first order asymptotic expansion. In the present paper we will perform experimental and numerical studies for the second order asymptotic expansion and compare the obtained results with results presented by Chiarella and Ziveyi.
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NASA Astrophysics Data System (ADS)
Young, Leslie
2012-10-01
Pluto's varying subsolar latitude and heliocentric distance leads to large variations in the surface volatile distribution and surface pressure. I present results of new volatile transport models (Young 2012a, b). The models include insolation, thermal emission, subsurface conduction, heating of a volatile slab, internal heat flux, latent heat of sublimation, and strict global mass balance. Numeric advances include initial conditions that allow for rapid convergence, efficient computation with matrix arithmetic, and stable Crank-Nicholson timesteps for both bare and volatile-covered areas. Runs of the model show six distinct seasons on Pluto. (1) As Pluto approaches perihelion, the volatiles on the old winter pole (the Rotational North Pole, RNP) becomes more directly illuminated , and the pressure and albedo rise rapidly. (2) When a new ice cap forms on the Rotational South Pole, RSP, volatiles are exchanged between poles. The pressure and albedo change more slowly. (3) When all volatiles have sublimed from the RNP, the albedo and pressure drop rapidly. (4-6) A similar pattern is repeated near aphelion with a reversal of the roles and the poles. I will compare results with earlier Pluto models of Hansen and Paige (1996), show the dependence on parameters such as substrate inertia, and make predictions for the New Horizons flyby of Pluto in 2015. This work was supported, in part, by funding from NASA Planetary Atmospheres Grant NNG06GF32G and the Spitzer project (JPL research support Agreement 1368573). Hansen, C. J. and D. A. Paige 1996. Seasonal Nitrogen Cycles on Pluto. Icarus 120, 247-265. Young, L. A. 2012a. Volatile transport on inhomogeneous surfaces: I - Analytic expressions, with application to Pluto’s day. Icarus, in press Young, L. A. 2012b. Volatile transport on inhomogeneous surfaces: II. Numerical calculations, with application to Pluto's season. In preparation.
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Validation of the RAGE Hydrocode for Impacts into Volatile-Rich Targets
NASA Astrophysics Data System (ADS)
Plesko, C. S.; Asphaug, E.; Coker, R. F.; Wohletz, K. H.; Korycansky, D. G.; Gisler, G. R.
2007-12-01
In preparation for a detailed study of large-scale impacts into the Martian surface, we have validated the RAGE hydrocode (Gittings et al., in press, CSD) against a suite of experiments and statistical models. We present comparisons of hydrocode models to centimeter-scale gas gun impacts (Nakazawa et al. 2002), an underground nuclear test (Perret, 1971), and crater scaling laws (Holsapple 1993, O'Keefe and Ahrens 1993). We have also conducted model convergence and uncertainty analyses which will be presented. Results to date are encouraging for our current model goals, and indicate areas where the hydrocode may be extended in the future. This validation work is focused on questions related to the specific problem of large impacts into volatile-rich targets. The overall goal of this effort is to be able to realistically model large-scale Noachian, and possibly post- Noachian, impacts on Mars not so much to model the crater morphology as to understand the evolution of target volatiles in the post-impact regime, to explore how large craters might set the stage for post-impact hydro- geologic evolution both locally (in the crater subsurface) and globally, due to the redistribution of volatiles from the surface and subsurface into the atmosphere. This work is performed under the auspices of IGPP and the DOE at LANL under contracts W-7405-ENG-36 and DE-AC52-06NA25396. Effort by DK and EA is sponsored by NASA's Mars Fundamental Research Program.
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A numerical model to simulate foams during devolatilization of polymers
NASA Astrophysics Data System (ADS)
Khan, Irfan; Dixit, Ravindra
2014-11-01
Customers often demand that the polymers sold in the market have low levels of volatile organic compounds (VOC). Some of the processes for making polymers involve the removal of volatiles to the levels of parts per million (devolatilization). During this step the volatiles are phase separated out of the polymer through a combination of heating and applying lower pressure, creating foam with the pure polymer in liquid phase and the volatiles in the gas phase. The efficiency of the devolatilization process depends on predicting the onset of solvent phase change in the polymer and volatiles mixture accurately based on the processing conditions. However due to the complex relationship between the polymer properties and the processing conditions this is not trivial. In this work, a bubble scale model is coupled with a bulk scale transport model to simulate the processing conditions of polymer devolatilization. The bubble scale model simulates the nucleation and bubble growth based on the classical nucleation theory and the popular ``influence volume approach.'' As such it provides the information of bubble size distribution and number density inside the polymer at any given time and position. This information is used to predict the bulk properties of the polymer and its behavior under the applied processing conditions. Initial results of this modeling approach will be presented.
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NASA Astrophysics Data System (ADS)
Mahan, B. M.; Siebert, J.; Blanchard, I.; Badro, J.; Sossi, P.; Moynier, F.
2017-12-01
Volatile and moderately volatile elements display different volatilities and siderophilities, as well as varying sensitivity to thermodynamic controls (X, P, T, fO2) during metal-silicate differentiation. The experimental determination of the metal-silicate partitioning of these elements permits us to evaluate processes controlling the distribution of these elements in Earth. In this work, we have combined metal-silicate partitioning data and results for S, Sn, Zn and Cu, and input these characterizations into Earth formation models. Model parameters such as source material, timing of volatile delivery, fO2 path, and degree of impactor equilibration were varied to encompass an array of possible formation scenarios. These models were then assessed to discern plausible sets of conditions that can produce current observed element-to-element ratios (e.g. S/Zn) in the Earth's present-day mantle, while also satisfying current estimates on the S content of the core, at no more than 2 wt%. The results of our models indicate two modes of accretion that can maintain chondritic element-to-element ratios for the bulk Earth and can arrive at present-day mantle abundances of these elements. The first mode requires the late addition of Earth's entire inventory of these elements (assuming a CI-chondritic composition) and late-stage accretion that is marked by partial equilibration of large impactors. The second, possibly more intuitive mode, requires that Earth accreted - at least initially - from volatile poor material preferentially depleted in S relative to Sn, Zn, and Cu. From a chemical standpoint, this source material is most similar to type I chondrule rich (and S poor) materials (Hewins and Herzberg, 1996; Mahan et al., 2017; Amsellem et al., 2017), such as the metal-bearing carbonaceous chondrites.
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Monetary Shocks in Models with Inattentive Producers.
Alvarez, Fernando E; Lippi, Francesco; Paciello, Luigi
2016-04-01
We study models where prices respond slowly to shocks because firms are rationally inattentive. Producers must pay a cost to observe the determinants of the current profit maximizing price, and hence observe them infrequently. To generate large real effects of monetary shocks in such a model the time between observations must be long and/or highly volatile. Previous work on rational inattentiveness has allowed for observation intervals that are either constant-but-long ( e.g . Caballero, 1989 or Reis, 2006) or volatile-but-short ( e.g . Reis's, 2006 example where observation costs are negligible), but not both. In these models, the real effects of monetary policy are small for realistic values of the duration between observations. We show that non-negligible observation costs produce both of these effects: intervals between observations are infrequent and volatile. This generates large real effects of monetary policy for realistic values of the average time between observations.
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Monetary Shocks in Models with Inattentive Producers
Alvarez, Fernando E.; Lippi, Francesco; Paciello, Luigi
2016-01-01
We study models where prices respond slowly to shocks because firms are rationally inattentive. Producers must pay a cost to observe the determinants of the current profit maximizing price, and hence observe them infrequently. To generate large real effects of monetary shocks in such a model the time between observations must be long and/or highly volatile. Previous work on rational inattentiveness has allowed for observation intervals that are either constant-but-long (e.g. Caballero, 1989 or Reis, 2006) or volatile-but-short (e.g. Reis's, 2006 example where observation costs are negligible), but not both. In these models, the real effects of monetary policy are small for realistic values of the duration between observations. We show that non-negligible observation costs produce both of these effects: intervals between observations are infrequent and volatile. This generates large real effects of monetary policy for realistic values of the average time between observations. PMID:27516627
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Shrivastava, Manish; Zhao, Chun; Easter, Richard C.
We investigate the sensitivity of secondary organic aerosol (SOA) loadings simulated by a regional chemical transport model to 7 selected tunable model parameters: 4 involving emissions of anthropogenic and biogenic volatile organic compounds, anthropogenic semi-volatile and intermediate volatility organics (SIVOCs), and NOx, 2 involving dry deposition of SOA precursor gases, and one involving particle-phase transformation of SOA to low volatility. We adopt a quasi-Monte Carlo sampling approach to effectively sample the high-dimensional parameter space, and perform a 250 member ensemble of simulations using a regional model, accounting for some of the latest advances in SOA treatments based on our recentmore » work. We then conduct a variance-based sensitivity analysis using the generalized linear model method to study the responses of simulated SOA loadings to the tunable parameters. Analysis of SOA variance from all 250 simulations shows that the volatility transformation parameter, which controls whether particle-phase transformation of SOA from semi-volatile SOA to non-volatile is on or off, is the dominant contributor to variance of simulated surface-level daytime SOA (65% domain average contribution). We also split the simulations into 2 subsets of 125 each, depending on whether the volatility transformation is turned on/off. For each subset, the SOA variances are dominated by the parameters involving biogenic VOC and anthropogenic SIVOC emissions. Furthermore, biogenic VOC emissions have a larger contribution to SOA variance when the SOA transformation to non-volatile is on, while anthropogenic SIVOC emissions have a larger contribution when the transformation is off. NOx contributes less than 4.3% to SOA variance, and this low contribution is mainly attributed to dominance of intermediate to high NOx conditions throughout the simulated domain. The two parameters related to dry deposition of SOA precursor gases also have very low contributions to SOA variance. This study highlights the large sensitivity of SOA loadings to the particle-phase transformation of SOA volatility, which is neglected in most previous models.« less
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The Working of Circuit Breakers Within Percolation Models for Financial Markets
NASA Astrophysics Data System (ADS)
Ehrenstein, Gudrun; Westerhoff, Frank
We use a modified Cont-Bouchaud model to explore the effectiveness of trading breaks. The modifications include that the trading activity of the market participants depends positively on historical volatility and that the orders of the agents are conditioned on the observed mispricing. Trading breaks, also called circuit breakers, interrupt the trading process when prices are about to exceed a pre-specified limit. We find that trading breaks are a useful instrument to stabilize financial markets. In particular, trading breaks may reduce price volatility and deviations from fundamentals.
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Escape problem under stochastic volatility: The Heston model
NASA Astrophysics Data System (ADS)
Masoliver, Jaume; Perelló, Josep
2008-11-01
We solve the escape problem for the Heston random diffusion model from a finite interval of span L . We obtain exact expressions for the survival probability (which amounts to solving the complete escape problem) as well as for the mean exit time. We also average the volatility in order to work out the problem for the return alone regardless of volatility. We consider these results in terms of the dimensionless normal level of volatility—a ratio of the three parameters that appear in the Heston model—and analyze their form in several asymptotic limits. Thus, for instance, we show that the mean exit time grows quadratically with large spans while for small spans the growth is systematically slower, depending on the value of the normal level. We compare our results with those of the Wiener process and show that the assumption of stochastic volatility, in an apparently paradoxical way, increases survival and prolongs the escape time. We finally observe that the model is able to describe the main exit-time statistics of the Dow-Jones daily index.
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Volatile elements - water, carbon, nitrogen, noble gases - on Earth
NASA Astrophysics Data System (ADS)
Marty, B.
2017-12-01
Understanding the origin and evolution of life-bearing volatile elements (water, carbon, nitrogen) on Earth is a fruitful and debated area of research. In his pioneering work, W.W. Rubey inferred that the terrestrial atmosphere and the oceans formed from degassing of the mantle through geological periods of time. Early works on noble gas isotopes were consistent with this view and proposed a catastrophic event of mantle degassing early in Earth's history. We now have evidence, mainly from noble gas isotopes, that several cosmochemical sources contributed water and other volatiles at different stages of Earth's accretion. Potential contributors include the protosolar nebula gas that equilibrated with magma oceans, inner solar system bodies now represented by chondrites, and comets. Stable isotope ratios suggest volatiles where primarily sourced by planetary bodies from the inner solar system. However, recent measurements by the European Space Agency Rosetta probe on the coma of Comet 67P/Churyumov-Gerasimenko permit to set quantitative constraints on the cometary contribution to the surface of our planet. The surface and mantle reservoirs volatile elements exchanged volatile elements through time, with rates that are still uncertain. Some mantle regions remained isolated from whole mantle convection within the first tens to hundreds million years after start of solar system formation. These regions, now sampled by some mantle plumes (e.g., Iceland, Eifel) preserved their volatile load, as indicated by extinct and extant radioactivity systems. The abundance of volatile elements in the mantle is still not well known. Different approaches, such as high pressure experimental petrology, noble gas geochemistry, modelling, resulted in somewhat contrasted estimates, varying over one order of magnitude for water. Comparative planetology, that is, the study of volatiles on the Moon, Venus, Mars, Vesta, will shed light on the sources and strengths of these elements in the inner solar system.
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Volatile Transport Implications from the New Horizons Flyby of Pluto
NASA Astrophysics Data System (ADS)
Young, Leslie; Grundy, William M.; Binzel, RIchard P.; Earle, Alissa M.; Linscott, Ivan R.; Hinson, David P.; Zangari, Amanda M.; McKinnon, William B.; Stern, S. Alan; Weaver, Harold A.; Olkin, Catherine B.; Ennico, Kimberly; Gladstone, G. Randall; Summers, Michael E.; Moore, Jeffrey M.; Spencer, John R.
2015-11-01
The New Horizons flyby of Pluto has revealed a striking range of terrains, from the very bright region informally named Sputnik Planum, to very dark regions such as the informally named Cthulhu Regio. Such a variety was beyond the scope of recent models of Pluto's seasonal volatile cycle (Young 2013, ApJL 766, L22; Hansen, Paige and Young 2015, Icarus 246, 183), which assumed globally uniform substrate albedos. The "Exchange with Pressure Plateau (EPP)" class of models in Young (2013) and the favored runs from Hansen et al (2015) had long periods of exchange of volatiles between northern and southern hemispheres. In these models, the equators were largely devoid of volatiles; even though the equatorial latitudes received less insolation than the poles over a Pluto year, they were never the coldest place on the icy world. New models that include a variety of substrate albedos can investigate questions such as whether Sputnik Planum has an albedo that is high enough to act as a local cold trap for much of Pluto's year. We will present the implications of this and other assumption-busting revelations from the New Horizons flyby. This work was supported by NASA’s New Horizons project.
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A CO2-rich coma model applied to the neutral coma of Comet West
NASA Technical Reports Server (NTRS)
Mitchell, G. F.; Swift, M. B.; Huntress, W. T.
1982-01-01
Models of the cometary coma in which the dominant volatile is CO2 have been constructed for a range of heliocentric distances. Model coma abundances of C2, C3, and CN are compared with the abundances observed in Comet West and are found to be in good agreement. Furthermore, the variation with heliocentric distance of C2, C3, and CN model abundances agree well with the observed variation in Comet West. The present work lends detailed support to a previous suggestion that a substance more volatile than water, such as CO2, controls the evaporation of the nucleus of Comet West. The implications for cometary formation are briefly discussed.
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NASA Astrophysics Data System (ADS)
Rafkin, Scot C. R.; Soto, Alejandro; Michaels, Timothy I.
2016-10-01
A newly developed general circulation model (GCM) for Pluto is used to investigate the impact of a heterogeneous distribution of nitrogen surface ice and large scale topography on Pluto's atmospheric circulation. The GCM is based on the GFDL Flexible Modeling System (FSM). Physics include a gray model radiative-conductive scheme, subsurface conduction, and a nitrogen volatile cycle. The radiative-conductive model takes into account the 2.3, 3.3 and 7.8 μm bands of CH4 and CO, including non-local thermodynamic equilibrium effects. including non-local thermodynamic equilibrium effects. The nitrogen volatile cycle is based on a vapor pressure equilibrium assumption between the atmosphere and surface. Prior to the arrival of the New Horizons spacecraft, the expectation was that the volatile ice distribution on the surface of Pluto would be strongly controlled by the latitudinal temperature gradient. If this were the case, then Pluto would have broad latitudinal bands of both ice covered surface and ice free surface, as dictated by the season. Further, the circulation, and the thus the transport of volatiles, was thought to be driven almost exclusively by sublimation and deposition flows associated with the volatile cycle. In contrast to expectations, images from New Horizon showed an extremely complex, heterogeneous distribution of surface ices draped over substantial and variable topography. To produce such an ice distribution, the atmospheric circulation and volatile transport must be more complex than previously envisioned. Simulations where topography, surface ice distributions, and volatile cycle physics are added individually and in various combinations are used to individually quantify the importance of the general circulation, topography, surface ice distributions, and condensation flows. It is shown that even regional patches of ice or large craters can have global impacts on the atmospheric circulation, the volatile cycle, and hence, the distribution of surface ices. The work demonstrates that explaining Pluto's volatile cycle and the expression of that cycle in the surface ice distributions requires consideration of atmospheric processes beyond simple vapor pressure equilibrium arguments.
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Estimation and prediction under local volatility jump-diffusion model
NASA Astrophysics Data System (ADS)
Kim, Namhyoung; Lee, Younhee
2018-02-01
Volatility is an important factor in operating a company and managing risk. In the portfolio optimization and risk hedging using the option, the value of the option is evaluated using the volatility model. Various attempts have been made to predict option value. Recent studies have shown that stochastic volatility models and jump-diffusion models reflect stock price movements accurately. However, these models have practical limitations. Combining them with the local volatility model, which is widely used among practitioners, may lead to better performance. In this study, we propose a more effective and efficient method of estimating option prices by combining the local volatility model with the jump-diffusion model and apply it using both artificial and actual market data to evaluate its performance. The calibration process for estimating the jump parameters and local volatility surfaces is divided into three stages. We apply the local volatility model, stochastic volatility model, and local volatility jump-diffusion model estimated by the proposed method to KOSPI 200 index option pricing. The proposed method displays good estimation and prediction performance.
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Approximation methods of European option pricing in multiscale stochastic volatility model
NASA Astrophysics Data System (ADS)
Ni, Ying; Canhanga, Betuel; Malyarenko, Anatoliy; Silvestrov, Sergei
2017-01-01
In the classical Black-Scholes model for financial option pricing, the asset price follows a geometric Brownian motion with constant volatility. Empirical findings such as volatility smile/skew, fat-tailed asset return distributions have suggested that the constant volatility assumption might not be realistic. A general stochastic volatility model, e.g. Heston model, GARCH model and SABR volatility model, in which the variance/volatility itself follows typically a mean-reverting stochastic process, has shown to be superior in terms of capturing the empirical facts. However in order to capture more features of the volatility smile a two-factor, of double Heston type, stochastic volatility model is more useful as shown in Christoffersen, Heston and Jacobs [12]. We consider one modified form of such two-factor volatility models in which the volatility has multiscale mean-reversion rates. Our model contains two mean-reverting volatility processes with a fast and a slow reverting rate respectively. We consider the European option pricing problem under one type of the multiscale stochastic volatility model where the two volatility processes act as independent factors in the asset price process. The novelty in this paper is an approximating analytical solution using asymptotic expansion method which extends the authors earlier research in Canhanga et al. [5, 6]. In addition we propose a numerical approximating solution using Monte-Carlo simulation. For completeness and for comparison we also implement the semi-analytical solution by Chiarella and Ziveyi [11] using method of characteristics, Fourier and bivariate Laplace transforms.
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Mazaheri, Davood; Shojaosadati, Seyed Abbas; Zamir, Seyed Morteza; Mousavi, Seyyed Mohammad
2018-04-21
In this work, mathematical modeling of ethanol production in solid-state fermentation (SSF) has been done based on the variation in the dry weight of solid medium. This method was previously used for mathematical modeling of enzyme production; however, the model should be modified to predict the production of a volatile compound like ethanol. The experimental results of bioethanol production from the mixture of carob pods and wheat bran by Zymomonas mobilis in SSF were used for the model validation. Exponential and logistic kinetic models were used for modeling the growth of microorganism. In both cases, the model predictions matched well with the experimental results during the exponential growth phase, indicating the good ability of solid medium weight variation method for modeling a volatile product formation in solid-state fermentation. In addition, using logistic model, better predictions were obtained.
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Volatility in financial markets: stochastic models and empirical results
NASA Astrophysics Data System (ADS)
Miccichè, Salvatore; Bonanno, Giovanni; Lillo, Fabrizio; Mantegna, Rosario N.
2002-11-01
We investigate the historical volatility of the 100 most capitalized stocks traded in US equity markets. An empirical probability density function (pdf) of volatility is obtained and compared with the theoretical predictions of a lognormal model and of the Hull and White model. The lognormal model well describes the pdf in the region of low values of volatility whereas the Hull and White model better approximates the empirical pdf for large values of volatility. Both models fail in describing the empirical pdf over a moderately large volatility range.
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NASA Astrophysics Data System (ADS)
Stock, Michael J.; Isaia, Roberto; Humphreys, Madeleine C. S.; Smith, Victoria C.; Pyle, David M.
2016-04-01
Apatite is capable of incorporating all major magmatic volatile species (H2O, CO2, S, Cl and F) into its crystal structure. Analysis of apatite volatile contents can be related to parental magma compositions through the application of pressure and temperature-dependent exchange reactions (Piccoli and Candela, 1994). Once included within phenocrysts, apatite inclusions are isolated from the melt and preserve a temporal record of magmatic volatile contents in the build-up to eruption. In this work, we measured the volatile compositions of apatite inclusions, apatite microphenocrysts and pyroxene-hosted melt inclusions from the Astroni 1 eruption of Campi Flegrei, Italy (Stock et al. 2016). These data are coupled with magmatic differentiation models (Gualda et al., 2012), experimental volatile solubility data (Webster et al., 2014) and thermodynamic models of apatite compositional variations (Piccoli and Candela, 1994) to decipher pre-eruptive magmatic processes. We find that apatite halogen/OH ratios decreased through magmatic differentiation, while melt inclusion F and Cl concentrations increased. Melt inclusion H2O contents are constant at ~2.5 wt%. These data are best explained by volatile-undersaturated differentiation over most of the crystallisation history of the Astroni 1 melt, with melt inclusion H2O contents reset at shallow levels during ascent. Given the high diffusivity of volatiles in apatite (Brenan, 1993), the preservation of volatile-undersaturated melt compositions in microphenocrysts suggests that saturation was only achieved 10 - 103 days before eruption. We suggest that late-stage transition into a volatile-saturated state caused an increase in magma chamber overpressure, which ultimately triggered the Astroni 1 eruption. This has major implications for monitoring of Campi Flegrei and other similar volcanic systems. Piccoli and Candela, 1994. Am. J. of Sc., 294, 92-135. Stock et al., 2016, Nat. Geosci. Gualda et al., 2012. J. Pet., 53, 875-890. Webster et al., 2014. J. Pet., 55, 2217-2248. Brenan, 1993. Chem. Geol., 110, 195-210.
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Chin, Wen Cheong; Lee, Min Cherng; Yap, Grace Lee Ching
2016-01-01
High frequency financial data modelling has become one of the important research areas in the field of financial econometrics. However, the possible structural break in volatile financial time series often trigger inconsistency issue in volatility estimation. In this study, we propose a structural break heavy-tailed heterogeneous autoregressive (HAR) volatility econometric model with the enhancement of jump-robust estimators. The breakpoints in the volatility are captured by dummy variables after the detection by Bai-Perron sequential multi breakpoints procedure. In order to further deal with possible abrupt jump in the volatility, the jump-robust volatility estimators are composed by using the nearest neighbor truncation approach, namely the minimum and median realized volatility. Under the structural break improvements in both the models and volatility estimators, the empirical findings show that the modified HAR model provides the best performing in-sample and out-of-sample forecast evaluations as compared with the standard HAR models. Accurate volatility forecasts have direct influential to the application of risk management and investment portfolio analysis.
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Gender, Emotion Work, and Relationship Quality: A Daily Diary Study
Curran, Melissa A.; McDaniel, Brandon T.; Pollitt, Amanda M.; Totenhagen, Casey J.
2015-01-01
We use the gender relations perspective from feminist theorizing to investigate how gender and daily emotion work predict daily relationship quality in 74 couples (148 individuals in dating, cohabiting, or married relationships) primarily from the southwest U.S. Emotion work is characterized by activities that enhance others’ emotional well-being. We examined emotion work two ways: trait (individuals’ average levels) and state (individuals’ daily fluctuations). We examined actor and partner effects of emotion work and tested for gender differences. As outcome variables, we included six types of daily relationship quality: love, commitment, satisfaction, closeness, ambivalence, and conflict. This approach allowed us to predict three aspects of relationship quality: average levels, daily fluctuations, and volatility (overall daily variability across a week). Three patterns emerged. First, emotion work predicted relationship quality in this diverse set of couples. Second, gender differences were minimal for fixed effects: Trait and state emotion work predicted higher average scores on, and positive daily increases in, individuals’ own positive relationship quality and lower average ambivalence. Third, gender differences were more robust for volatility: For partner effects, having a partner who reported higher average emotion work predicted lower volatility in love, satisfaction, and closeness for women versus greater volatility in love and commitment for men. Neither gender nor emotion work predicted average levels, daily fluctuations, or volatility in conflict. We discuss implications and future directions pertaining to the unique role of gender in understanding the associations between daily emotion work and volatility in daily relationship quality for relational partners. PMID:26508808
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Gender, Emotion Work, and Relationship Quality: A Daily Diary Study.
Curran, Melissa A; McDaniel, Brandon T; Pollitt, Amanda M; Totenhagen, Casey J
2015-08-01
We use the gender relations perspective from feminist theorizing to investigate how gender and daily emotion work predict daily relationship quality in 74 couples (148 individuals in dating, cohabiting, or married relationships) primarily from the southwest U.S. Emotion work is characterized by activities that enhance others' emotional well-being. We examined emotion work two ways: trait (individuals' average levels) and state (individuals' daily fluctuations). We examined actor and partner effects of emotion work and tested for gender differences. As outcome variables, we included six types of daily relationship quality: love, commitment, satisfaction, closeness, ambivalence, and conflict. This approach allowed us to predict three aspects of relationship quality: average levels, daily fluctuations, and volatility (overall daily variability across a week). Three patterns emerged. First, emotion work predicted relationship quality in this diverse set of couples. Second, gender differences were minimal for fixed effects: Trait and state emotion work predicted higher average scores on, and positive daily increases in, individuals' own positive relationship quality and lower average ambivalence. Third, gender differences were more robust for volatility: For partner effects, having a partner who reported higher average emotion work predicted lower volatility in love, satisfaction, and closeness for women versus greater volatility in love and commitment for men. Neither gender nor emotion work predicted average levels, daily fluctuations, or volatility in conflict. We discuss implications and future directions pertaining to the unique role of gender in understanding the associations between daily emotion work and volatility in daily relationship quality for relational partners.
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Forecasting volatility of SSEC in Chinese stock market using multifractal analysis
NASA Astrophysics Data System (ADS)
Wei, Yu; Wang, Peng
2008-03-01
In this paper, taking about 7 years’ high-frequency data of the Shanghai Stock Exchange Composite Index (SSEC) as an example, we propose a daily volatility measure based on the multifractal spectrum of the high-frequency price variability within a trading day. An ARFIMA model is used to depict the dynamics of this multifractal volatility (MFV) measures. The one-day ahead volatility forecasting performances of the MFV model and some other existing volatility models, such as the realized volatility model, stochastic volatility model and GARCH, are evaluated by the superior prediction ability (SPA) test. The empirical results show that under several loss functions, the MFV model obtains the best forecasting accuracy.
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Multiscaling and clustering of volatility
NASA Astrophysics Data System (ADS)
Pasquini, Michele; Serva, Maurizio
1999-07-01
The dynamics of prices in stock markets has been studied intensively both experimentally (data analysis) and theoretically (models). Nevertheless, while the distribution of returns of the most important indices is known to be a truncated Lévy, the behaviour of volatility correlations is still poorly understood. What is well known is that absolute returns have memory on a long time range, this phenomenon is known in financial literature as clustering of volatility. In this paper we show that volatility correlations are power laws with a non-unique scaling exponent. This kind of multiscale phenomenology is known to be relevant in fully developed turbulence and in disordered systems and it is pointed out here for the first time for a financial series. In our study we consider the New York Stock Exchange (NYSE) daily index, from January 1966 to June 1998, for a total of 8180 working days.
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NASA Astrophysics Data System (ADS)
Ye, Q.; Robinson, E. S.; Mahfouz, N.; Sullivan, R. C.; Donahue, N. M.
2016-12-01
Secondary organic aerosols (SOA) dominate the mass of fine particles in the atmosphere. Their formation involves both oxidation of volatile organics from various sources that produce products with uncertain volatilities, and diffusion of these products into the condensed phase. Therefore, constraining volatility distribution and diffusion timescales of the constituents in SOA are important in predicting size, concentration and composition of SOA, as well as how these properties of SOA evolve in the atmosphere. In this work, we demonstrate how carefully designed laboratory isothermal dilution experiments in smog chambers can shed light into the volatility distribution and any diffusion barriers of common types of SOA over time scales relevant to atmospheric transport and diurnal cycling. We choose SOA made from mono-terpenes (alpha-pinene and limonene) and toluene to represent biogenic and anthropogenic SOA. We look into how moisture content can alter any evaporation behaviors of SOA by varying relative humidity during SOA generation and during dilution process. This provides insight into whether diffusion in the condensed phase is rate limiting in reaching gas/particle equilibrium of semi-volatile organic compounds. Our preliminary results show that SOA from alpha-pinene evaporates continuously over several hours of experiments, and there is no substantial discernible differences over wide ranges of the chamber humidity. SOA from toluene oxidation shows slower evaporation. We fit these experimental data using absorptive partitioning theory and a particle dynamic model to obtain volatility distributions and to predict particle size evolution. This in the end will help us to improve representation of SOA in large scale chemical transport models.
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The origin of volatiles in the Earth's mantle
NASA Astrophysics Data System (ADS)
Hier-Majumder, Saswata; Hirschmann, Marc M.
2017-08-01
The Earth's deep interior contains significant reservoirs of volatiles such as H, C, and N. Due to the incompatible nature of these volatile species, it has been difficult to reconcile their storage in the residual mantle immediately following crystallization of the terrestrial magma ocean (MO). As the magma ocean freezes, it is commonly assumed that very small amounts of melt are retained in the residual mantle, limiting the trapped volatile concentration in the primordial mantle. In this article, we show that inefficient melt drainage out of the freezing front can retain large amounts of volatiles hosted in the trapped melt in the residual mantle while creating a thick early atmosphere. Using a two-phase flow model, we demonstrate that compaction within the moving freezing front is inefficient over time scales characteristic of magma ocean solidification. We employ a scaling relation between the trapped melt fraction, the rate of compaction, and the rate of freezing in our magma ocean evolution model. For cosmochemically plausible fractions of volatiles delivered during the later stages of accretion, our calculations suggest that up to 77% of total H2O and 12% of CO2 could have been trapped in the mantle during magma ocean crystallization. The assumption of a constant trapped melt fraction underestimates the mass of volatiles in the residual mantle by more than an order of magnitude.
Plain Language SummaryThe Earth's deep interior contains substantial amounts of volatile elements like C, H, and N. How these elements got sequestered in the Earth's interior has long been a topic of debate. It is generally assumed that most of these elements escaped the interior of the Earth during the first few hundred thousand years to create a primitive atmosphere, leaving the mantle reservoir nearly empty. In this work, we show that the key to this paradox involves the very early stages of crystallization of the mantle from a global magma ocean. Using numerical models, we show that the mantle stored substantially higher amounts of volatiles than previously thought, thanks to large quantities of melt trapped in the mantle due to rapid freezing of the magma ocean. Our models show that up to 77% of the total planetary budget of water and 12% of CO2 can be stored in the mantle due to this previously unaccounted process.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/1365509','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/1365509"><span>Models for Total-Dose Radiation Effects in Non-Volatile Memory</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Campbell, Philip Montgomery; Wix, Steven D.</p> <p></p> <p>The objective of this work is to develop models to predict radiation effects in non- volatile memory: flash memory and ferroelectric RAM. In flash memory experiments have found that the internal high-voltage generators (charge pumps) are the most sensitive to radiation damage. Models are presented for radiation effects in charge pumps that demonstrate the experimental results. Floating gate models are developed for the memory cell in two types of flash memory devices by Intel and Samsung. These models utilize Fowler-Nordheim tunneling and hot electron injection to charge and erase the floating gate. Erase times are calculated from the models andmore » compared with experimental results for different radiation doses. FRAM is less sensitive to radiation than flash memory, but measurements show that above 100 Krad FRAM suffers from a large increase in leakage current. A model for this effect is developed which compares closely with the measurements.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/1241466','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/1241466"><span></span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Lucachick, Glenn; Curran, Scott; Storey, John Morse</p> <p></p> <p>Our work explores the volatility of particles produced from two diesel low temperature combustion (LTC) modes proposed for high-efficiency compression ignition engines. It also explores mechanisms of particulate formation and growth upon dilution in the near-tailpipe environment. Moreover, the number distribution of exhaust particles from low- and mid-load dual-fuel reactivity controlled compression ignition (RCCI) and single-fuel premixed charge compression ignition (PPCI) modes were experimentally studied over a gradient of dilution temperature. Particle volatility of select particle diameters was investigated using volatility tandem differential mobility analysis (V-TDMA). Evaporation rates for exhaust particles were compared with V-TDMA results for candidate pure n-alkanesmore » to identify species with similar volatility characteristics. The results show that LTC particles are mostly comprised of material with volatility similar to engine oil alkanes. V-TDMA results were used as inputs to an aerosol condensation and evaporation model to support the finding that smaller particles in the distribution are comprised of lower volatility material than large particles under primary dilution conditions. Although the results show that saturation levels are high enough to drive condensation of alkanes onto existing particles under the dilution conditions investigated, they are not high We conclude that observed particles from LTC operation must grow from low concentrations of highly non-volatile compounds present in the exhaust.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/18249917','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/18249917"><span>Forecasting volatility with neural regression: a contribution to model adequacy.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Refenes, A N; Holt, W T</p> <p>2001-01-01</p> <p>Neural nets' usefulness for forecasting is limited by problems of overfitting and the lack of rigorous procedures for model identification, selection and adequacy testing. This paper describes a methodology for neural model misspecification testing. We introduce a generalization of the Durbin-Watson statistic for neural regression and discuss the general issues of misspecification testing using residual analysis. We derive a generalized influence matrix for neural estimators which enables us to evaluate the distribution of the statistic. We deploy Monte Carlo simulation to compare the power of the test for neural and linear regressors. While residual testing is not a sufficient condition for model adequacy, it is nevertheless a necessary condition to demonstrate that the model is a good approximation to the data generating process, particularly as neural-network estimation procedures are susceptible to partial convergence. The work is also an important step toward developing rigorous procedures for neural model identification, selection and adequacy testing which have started to appear in the literature. We demonstrate its applicability in the nontrivial problem of forecasting implied volatility innovations using high-frequency stock index options. Each step of the model building process is validated using statistical tests to verify variable significance and model adequacy with the results confirming the presence of nonlinear relationships in implied volatility innovations.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/pages/biblio/1241466-volatility-characterization-nanoparticles-from-single-dual-fuel-low-temperature-combustion-compression-ignition-engines','SCIGOV-DOEP'); return false;" href="https://www.osti.gov/pages/biblio/1241466-volatility-characterization-nanoparticles-from-single-dual-fuel-low-temperature-combustion-compression-ignition-engines"><span>Volatility characterization of nanoparticles from single and dual-fuel low temperature combustion in compression ignition engines</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/pages">DOE PAGES</a></p> <p>Lucachick, Glenn; Curran, Scott; Storey, John Morse; ...</p> <p>2016-03-10</p> <p>Our work explores the volatility of particles produced from two diesel low temperature combustion (LTC) modes proposed for high-efficiency compression ignition engines. It also explores mechanisms of particulate formation and growth upon dilution in the near-tailpipe environment. Moreover, the number distribution of exhaust particles from low- and mid-load dual-fuel reactivity controlled compression ignition (RCCI) and single-fuel premixed charge compression ignition (PPCI) modes were experimentally studied over a gradient of dilution temperature. Particle volatility of select particle diameters was investigated using volatility tandem differential mobility analysis (V-TDMA). Evaporation rates for exhaust particles were compared with V-TDMA results for candidate pure n-alkanesmore » to identify species with similar volatility characteristics. The results show that LTC particles are mostly comprised of material with volatility similar to engine oil alkanes. V-TDMA results were used as inputs to an aerosol condensation and evaporation model to support the finding that smaller particles in the distribution are comprised of lower volatility material than large particles under primary dilution conditions. Although the results show that saturation levels are high enough to drive condensation of alkanes onto existing particles under the dilution conditions investigated, they are not high We conclude that observed particles from LTC operation must grow from low concentrations of highly non-volatile compounds present in the exhaust.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFMMR52A..07M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFMMR52A..07M"><span>A volatile rich Earth's core?</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Morard, G.; Antonangeli, D.; Andrault, D.; Nakajima, Y.</p> <p>2017-12-01</p> <p>The composition of the Earth's core is still an open question. Although mostly composed of iron, it contains impurities that lower its density and melting point with respect to pure Fe. Knowledge of the nature and abundance of light elements (O, S, Si, C or H) in the core has major implications for establishing the bulk composition of the Earth and for building the model of Earth's differentiation. Geochemical models of the Earth's formation point out that its building blocks were depleted in volatile elements compared to the chondritic abundance, therefore light elements such as S, H or C cannot be the major elements alloyed with iron in the Earth's core. However, such models should be compatible with the comparison of seismic properties of the Earth's core and physical properties of iron alloys under extreme conditions, such as sound velocity or density of solid and liquid. The present work will discuss the recent progress for compositional model issued from studies of phase diagrams and elastic properties of iron alloys under core conditions and highlight the compatibility of volatile elements with observed properties of the Earth's core, in potential contradiction with models derived from metal-silicate partitioning experiments.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28839369','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28839369"><span>Rapid Detection of Volatile Oil in Mentha haplocalyx by Near-Infrared Spectroscopy and Chemometrics.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Yan, Hui; Guo, Cheng; Shao, Yang; Ouyang, Zhen</p> <p>2017-01-01</p> <p>Near-infrared spectroscopy combined with partial least squares regression (PLSR) and support vector machine (SVM) was applied for the rapid determination of chemical component of volatile oil content in Mentha haplocalyx . The effects of data pre-processing methods on the accuracy of the PLSR calibration models were investigated. The performance of the final model was evaluated according to the correlation coefficient ( R ) and root mean square error of prediction (RMSEP). For PLSR model, the best preprocessing method combination was first-order derivative, standard normal variate transformation (SNV), and mean centering, which had of 0.8805, of 0.8719, RMSEC of 0.091, and RMSEP of 0.097, respectively. The wave number variables linking to volatile oil are from 5500 to 4000 cm-1 by analyzing the loading weights and variable importance in projection (VIP) scores. For SVM model, six LVs (less than seven LVs in PLSR model) were adopted in model, and the result was better than PLSR model. The and were 0.9232 and 0.9202, respectively, with RMSEC and RMSEP of 0.084 and 0.082, respectively, which indicated that the predicted values were accurate and reliable. This work demonstrated that near infrared reflectance spectroscopy with chemometrics could be used to rapidly detect the main content volatile oil in M. haplocalyx . The quality of medicine directly links to clinical efficacy, thus, it is important to control the quality of Mentha haplocalyx . Near-infrared spectroscopy combined with partial least squares regression (PLSR) and support vector machine (SVM) was applied for the rapid determination of chemical component of volatile oil content in Mentha haplocalyx . For SVM model, 6 LVs (less than 7 LVs in PLSR model) were adopted in model, and the result was better than PLSR model. It demonstrated that near infrared reflectance spectroscopy with chemometrics could be used to rapidly detect the main content volatile oil in Mentha haplocalyx . Abbreviations used: 1 st der: First-order derivative; 2 nd der: Second-order derivative; LOO: Leave-one-out; LVs: Latent variables; MC: Mean centering, NIR: Near-infrared; NIRS: Near infrared spectroscopy; PCR: Principal component regression, PLSR: Partial least squares regression; RBF: Radial basis function; RMSEC: Root mean square error of cross validation, RMSEC: Root mean square error of calibration; RMSEP: Root mean square error of prediction; SNV: Standard normal variate transformation; SVM: Support vector machine; VIP: Variable Importance in projection.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20160005687','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20160005687"><span>The Effect of Golden Pothos in Reducing the Level of Volatile Organic Compounds in a Simulated Spacecraft Cabin</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Ursprung, Matthew; Amiri, Azita; Kayatin, Matthew; Perry, Jay</p> <p>2016-01-01</p> <p>The impact of Golden Pothos on indoor air quality was studied against a simulated spacecraft trace contaminant load model, consistent with the International Space Station (ISS), containing volatile organic compounds (VOCs) and formaldehyde. Previous research provides inconclusive results on the efficacy of plant VOC removal which this projects seeks to rectify through a better experimental design. This work develops a passive system for removing common VOC's from spacecraft and household indoor air and decreasing the necessity for active cabin trace contaminant removal systems.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_1");'>1</a></li> <li class="active"><span>2</span></li> <li><a href="#" onclick='return showDiv("page_3");'>3</a></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_2 --> <div id="page_3" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_1");'>1</a></li> <li><a href="#" onclick='return showDiv("page_2");'>2</a></li> <li class="active"><span>3</span></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="41"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..500..139T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..500..139T"><span>Bias correction in the realized stochastic volatility model for daily volatility on the Tokyo Stock Exchange</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya</p> <p>2018-06-01</p> <p>The realized stochastic volatility model has been introduced to estimate more accurate volatility by using both daily returns and realized volatility. The main advantage of the model is that no special bias-correction factor for the realized volatility is required a priori. Instead, the model introduces a bias-correction parameter responsible for the bias hidden in realized volatility. We empirically investigate the bias-correction parameter for realized volatilities calculated at various sampling frequencies for six stocks on the Tokyo Stock Exchange, and then show that the dynamic behavior of the bias-correction parameter as a function of sampling frequency is qualitatively similar to that of the Hansen-Lunde bias-correction factor although their values are substantially different. Under the stochastic diffusion assumption of the return dynamics, we investigate the accuracy of estimated volatilities by examining the standardized returns. We find that while the moments of the standardized returns from low-frequency realized volatilities are consistent with the expectation from the Gaussian variables, the deviation from the expectation becomes considerably large at high frequencies. This indicates that the realized stochastic volatility model itself cannot completely remove bias at high frequencies.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhyA..387.3192T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhyA..387.3192T"><span>Artificial neural network model of the hybrid EGARCH volatility of the Taiwan stock index option prices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Tseng, Chih-Hsiung; Cheng, Sheng-Tzong; Wang, Yi-Hsien; Peng, Jin-Tang</p> <p>2008-05-01</p> <p>This investigation integrates a novel hybrid asymmetric volatility approach into an Artificial Neural Networks option-pricing model to upgrade the forecasting ability of the price of derivative securities. The use of the new hybrid asymmetric volatility method can simultaneously decrease the stochastic and nonlinearity of the error term sequence, and capture the asymmetric volatility. Therefore, analytical results of the ANNS option-pricing model reveal that Grey-EGARCH volatility provides greater predictability than other volatility approaches.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29291836','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29291836"><span>New PLS analysis approach to wine volatile compounds characterization by near infrared spectroscopy (NIR).</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Genisheva, Z; Quintelas, C; Mesquita, D P; Ferreira, E C; Oliveira, J M; Amaral, A L</p> <p>2018-04-25</p> <p>This work aims to explore the potential of near infrared (NIR) spectroscopy to quantify volatile compounds in Vinho Verde wines, commonly determined by gas chromatography. For this purpose, 105 Vinho Verde wine samples were analyzed using Fourier transform near infrared (FT-NIR) transmission spectroscopy in the range of 5435 cm -1 to 6357 cm -1 . Boxplot and principal components analysis (PCA) were performed for clusters identification and outliers removal. A partial least square (PLS) regression was then applied to develop the calibration models, by a new iterative approach. The predictive ability of the models was confirmed by an external validation procedure with an independent sample set. The obtained results could be considered as quite good with coefficients of determination (R 2 ) varying from 0.94 to 0.97. The current methodology, using NIR spectroscopy and chemometrics, can be seen as a promising rapid tool to determine volatile compounds in Vinho Verde wines. Copyright © 2017 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018JPhCS.948a2068A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018JPhCS.948a2068A"><span>Modeling the stock price returns volatility using GARCH(1,1) in some Indonesia stock prices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Awalludin, S. A.; Ulfah, S.; Soro, S.</p> <p>2018-01-01</p> <p>In the financial field, volatility is one of the key variables to make an appropriate decision. Moreover, modeling volatility is needed in derivative pricing, risk management, and portfolio management. For this reason, this study presented a widely used volatility model so-called GARCH(1,1) for estimating the volatility of daily returns of stock prices of Indonesia from July 2007 to September 2015. The returns can be obtained from stock price by differencing log of the price from one day to the next. Parameters of the model were estimated by Maximum Likelihood Estimation. After obtaining the volatility, natural cubic spline was employed to study the behaviour of the volatility over the period. The result shows that GARCH(1,1) indicate evidence of volatility clustering in the returns of some Indonesia stock prices.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/23009695','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/23009695"><span>Feature selection and recognition from nonspecific volatile profiles for discrimination of apple juices according to variety and geographical origin.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Guo, Jing; Yue, Tianli; Yuan, Yahong</p> <p>2012-10-01</p> <p>Apple juice is a complex mixture of volatile and nonvolatile components. To develop discrimination models on the basis of the volatile composition for an efficient classification of apple juices according to apple variety and geographical origin, chromatography volatile profiles of 50 apple juice samples belonging to 6 varieties and from 5 counties of Shaanxi (China) were obtained by headspace solid-phase microextraction coupled with gas chromatography. The volatile profiles were processed as continuous and nonspecific signals through multivariate analysis techniques. Different preprocessing methods were applied to raw chromatographic data. The blind chemometric analysis of the preprocessed chromatographic profiles was carried out. Stepwise linear discriminant analysis (SLDA) revealed satisfactory discriminations of apple juices according to variety and geographical origin, provided respectively 100% and 89.8% success rate in terms of prediction ability. Finally, the discriminant volatile compounds selected by SLDA were identified by gas chromatography-mass spectrometry. The proposed strategy was able to verify the variety and geographical origin of apple juices involving only a reduced number of discriminate retention times selected by the stepwise procedure. This result encourages the similar procedures to be considered in quality control of apple juices. This work presented a method for an efficient discrimination of apple juices according to apple variety and geographical origin using HS-SPME-GC-MS together with chemometric tools. Discrimination models developed could help to achieve greater control over the quality of the juice and to detect possible adulteration of the product. © 2012 Institute of Food Technologists®</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492..837C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492..837C"><span>The predictive content of CBOE crude oil volatility index</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Chen, Hongtao; Liu, Li; Li, Xiaolei</p> <p>2018-02-01</p> <p>Volatility forecasting is an important issue in the area of econophysics. The information content of implied volatility for financial return volatility has been well documented in the literature but very few studies focus on oil volatility. In this paper, we show that the CBOE crude oil volatility index (OVX) has predictive ability for spot volatility of WTI and Brent oil returns, from both in-sample and out-of-sample perspectives. Including OVX-based implied volatility in GARCH-type volatility models can improve forecasting accuracy most of time. The predictability from OVX to spot volatility is also found for longer forecasting horizons of 5 days and 20 days. The simple GARCH(1,1) and fractionally integrated GARCH with OVX performs significantly better than the other OVX models and all 6 univariate GARCH-type models without OVX. Robustness test results suggest that OVX provides different information from as short-term interest rate.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/21700320','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/21700320"><span>Assessing the ability of mechanistic volatilization models to simulate soil surface conditions: a study with the Volt'Air model.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Garcia, L; Bedos, C; Génermont, S; Braud, I; Cellier, P</p> <p>2011-09-01</p> <p>Ammonia and pesticide volatilization in the field is a surface phenomenon involving physical and chemical processes that depend on the soil surface temperature and water content. The water transfer, heat transfer and energy budget sub models of volatilization models are adapted from the most commonly accepted formalisms and parameterizations. They are less detailed than the dedicated models describing water and heat transfers and surface status. The aim of this work was to assess the ability of one of the available mechanistic volatilization models, Volt'Air, to accurately describe the pedo-climatic conditions of a soil surface at the required time and space resolution. The assessment involves: (i) a sensitivity analysis, (ii) an evaluation of Volt'Air outputs in the light of outputs from a reference Soil-Vegetation-Atmosphere Transfer model (SiSPAT) and three experimental datasets, and (iii) the study of three tests based on modifications of SiSPAT to establish the potential impact of the simplifying assumptions used in Volt'Air. The analysis confirmed that a 5 mm surface layer was well suited, and that Volt'Air surface temperature correlated well with the experimental measurements as well as with SiSPAT outputs. In terms of liquid water transfers, Volt'Air was overall consistent with SiSPAT, with discrepancies only during major rainfall events and dry weather conditions. The tests enabled us to identify the main source of the discrepancies between Volt'Air and SiSPAT: the lack of gaseous water transfer description in Volt'Air. They also helped to explain why neither Volt'Air nor SiSPAT was able to represent lower values of surface water content: current classical water retention and hydraulic conductivity models are not yet adapted to cases of very dry conditions. Given the outcomes of this study, we discuss to what extent the volatilization models can be improved and the questions they pose for current research in water transfer modeling and parameterization. Copyright © 2011 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4128272','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4128272"><span>Evaporative fractionation of volatile stable isotopes and their bearing on the origin of the Moon</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Day, James M. D.; Moynier, Frederic</p> <p>2014-01-01</p> <p>The Moon is depleted in volatile elements relative to the Earth and Mars. Low abundances of volatile elements, fractionated stable isotope ratios of S, Cl, K and Zn, high μ (238U/204Pb) and long-term Rb/Sr depletion are distinguishing features of the Moon, relative to the Earth. These geochemical characteristics indicate both inheritance of volatile-depleted materials that formed the Moon and planets and subsequent evaporative loss of volatile elements that occurred during lunar formation and differentiation. Models of volatile loss through localized eruptive degassing are not consistent with the available S, Cl, Zn and K isotopes and abundance data for the Moon. The most probable cause of volatile depletion is global-scale evaporation resulting from a giant impact or a magma ocean phase where inefficient volatile loss during magmatic convection led to the present distribution of volatile elements within mantle and crustal reservoirs. Problems exist for models of planetary volatile depletion following giant impact. Most critically, in this model, the volatile loss requires preferential delivery and retention of late-accreted volatiles to the Earth compared with the Moon. Different proportions of late-accreted mass are computed to explain present-day distributions of volatile and moderately volatile elements (e.g. Pb, Zn; 5 to >10%) relative to highly siderophile elements (approx. 0.5%) for the Earth. Models of early magma ocean phases may be more effective in explaining the volatile loss. Basaltic materials (e.g. eucrites and angrites) from highly differentiated airless asteroids are volatile-depleted, like the Moon, whereas the Earth and Mars have proportionally greater volatile contents. Parent-body size and the existence of early atmospheres are therefore likely to represent fundamental controls on planetary volatile retention or loss. PMID:25114311</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013JPhCS.454a2041T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013JPhCS.454a2041T"><span>Analysis of Spin Financial Market by GARCH Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya</p> <p>2013-08-01</p> <p>A spin model is used for simulations of financial markets. To determine return volatility in the spin financial market we use the GARCH model often used for volatility estimation in empirical finance. We apply the Bayesian inference performed by the Markov Chain Monte Carlo method to the parameter estimation of the GARCH model. It is found that volatility determined by the GARCH model exhibits "volatility clustering" also observed in the real financial markets. Using volatility determined by the GARCH model we examine the mixture-of-distribution hypothesis (MDH) suggested for the asset return dynamics. We find that the returns standardized by volatility are approximately standard normal random variables. Moreover we find that the absolute standardized returns show no significant autocorrelation. These findings are consistent with the view of the MDH for the return dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018LPICo2070.6030M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018LPICo2070.6030M"><span>Endogenous Lunar Volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>McCubbin, F. M.; Liu, Y.; Barnes, J. J.; Anand, M.; Boyce, J. W.; Burney, D.; Day, J. M. D.; Elardo, S. M.; Hui, H.; Klima, R. L.; Magna, T.; Ni, P.; Steenstra, E.; Tartèse, R.; Vander Kaaden, K. E.</p> <p>2018-04-01</p> <p>This abstract discusses numerous outstanding questions on the topic of endogenous lunar volatiles that will need to be addressed in the coming years. Although substantial insights into endogenous lunar volatiles have been gained, more work remains.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018MS%26E..300a2033W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018MS%26E..300a2033W"><span>Volatility in GARCH Models of Business Tendency Index</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wahyuni, Dwi A. S.; Wage, Sutarman; Hartono, Ateng</p> <p>2018-01-01</p> <p>This paper aims to obtain a model of business tendency index by considering volatility factor. Volatility factor detected by ARCH (Autoregressive Conditional Heteroscedasticity). The ARCH checking was performed using the Lagrange multiplier test. The modeling is Generalized Autoregressive Conditional Heteroscedasticity (GARCH) are able to overcome volatility problems by incorporating past residual elements and residual variants.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27852216','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27852216"><span>From cow to cheese: genetic parameters of the flavour fingerprint of cheese investigated by direct-injection mass spectrometry (PTR-ToF-MS).</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Bergamaschi, Matteo; Cecchinato, Alessio; Biasioli, Franco; Gasperi, Flavia; Martin, Bruno; Bittante, Giovanni</p> <p>2016-11-16</p> <p>Volatile organic compounds determine important quality traits in cheese. The aim of this work was to infer genetic parameters of the profile of volatile compounds in cheese as revealed by direct-injection mass spectrometry of the headspace gas from model cheeses that were produced from milk samples from individual cows. A total of 1075 model cheeses were produced using raw whole-milk samples that were collected from individual Brown Swiss cows. Single spectrometry peaks and a combination of these peaks obtained by principal component analysis (PCA) were analysed. Using a Bayesian approach, we estimated genetic parameters for 240 individual spectrometry peaks and for the first ten principal components (PC) extracted from them. Our results show that there is some genetic variability in the volatile compound fingerprint of these model cheeses. Most peaks were characterized by a substantial heritability and for about one quarter of the peaks, heritability (up to 21.6%) was higher than that of the best PC. Intra-herd heritability of the PC ranged from 3.6 to 10.2% and was similar to heritabilities estimated for milk fat, specific fatty acids, somatic cell count and some coagulation parameters in the same population. We also calculated phenotypic correlations between PC (around zero as expected), the corresponding genetic correlations (from -0.79 to 0.86) and correlations between herds and sampling-processing dates (from -0.88 to 0.66), which confirmed that there is a relationship between cheese flavour and the dairy system in which cows are reared. This work reveals the existence of a link between the cow's genetic background and the profile of volatile compounds in cheese. Analysis of the relationships between the volatile organic compound (VOC) content and the sensory characteristics of cheese as perceived by the consumer, and of the genetic basis of these relationships could generate new knowledge that would open up the possibility of controlling and improving the sensory properties of cheese through genetic selection of cows. More detailed investigations are necessary to connect VOC with the sensory properties of cheese and gain a better understanding of the significance of these new phenotypes.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20170004974','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20170004974"><span>Endogenous Lunar Volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>McCubbin, F. M.; Liu, Y.; Barnes, J. J.; Boyce, J. W.; Day, J. M. D.; Elardo, S. M.; Hui, H.; Magna, T.; Ni, P.; Tartese, R.; <a style="text-decoration: none; " href="javascript:void(0); " onClick="displayelement('author_20170004974'); toggleEditAbsImage('author_20170004974_show'); toggleEditAbsImage('author_20170004974_hide'); "> <img style="display:inline; width:12px; height:12px; " src="images/arrow-up.gif" width="12" height="12" border="0" alt="hide" id="author_20170004974_show"> <img style="width:12px; height:12px; display:none; " src="images/arrow-down.gif" width="12" height="12" border="0" alt="hide" id="author_20170004974_hide"></p> <p>2017-01-01</p> <p>The chapter will begin with an introduction that defines magmatic volatiles (e.g., H, F, Cl, S) versus geochemical volatiles (e.g., K, Rb, Zn). We will discuss our approach of understanding both types of volatiles in lunar samples and lay the ground work for how we will determine the overall volatile budget of the Moon. We will then discuss the importance of endogenous volatiles in shaping the "Newer Views of the Moon", specifically how endogenous volatiles feed forward into processes such as the origin of the Moon, magmatic differentiation, volcanism, and secondary processes during surface and crustal interactions. After the introduction, we will include a re-view/synthesis on the current state of 1) apatite compositions (volatile abundances and isotopic compositions); 2) nominally anhydrous mineral phases (moderately to highly volatile); 3) volatile (moderately to highly volatile) abundances in and isotopic compositions of lunar pyroclastic glass beads; 4) volatile (moderately to highly volatile) abundances in and isotopic compositions of lunar basalts; 5) volatile (moderately to highly volatile) abundances in and isotopic compositions of melt inclusions; and finally 6) experimental constraints on mineral-melt partitioning of moderately to highly volatile elements under lunar conditions. We anticipate that each section will summarize results since 2007 and focus on new results published since the 2015 Am Min review paper on lunar volatiles [9]. The next section will discuss how to use sample abundances of volatiles to understand the source region and potential caveats in estimating source abundances of volatiles. The following section will include our best estimates of volatile abundances and isotopic compositions (where permitted by available data) for each volatile element of interest in a number of important lunar reservoirs, including the crust, mantle, KREEP, and bulk Moon. The final section of the chapter will focus upon future work, outstanding questions, and any in-sights on the types of samples or experimental studies that will be needed to answer these questions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008JPhA...41H4012L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008JPhA...41H4012L"><span>Stochastic volatility models and Kelvin waves</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lipton, Alex; Sepp, Artur</p> <p>2008-08-01</p> <p>We use stochastic volatility models to describe the evolution of an asset price, its instantaneous volatility and its realized volatility. In particular, we concentrate on the Stein and Stein model (SSM) (1991) for the stochastic asset volatility and the Heston model (HM) (1993) for the stochastic asset variance. By construction, the volatility is not sign definite in SSM and is non-negative in HM. It is well known that both models produce closed-form expressions for the prices of vanilla option via the Lewis-Lipton formula. However, the numerical pricing of exotic options by means of the finite difference and Monte Carlo methods is much more complex for HM than for SSM. Until now, this complexity was considered to be an acceptable price to pay for ensuring that the asset volatility is non-negative. We argue that having negative stochastic volatility is a psychological rather than financial or mathematical problem, and advocate using SSM rather than HM in most applications. We extend SSM by adding volatility jumps and obtain a closed-form expression for the density of the asset price and its realized volatility. We also show that the current method of choice for solving pricing problems with stochastic volatility (via the affine ansatz for the Fourier-transformed density function) can be traced back to the Kelvin method designed in the 19th century for studying wave motion problems arising in fluid dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017E%26ES...58a2055N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017E%26ES...58a2055N"><span>Risk Modelling of Agricultural Products</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Nugrahani, E. H.</p> <p>2017-03-01</p> <p>In the real world market, agricultural commodity are imposed with fluctuating prices. This means that the price of agricultural products are relatively volatile, which means that agricultural business is a quite risky business for farmers. This paper presents some mathematical models to model such risks in the form of its volatility, based on certain assumptions. The proposed models are time varying volatility model, as well as time varying volatility with mean reversion and with seasonal mean equation models. Implementation on empirical data show that agricultural products are indeed risky.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..465..714K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..465..714K"><span>Stochastic volatility of the futures prices of emission allowances: A Bayesian approach</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin</p> <p>2017-01-01</p> <p>Understanding the stochastic nature of the spot volatility of emission allowances is crucial for risk management in emissions markets. In this study, by adopting a stochastic volatility model with or without jumps to represent the dynamics of European Union Allowances (EUA) futures prices, we estimate the daily volatilities and model parameters by using the Markov Chain Monte Carlo method for stochastic volatility (SV), stochastic volatility with return jumps (SVJ) and stochastic volatility with correlated jumps (SVCJ) models. Our empirical results reveal three important features of emissions markets. First, the data presented herein suggest that EUA futures prices exhibit significant stochastic volatility. Second, the leverage effect is noticeable regardless of whether or not jumps are included. Third, the inclusion of jumps has a significant impact on the estimation of the volatility dynamics. Finally, the market becomes very volatile and large jumps occur at the beginning of a new phase. These findings are important for policy makers and regulators.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013CMMPh..53...63N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013CMMPh..53...63N"><span>An inverse finance problem for estimation of the volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Neisy, A.; Salmani, K.</p> <p>2013-01-01</p> <p>Black-Scholes model, as a base model for pricing in derivatives markets has some deficiencies, such as ignoring market jumps, and considering market volatility as a constant factor. In this article, we introduce a pricing model for European-Options under jump-diffusion underlying asset. Then, using some appropriate numerical methods we try to solve this model with integral term, and terms including derivative. Finally, considering volatility as an unknown parameter, we try to estimate it by using our proposed model. For the purpose of estimating volatility, in this article, we utilize inverse problem, in which inverse problem model is first defined, and then volatility is estimated using minimization function with Tikhonov regularization.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhyA..387.1247O','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhyA..387.1247O"><span>Long-term memory and volatility clustering in high-frequency price changes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>oh, Gabjin; Kim, Seunghwan; Eom, Cheoljun</p> <p>2008-02-01</p> <p>We studied the long-term memory in diverse stock market indices and foreign exchange rates using Detrended Fluctuation Analysis (DFA). For all high-frequency market data studied, no significant long-term memory property was detected in the return series, while a strong long-term memory property was found in the volatility time series. The possible causes of the long-term memory property were investigated using the return data filtered by the AR(1) model, reflecting the short-term memory property, the GARCH(1,1) model, reflecting the volatility clustering property, and the FIGARCH model, reflecting the long-term memory property of the volatility time series. The memory effect in the AR(1) filtered return and volatility time series remained unchanged, while the long-term memory property diminished significantly in the volatility series of the GARCH(1,1) filtered data. Notably, there is no long-term memory property, when we eliminate the long-term memory property of volatility by the FIGARCH model. For all data used, although the Hurst exponents of the volatility time series changed considerably over time, those of the time series with the volatility clustering effect removed diminish significantly. Our results imply that the long-term memory property of the volatility time series can be attributed to the volatility clustering observed in the financial time series.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/21480269-asymptotic-behavior-stock-price-distribution-density-implied-volatility-stochastic-volatility-models','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/21480269-asymptotic-behavior-stock-price-distribution-density-implied-volatility-stochastic-volatility-models"><span>Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Gulisashvili, Archil, E-mail: guli@math.ohiou.ed; Stein, Elias M., E-mail: stein@math.princeton.ed</p> <p>2010-06-15</p> <p>We study the asymptotic behavior of distribution densities arising in stock price models with stochastic volatility. The main objects of our interest in the present paper are the density of time averages of the squared volatility process and the density of the stock price process in the Stein-Stein and the Heston model. We find explicit formulas for leading terms in asymptotic expansions of these densities and give error estimates. As an application of our results, sharp asymptotic formulas for the implied volatility in the Stein-Stein and the Heston model are obtained.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.gpo.gov/fdsys/pkg/FR-2012-05-31/pdf/2012-13150.pdf','FEDREG'); return false;" href="https://www.gpo.gov/fdsys/pkg/FR-2012-05-31/pdf/2012-13150.pdf"><span>77 FR 32153 - Self-Regulatory Organizations; Fixed Income Clearing Corporation; Notice of Filing of Proposed...</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=FR">Federal Register 2010, 2011, 2012, 2013, 2014</a></p> <p></p> <p>2012-05-31</p> <p>... have maturity dates in the future as part of the volatility model in its Clearing Fund formula. \\16\\ 15... the Volatility Model in Its Clearing Fund Formula May 24, 2012. Pursuant to Section 19(b)(1) of the... ability of FICC GSD to use implied volatility indicators as part of the volatility model in its clearing...</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_1");'>1</a></li> <li><a href="#" onclick='return showDiv("page_2");'>2</a></li> <li class="active"><span>3</span></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_3 --> <div id="page_4" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_2");'>2</a></li> <li><a href="#" onclick='return showDiv("page_3");'>3</a></li> <li class="active"><span>4</span></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="61"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012AGUFM.U14A..04L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012AGUFM.U14A..04L"><span>Modeling agricultural commodity prices and volatility in response to anticipated climate change</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lobell, D. B.; Tran, N.; Welch, J.; Roberts, M.; Schlenker, W.</p> <p>2012-12-01</p> <p>Food prices have shown a positive trend in the past decade, with episodes of rapid increases in 2008 and 2011. These increases pose a threat to food security in many regions of the world, where the poor are generally net consumers of food, and are also thought to increase risks of social and political unrest. The role of global warming in these price reversals have been debated, but little quantitative work has been done. A particular challenge in modeling these effects is that they require understanding links between climate and food supply, as well as between food supply and prices. Here we combine the anticipated effects of climate change on yield levels and volatility with an empirical competitive storage model to examine how expected climate change might affect prices and social welfare in the international food commodity market. We show that price level and volatility do increase over time in response to decreasing yield, and increasing yield variability. Land supply and storage demand both increase, but production and consumption continue to fall leading to a decrease in consumer surplus, and a corresponding though smaller increase in producer surplus.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014AIPC.1621..478A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014AIPC.1621..478A"><span>An investigation of implied volatility during financial crisis: Evidence from Australian index options</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Abdullah, Mimi Hafizah; Harun, Hanani Farhah</p> <p>2014-10-01</p> <p>Volatility implied by an option pricing model is seen as the market participants' assessment of volatility. Past studies documented that implied volatility based on an option pricing model is found to outperform the historical volatility in forecasting future realised volatility. Thus, this study examines the implied volatility smiles and term structures in the Australian S&P/ASX 200 index options from the year 2001 to 2010, which covers the global financial crisis in the mid-2007 until the end of 2008. The results show that the implied volatility rises significantly during the crisis period, which is three time the rate before crisis.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25114311','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25114311"><span>Evaporative fractionation of volatile stable isotopes and their bearing on the origin of the Moon.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Day, James M D; Moynier, Frederic</p> <p>2014-09-13</p> <p>The Moon is depleted in volatile elements relative to the Earth and Mars. Low abundances of volatile elements, fractionated stable isotope ratios of S, Cl, K and Zn, high μ ((238)U/(204)Pb) and long-term Rb/Sr depletion are distinguishing features of the Moon, relative to the Earth. These geochemical characteristics indicate both inheritance of volatile-depleted materials that formed the Moon and planets and subsequent evaporative loss of volatile elements that occurred during lunar formation and differentiation. Models of volatile loss through localized eruptive degassing are not consistent with the available S, Cl, Zn and K isotopes and abundance data for the Moon. The most probable cause of volatile depletion is global-scale evaporation resulting from a giant impact or a magma ocean phase where inefficient volatile loss during magmatic convection led to the present distribution of volatile elements within mantle and crustal reservoirs. Problems exist for models of planetary volatile depletion following giant impact. Most critically, in this model, the volatile loss requires preferential delivery and retention of late-accreted volatiles to the Earth compared with the Moon. Different proportions of late-accreted mass are computed to explain present-day distributions of volatile and moderately volatile elements (e.g. Pb, Zn; 5 to >10%) relative to highly siderophile elements (approx. 0.5%) for the Earth. Models of early magma ocean phases may be more effective in explaining the volatile loss. Basaltic materials (e.g. eucrites and angrites) from highly differentiated airless asteroids are volatile-depleted, like the Moon, whereas the Earth and Mars have proportionally greater volatile contents. Parent-body size and the existence of early atmospheres are therefore likely to represent fundamental controls on planetary volatile retention or loss. © 2014 The Author(s) Published by the Royal Society. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=60242&keyword=adapting+AND+change&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=60242&keyword=adapting+AND+change&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>MODEL DEVELOPMENT AND TESTING FOR SEMI-VOLATILES (ATRAZINE)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>The Community Multi-Scale Air Quality (CMAQ) model, air quality model within EPA's Models-3 system, can be adapted to simulate the fate of semi-volatile compounds that are emitted into the atmosphere. "Semi-volatile" refers to compounds that partition their mass between two ph...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/10808999','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/10808999"><span>Modeling effects of moisture content and advection on odor causing VOCs volatilization from stored swine manure.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Liao, C M; Liang, H M</p> <p>2000-05-01</p> <p>Two models for evaluating the contents and advection of manure moisture on odor causing volatile organic compounds (VOC-odor) volatilization from stored swine manure were studied for their ability to predict the volatilization rate (indoor air concentration) and cumulative exposure dose: a MJ-I model and a MJ-II model. Both models simulating depletion of source contaminant via volatilization and degradation based on an analytical model adapted from the behavior assessment model of Jury et al. In the MJ-I model, manure moisture movement was negligible, whereas in the MJ-II model, time-dependent indoor air concentrations was a function of constant manure moisture contents and steady-state moisture advection. Predicted indoor air concentrations and inhaled doses for the study VOC-odors of p-cresol, toluene, and p-xylene varied by up to two to three orders of magnitude depending on the manure moisture conditions. The sensitivity analysis of both models suggests that when manure moisture movement exists, simply MJ-I model is inherently not sufficient to represent a more generally volatilization process, which can even become stringent as moisture content increases. The conclusion illustrates how one needs to include a wide variety of manure moisture values in order to fully assess the complex volatilization mechanisms that are present in a real situation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27016807','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27016807"><span>Volatilization of low vapor pressure--volatile organic compounds (LVP-VOCs) during three cleaning products-associated activities: Potential contributions to ozone formation.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Shin, Hyeong-Moo; McKone, Thomas E; Bennett, Deborah H</p> <p>2016-06-01</p> <p>There have been many studies to reduce ozone formation mostly from volatile organic compound (VOC) sources. However, the role of low vapor pressure (LVP)-VOCs from consumer products remains mostly unexplored and unaddressed. This study explores the impact of high production volume LVP-VOCs on ozone formation from three cleaning products-associated activities (dishwashing, clothes washing, and surface cleaning). We develop a model framework to account for the portion available for ozone formation during the use phase and from the down-the-drain disposal. We apply experimental studies that measured emission rates or models that were developed for estimating emission rates of organic compounds during the use phase. Then, the fraction volatilized (fvolatilized) and the fraction disposed down the drain (fdown-the-drain) are multiplied by the portion available for ozone formation for releases to the outdoor air (fO3|volatilized) and down-the-drain (fO3|down-the-drain), respectively. Overall, for chemicals used in three specific cleaning-product uses, fvolatilized is less than 0.6% for all studied LVP-VOCs. Because greater than 99.4% of compounds are disposed of down the drain during the use phase, when combined with fO3|volatilized and fO3|down-the-drain, the portion available for ozone formation from the direct releases to outdoor air and the down-the-drain disposal is less than 0.4% and 0.2%, respectively. The results from this study indicate that the impact of the studied LVP-VOCs on ozone formation is very sensitive to what occurs during the use phase and suggest the need for future research on experimental work at the point of use. Copyright © 2016 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018Icar..299...31P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018Icar..299...31P"><span>The influence of surface roughness on volatile transport on the Moon</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Prem, P.; Goldstein, D. B.; Varghese, P. L.; Trafton, L. M.</p> <p>2018-01-01</p> <p>The Moon and other virtually airless bodies provide distinctive environments for the transport and sequestration of water and other volatiles delivered to their surfaces by various sources. In this work, we conduct Monte Carlo simulations of water vapor transport on the Moon to investigate the role of small-scale roughness (unresolved by orbital measurements) in the migration and cold-trapping of volatiles. Observations indicate that surface roughness, combined with the insulating nature of lunar regolith and the absence of significant exospheric heat flow, can cause large variations in temperature over very small scales. Surface temperature has a strong influence on the residence time of migrating water molecules on the lunar surface, which in turn affects the rate and magnitude of volatile transport to permanently shadowed craters (cold traps) near the lunar poles, as well as exospheric structure and the susceptibility of migrating molecules to photodestruction. Here, we develop a stochastic rough surface temperature model suitable for simulations of volatile transport on a global scale, and compare the results of Monte Carlo simulations of volatile transport with and without the surface roughness model. We find that including small-scale temperature variations and shadowing leads to a slight increase in cold-trapping at the lunar poles, accompanied by a slight decrease in photodestruction. Exospheric structure is altered only slightly, primarily at the dawn terminator. We also examine the sensitivity of our results to the temperature of small-scale shadows, and the energetics of water molecule desorption from the lunar regolith - two factors that remain to be definitively constrained by other methods - and find that both these factors affect the rate at which cold trap capture and photodissociation occur, as well as exospheric density and longevity.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhyA..387..889C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhyA..387..889C"><span>Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Cheong, Chin Wen</p> <p>2008-02-01</p> <p>This article investigated the influences of structural breaks on the fractionally integrated time-varying volatility model in the Malaysian stock markets which included the Kuala Lumpur composite index and four major sectoral indices. A fractionally integrated time-varying volatility model combined with sudden changes is developed to study the possibility of structural change in the empirical data sets. Our empirical results showed substantial reduction in fractional differencing parameters after the inclusion of structural change during the Asian financial and currency crises. Moreover, the fractionally integrated model with sudden change in volatility performed better in the estimation and specification evaluations.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2010AGUFM.V52C..03L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2010AGUFM.V52C..03L"><span>Magma degassing: novel experiments with multiple volatile species on H2O, CO2, S and Cl and development of a new thermodynamic model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lesne, P.; Witham, F.; Kohn, S.; Blundy, J.; Botcharnikov, R. E.; Behrens, H.</p> <p>2010-12-01</p> <p>Geochemical measurements, from chemistry of melt inclusion to gas fluxes and compositions, give important clues to help understand magma and gas transport from a magma chamber towards the surface. These data are of the utmost importance to constrain models of the mass transport processes occurring in volcanic systems. Experimental work is central to testing such models. The behaviour of water and carbon dioxide fluids in basaltic melts have been well studied in previous works (i.e. Dixon et al., 1995; Newman & Lowenstern, 2002; Papale et al., 2006). The various models agree that the gases exsolved at high pressures are rich in CO_{2}, and at lower pressures, when most of the CO_{2} has already moved to the fluid phase, H_{2}O strongly partitions into the fluid and the melt become dehydrated (e.g. Newman & Lowenstern, 2002; Papale et al, 2006). S and Cl are much less abundant in the atmosphere than H_{2}O and CO_{2} and therefore give much higher signal ratio to noise ratios than volcanogenic H_{2}O and CO_{2}. H_{2}O, CO_{2}, S and Cl being the major volatiles measured at vent in melt inclusions in volcanic systems, a detailed model of S and Cl behaviour in basaltic melts is highly valuable in order to better understand volcanic gas emissions, and to test models of degassing processes. We have developed a model for mixed C-O-H-S-Cl fluids in equilibrium with basalt. The model is based on the premise that the volumetrically dominant volatile components, H_{2}O and CO_{2}, will determine the behaviour of S and Cl. Equilibrium experiments between a C-O-H-S-Cl fluid and basaltic melts from Stromboli and Masaya have been performed, at 1150°C, under oxidized conditions and at pressure from 25 to 400MPa. Analyses of volatiles dissolved in the melt and determined fluid composition allow us to determine equilibrium constants and partition coefficients of S and Cl between a CO_{2}-H_{2}O-rich fluid phase and basaltic melt. Equilibrium constants were parameterized using a S-rich basaltic composition (Stromboli), and have been tested against independent S-poor basaltic composition melts for Stromboli, and two volatile compositions from Masaya volcano. Our model reproduces all these experimental data with good agreement. The geochemical model will be published as a user-friendly software package, SolEx, to allow easy prediction of melt and fluid phase chemistries. We hope that this will facilitate comparisons between fluid-mechanical models of volcanic behaviour and measurements of melt inclusion chemistry and emitted gas compositions and fluxes. Dixon et al., 1995, J. Pet., 36, 1607-1631; Newman & Lowenstern, 2002, Computers & Geosciences, 28, 597-604; Papale et al., 2006, Chem. Geol., 229, 78-95.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhDT........14P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhDT........14P"><span>Essays on oil price volatility and irreversible investment</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pastor, Daniel J.</p> <p></p> <p>In chapter 1, we provide an extensive and systematic evaluation of the relative forecasting performance of several models for the volatility of daily spot crude oil prices. Empirical research over the past decades has uncovered significant gains in forecasting performance of Markov Switching GARCH models over GARCH models for the volatility of financial assets and crude oil futures. We find that, for spot oil price returns, non-switching models perform better in the short run, whereas switching models tend to do better at longer horizons. In chapter 2, I investigate the impact of volatility on firms' irreversible investment decisions using real options theory. Cost incurred in oil drilling is considered sunk cost, thus irreversible. I collect detailed data on onshore, development oil well drilling on the North Slope of Alaska from 2003 to 2014. Volatility is modeled by constructing GARCH, EGARCH, and GJR-GARCH forecasts based on monthly real oil prices, and realized volatility from 5-minute intraday returns of oil futures prices. Using a duration model, I show that oil price volatility generally has a negative relationship with the hazard rate of drilling an oil well both when aggregating all the fields, and in individual fields.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20150023480','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20150023480"><span>MATRIX-VBS Condensing Organic Aerosols in an Aerosol Microphysics Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Gao, Chloe Y.; Tsigaridis, Konstas; Bauer, Susanne E.</p> <p>2015-01-01</p> <p>The condensation of organic aerosols is represented in a newly developed box-model scheme, where its effect on the growth and composition of particles are examined. We implemented the volatility-basis set (VBS) framework into the aerosol mixing state resolving microphysical scheme Multiconfiguration Aerosol TRacker of mIXing state (MATRIX). This new scheme is unique and advances the representation of organic aerosols in models in that, contrary to the traditional treatment of organic aerosols as non-volatile in most climate models and in the original version of MATRIX, this new scheme treats them as semi-volatile. Such treatment is important because low-volatility organics contribute significantly to the growth of particles. The new scheme includes several classes of semi-volatile organic compounds from the VBS framework that can partition among aerosol populations in MATRIX, thus representing the growth of particles via condensation of low volatility organic vapors. Results from test cases representing Mexico City and a Finish forrest condistions show good representation of the time evolutions of concentration for VBS species in the gas phase and in the condensed particulate phase. Emitted semi-volatile primary organic aerosols evaporate almost completely in the high volatile range, and they condense more efficiently in the low volatility range.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22391138-modelling-volatility-monetary-transmission-mechanism','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22391138-modelling-volatility-monetary-transmission-mechanism"><span>Modelling of volatility in monetary transmission mechanism</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Dobešová, Anna; Klepáč, Václav; Kolman, Pavel</p> <p>2015-03-10</p> <p>The aim of this paper is to compare different approaches to modeling of volatility in monetary transmission mechanism. For this purpose we built time-varying parameter VAR (TVP-VAR) model with stochastic volatility and VAR-DCC-GARCH model with conditional variance. The data from three European countries are included in the analysis: the Czech Republic, Germany and Slovakia. Results show that VAR-DCC-GARCH system captures higher volatility of observed variables but main trends and detected breaks are generally identical in both approaches.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492..916L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492..916L"><span>Does the OVX matter for volatility forecasting? Evidence from the crude oil market</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lv, Wendai</p> <p>2018-02-01</p> <p>In this paper, I investigate that whether the OVX and its truncated parts with a certain threshold can significantly help in forecasting the oil futures price volatility basing on the Heterogeneous Autoregressive model of Realized Volatility (HAR-RV). In-sample estimation results show that the OVX has a significantly positive impact on futures volatility. The impact of large OVX on future volatility has slightly powerful compared to the small ones. Moreover, the HARQ-RV model outperforms the HAR-RV in predicting the oil futures volatility. More importantly, the decomposed OVX have more powerful in forecasting the oil futures price volatility compared to the OVX itself.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2009PhyA..388..419F','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2009PhyA..388..419F"><span>A study about the existence of the leverage effect in stochastic volatility models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Florescu, Ionuţ; Pãsãricã, Cristian Gabriel</p> <p>2009-02-01</p> <p>The empirical relationship between the return of an asset and the volatility of the asset has been well documented in the financial literature. Named the leverage effect or sometimes risk-premium effect, it is observed in real data that, when the return of the asset decreases, the volatility increases and vice versa. Consequently, it is important to demonstrate that any formulated model for the asset price is capable of generating this effect observed in practice. Furthermore, we need to understand the conditions on the parameters present in the model that guarantee the apparition of the leverage effect. In this paper we analyze two general specifications of stochastic volatility models and their capability of generating the perceived leverage effect. We derive conditions for the apparition of leverage effect in both of these stochastic volatility models. We exemplify using stochastic volatility models used in practice and we explicitly state the conditions for the existence of the leverage effect in these examples.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..463...63S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..463...63S"><span>On the source of stochastic volatility: Evidence from CAC40 index options during the subprime crisis</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Slim, Skander</p> <p>2016-12-01</p> <p>This paper investigates the performance of time-changed Lévy processes with distinct sources of return volatility variation for modeling cross-sectional option prices on the CAC40 index during the subprime crisis. Specifically, we propose a multi-factor stochastic volatility model: one factor captures the diffusion component dynamics and two factors capture positive and negative jump variations. In-sample and out-of-sample tests show that our full-fledged model significantly outperforms nested lower-dimensional specifications. We find that all three sources of return volatility variation, with different persistence, are needed to properly account for market pricing dynamics across moneyness, maturity and volatility level. Besides, the model estimation reveals negative risk premium for both diffusive volatility and downward jump intensity whereas a positive risk premium is found to be attributed to upward jump intensity.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AGUFM.V11F..06S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AGUFM.V11F..06S"><span>Apatite: A New Tool For Understanding The Temporal Variability Of Magmatic Volatile Contents</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Stock, M. J.; Humphreys, M.; Smith, V.; Pyle, D. M.; Isaia, R.</p> <p>2015-12-01</p> <p>The apatite crystal structure is capable of incorporating H2O, F and Cl, as well as trace CO2 and sulphur. These can be related to parental magma compositions through application of a series of pressure and temperature-dependent exchange reactions (Piccoli and Candela, 1994), permitting apatite crystals to preserve a record of all major volatile species in the melt. Furthermore, due to the general incompatibility of P in other rock-forming minerals, apatite is ubiquitous in igneous systems and often begins crystallising early, such that apatite inclusions within phenocrysts record melt volatile contents throughout magmatic differentiation. In this work, we compare the compositions of apatite inclusions and microphenocrysts with pyroxene-hosted melt inclusions from the Astroni 1 eruption of Campi Flegrei, Italy. These data are coupled with magmatic differentiation models (Gualda et al., 2012), experimental volatile solubility data (Webster et al., 2014) and thermodynamic models of apatite compositional variations (Piccoli and Candela, 1994) to determine a time-series of magmatic volatile evolution in the build-up to eruption. We find that apatite halogen/OH ratios decreased through magmatic differentiation, while melt inclusion F and Cl concentrations increased. Melt inclusion H2O contents are constant at ~2.5 wt%. These data are best explained by volatile-undersaturated differentiation over most of the crystallisation history of the Astroni 1 melt, with melt inclusion H2O contents reset during ascent, due to rapid H diffusion through the phenocryst hosts (Woods et al., 2000). Given the rapid diffusivity of volatiles in apatite (Brenan, 1993), preservation of undersaturated compositions in microphenocrysts suggests that saturation was only achieved a few days to months before eruption and that it may have been the transition into a volatile-saturated state that ultimately triggered eruption. Piccoli and Candela, 1994. Am. J. of Sc., 294, 92-135. Gualda et al., 2012. J. Pet., 53, 875-890. Webster et al., 2014. J. Pet., 55, 2217-2248. Woods et al., 2000. Am. Min., 85, 480-487. Brenan, 1993. Chem. Geol., 110, 195-210.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/18637360','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/18637360"><span>[Modeling the ammonia volatilization from common urea and controlled releasing urea fertilizers in paddy soil of Taihui region of China by Jayaweera-Mikkelsen model].</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Li, Hui-lin; Han, Yong; Cai, Zu-cong</p> <p>2008-04-01</p> <p>The ammonia volatilization on the Typic Gleyi-stagnic Anthrosol with application of common urea and controlled release urea (LP-S100) fertilizers in the rice seasons in paddy soil of Taihui region of China was modeled by Jayaweera-Mikkelsen model. Results showed great difference of ammonia volatilization from two type fertilizers was detected with lysimeter experiment in the rice season. Nitrogen loss via ammonia volatilization after common urea application with conventional ways was 29%-35%, while only 5% of controlled release urea-N was volatilized. The Jayaweera-Mikkelsen model was over estimated the total amount of ammonia volatilization in the whole season, and great deviation from the measured data was obvious for the higher volatilization from common urea fertilizer. The estimated data were 2.95-4.19 times of the measures one for common urea treatments, while they were 1.19-1.40 times of those measured for LP-S100 treatments. The order of magnitude quotient was one of the indicators to evaluate the model estimation. The value of it was 0.8, which indicated the estimation of the model need improvement. Though sensitive analysis for the five parameters in the model was tested and amended the parameter of the concentration of NH4+ -N, a limited term was inducted in the model operation. The amended model got better results as the ratio of estimation to measured data was decreased to 1.12-1.28. The alga activity in the paddy field influenced ammonia volatilization and might make the failure of the model estimation of the original model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22443435-low-cost-fabrication-ternary-cuinse-sub-nanocrystals-colloidal-route-using-novel-combination-volatile-non-volatile-capping-agents','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22443435-low-cost-fabrication-ternary-cuinse-sub-nanocrystals-colloidal-route-using-novel-combination-volatile-non-volatile-capping-agents"><span>Low-cost fabrication of ternary CuInSe{sub 2} nanocrystals by colloidal route using a novel combination of volatile and non-volatile capping agents</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Chawla, Parul; Narain Sharma, Shailesh, E-mail: shailesh@nplindia.org; Singh, Son</p> <p>2014-11-15</p> <p>Wet-route synthesis of CuInSe{sub 2} (CISe) nanocrystals has been envisaged with the utilization of the unique combination of coordinating ligand and non coordinating solvent. Our work demonstrates the formation of a single-phase, nearly stoichiometric and monodispersive, stable and well-passivated colloidal ternary CISe nanocrystals (band gap (E{sub g})∼1.16 eV) using a novel combination of ligands; viz. volatile arylamine aniline and non-volatile solvent 1-octadecene. The synthesis and growth conditions have been manoeuvred using the colligative properties of the mixture and thus higher growth temperature (∼250 °C) could be attained that promoted larger grain growth. The beneficial influence of the capping agents (anilinemore » and 1-octadecene) on the properties of chalcopyrite nanocrystals has enabled us to pictorally model the structural, morphological and optoelectronic aspects of CISe nanoparticles. - Graphical abstract: Without resorting to any post-selenization process and using the colligative properties of the mixture comprising of volatile aniline and non-volatile 1-octadecene to manoeuvre the growth conditions to promote Ostwald ripening, a single phase, monodispersive and nearly stoichiometric ternary CISe nanocrystals are formed by wet-synthesis route. - Highlights: • Wet-route synthesis of CISe nanocrystals reported without post-selenization process. • Single-phase, stable and well-passivated colloidal ternary CISe nanocrystals formed. • Novel combination of capping agents: volatile aniline and non-volatile 1-octadecene. • Higher growth temperature attained using the colligative properties of the mixture. • Metallic salts presence explains exp. and theoretical boiling point difference.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2003EAEJA.....5301N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2003EAEJA.....5301N"><span>Amplification of seismic waves beneath active volcanoes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Navon, O.; Lensky, N. G.; Collier, L.; Neuberg, J.; Lyakhovsky, V.</p> <p>2003-04-01</p> <p>Long-period (LP) seismic events are typical of many volcanoes and are attributed to energy leaking from waves traveling through the volcanic conduit or along the conduit - country-rock interface. The LP events are triggered locally, at the volcanic edifice, but the source of energy for the formation of tens of events per day is not clear. Energy may be supplied by volatile-release from a supersaturated melt. If bubbles are present in equilibrium with the melt in the conduit, and the melt is suddenly decompressed, transfer of volatiles from the supersaturated melt into the bubbles transforms stored potential energy into expansion work. For example, small dome collapses may decompress the conduit by a few bars and lead to solubility decrease, exsolution of volatiles and, consequently, to work done by the expansion of the bubbles under pressure. This energy is released over a timescale that is similar to that of LP events and may amplify the original weak seismic signals associated with the collapse. Using the formulation of Lensky et al. (2002), following the decompression, when the transfer of volatiles into bubbles is fast enough, expansion accelerates and the bulk viscosity of the bubbly magma is negative. New calculations show that under such conditions a sinusoidal P-wave is amplified. We note that seismic waves created by tectonic earthquakes that are not associated with net decompression, do not lead to net release of volatiles or to net expansion. In this case, the bulk viscosity is positive and waves traveling through the magma should attenuate. The proposed model explains how weak seismic signals may be amplified as they travel through a conduit that contains supersaturated bubbly magma. It provides the general framework for amplifying volcanic seismicity such as the signals associated with long-period events.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29494626','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29494626"><span>Characterization of the volatile components in green tea by IRAE-HS-SPME/GC-MS combined with multivariate analysis.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Yang, Yan-Qin; Yin, Hong-Xu; Yuan, Hai-Bo; Jiang, Yong-Wen; Dong, Chun-Wang; Deng, Yu-Liang</p> <p>2018-01-01</p> <p>In the present work, a novel infrared-assisted extraction coupled to headspace solid-phase microextraction (IRAE-HS-SPME) followed by gas chromatography-mass spectrometry (GC-MS) was developed for rapid determination of the volatile components in green tea. The extraction parameters such as fiber type, sample amount, infrared power, extraction time, and infrared lamp distance were optimized by orthogonal experimental design. Under optimum conditions, a total of 82 volatile compounds in 21 green tea samples from different geographical origins were identified. Compared with classical water-bath heating, the proposed technique has remarkable advantages of considerably reducing the analytical time and high efficiency. In addition, an effective classification of green teas based on their volatile profiles was achieved by partial least square-discriminant analysis (PLS-DA) and hierarchical clustering analysis (HCA). Furthermore, the application of a dual criterion based on the variable importance in the projection (VIP) values of the PLS-DA models and on the category from one-way univariate analysis (ANOVA) allowed the identification of 12 potential volatile markers, which were considered to make the most important contribution to the discrimination of the samples. The results suggest that IRAE-HS-SPME/GC-MS technique combined with multivariate analysis offers a valuable tool to assess geographical traceability of different tea varieties.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_2");'>2</a></li> <li><a href="#" onclick='return showDiv("page_3");'>3</a></li> <li class="active"><span>4</span></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_4 --> <div id="page_5" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_3");'>3</a></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li class="active"><span>5</span></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="81"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5832268','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5832268"><span>Characterization of the volatile components in green tea by IRAE-HS-SPME/GC-MS combined with multivariate analysis</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Yin, Hong-Xu; Yuan, Hai-Bo; Jiang, Yong-Wen; Dong, Chun-Wang; Deng, Yu-Liang</p> <p>2018-01-01</p> <p>In the present work, a novel infrared-assisted extraction coupled to headspace solid-phase microextraction (IRAE-HS-SPME) followed by gas chromatography-mass spectrometry (GC-MS) was developed for rapid determination of the volatile components in green tea. The extraction parameters such as fiber type, sample amount, infrared power, extraction time, and infrared lamp distance were optimized by orthogonal experimental design. Under optimum conditions, a total of 82 volatile compounds in 21 green tea samples from different geographical origins were identified. Compared with classical water-bath heating, the proposed technique has remarkable advantages of considerably reducing the analytical time and high efficiency. In addition, an effective classification of green teas based on their volatile profiles was achieved by partial least square-discriminant analysis (PLS-DA) and hierarchical clustering analysis (HCA). Furthermore, the application of a dual criterion based on the variable importance in the projection (VIP) values of the PLS-DA models and on the category from one-way univariate analysis (ANOVA) allowed the identification of 12 potential volatile markers, which were considered to make the most important contribution to the discrimination of the samples. The results suggest that IRAE-HS-SPME/GC-MS technique combined with multivariate analysis offers a valuable tool to assess geographical traceability of different tea varieties. PMID:29494626</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015ACPD...1525837J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015ACPD...1525837J"><span>Simulating secondary organic aerosol in a regional air quality model using the statistical oxidation model - Part 1: Assessing the influence of constrained multi-generational ageing</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jathar, S. H.; Cappa, C. D.; Wexler, A. S.; Seinfeld, J. H.; Kleeman, M. J.</p> <p>2015-09-01</p> <p>Multi-generational oxidation of volatile organic compound (VOC) oxidation products can significantly alter the mass, chemical composition and properties of secondary organic aerosol (SOA) compared to calculations that consider only the first few generations of oxidation reactions. However, the most commonly used state-of-the-science schemes in 3-D regional or global models that account for multi-generational oxidation (1) consider only functionalization reactions but do not consider fragmentation reactions, (2) have not been constrained to experimental data; and (3) are added on top of existing parameterizations. The incomplete description of multi-generational oxidation in these models has the potential to bias source apportionment and control calculations for SOA. In this work, we used the Statistical Oxidation Model (SOM) of Cappa and Wilson (2012), constrained by experimental laboratory chamber data, to evaluate the regional implications of multi-generational oxidation considering both functionalization and fragmentation reactions. SOM was implemented into the regional UCD/CIT air quality model and applied to air quality episodes in California and the eastern US. The mass, composition and properties of SOA predicted using SOM are compared to SOA predictions generated by a traditional "two-product" model to fully investigate the impact of explicit and self-consistent accounting of multi-generational oxidation. Results show that SOA mass concentrations predicted by the UCD/CIT-SOM model are very similar to those predicted by a two-product model when both models use parameters that are derived from the same chamber data. Since the two-product model does not explicitly resolve multi-generational oxidation reactions, this finding suggests that the chamber data used to parameterize the models captures the majority of the SOA mass formation from multi-generational oxidation under the conditions tested. Consequently, the use of low and high NOx yields perturbs SOA concentrations by a factor of two and are probably a much stronger determinant in 3-D models than constrained multi-generational oxidation. While total predicted SOA mass is similar for the SOM and two-product models, the SOM model predicts increased SOA contributions from anthropogenic (alkane, aromatic) and sesquiterpenes and decreased SOA contributions from isoprene and monoterpene relative to the two-product model calculations. The SOA predicted by SOM has a much lower volatility than that predicted by the traditional model resulting in better qualitative agreement with volatility measurements of ambient OA. On account of its lower-volatility, the SOA mass produced by SOM does not appear to be as strongly influenced by the inclusion of oligomerization reactions, whereas the two-product model relies heavily on oligomerization to form low volatility SOA products. Finally, an unconstrained contemporary hybrid scheme to model multi-generational oxidation within the framework of a two-product model in which "ageing" reactions are added on top of the existing two-product parameterization is considered. This hybrid scheme formed at least three times more SOA than the SOM during regional simulations as a result of excessive transformation of semi-volatile vapors into lower volatility material that strongly partitions to the particle phase. This finding suggests that these "hybrid" multi-generational schemes should be used with great caution in regional models.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016ACP....16.2309J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016ACP....16.2309J"><span>Simulating secondary organic aerosol in a regional air quality model using the statistical oxidation model - Part 1: Assessing the influence of constrained multi-generational ageing</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jathar, S. H.; Cappa, C. D.; Wexler, A. S.; Seinfeld, J. H.; Kleeman, M. J.</p> <p>2016-02-01</p> <p>Multi-generational oxidation of volatile organic compound (VOC) oxidation products can significantly alter the mass, chemical composition and properties of secondary organic aerosol (SOA) compared to calculations that consider only the first few generations of oxidation reactions. However, the most commonly used state-of-the-science schemes in 3-D regional or global models that account for multi-generational oxidation (1) consider only functionalization reactions but do not consider fragmentation reactions, (2) have not been constrained to experimental data and (3) are added on top of existing parameterizations. The incomplete description of multi-generational oxidation in these models has the potential to bias source apportionment and control calculations for SOA. In this work, we used the statistical oxidation model (SOM) of Cappa and Wilson (2012), constrained by experimental laboratory chamber data, to evaluate the regional implications of multi-generational oxidation considering both functionalization and fragmentation reactions. SOM was implemented into the regional University of California at Davis / California Institute of Technology (UCD/CIT) air quality model and applied to air quality episodes in California and the eastern USA. The mass, composition and properties of SOA predicted using SOM were compared to SOA predictions generated by a traditional two-product model to fully investigate the impact of explicit and self-consistent accounting of multi-generational oxidation.Results show that SOA mass concentrations predicted by the UCD/CIT-SOM model are very similar to those predicted by a two-product model when both models use parameters that are derived from the same chamber data. Since the two-product model does not explicitly resolve multi-generational oxidation reactions, this finding suggests that the chamber data used to parameterize the models captures the majority of the SOA mass formation from multi-generational oxidation under the conditions tested. Consequently, the use of low and high NOx yields perturbs SOA concentrations by a factor of two and are probably a much stronger determinant in 3-D models than multi-generational oxidation. While total predicted SOA mass is similar for the SOM and two-product models, the SOM model predicts increased SOA contributions from anthropogenic (alkane, aromatic) and sesquiterpenes and decreased SOA contributions from isoprene and monoterpene relative to the two-product model calculations. The SOA predicted by SOM has a much lower volatility than that predicted by the traditional model, resulting in better qualitative agreement with volatility measurements of ambient OA. On account of its lower-volatility, the SOA mass produced by SOM does not appear to be as strongly influenced by the inclusion of oligomerization reactions, whereas the two-product model relies heavily on oligomerization to form low-volatility SOA products. Finally, an unconstrained contemporary hybrid scheme to model multi-generational oxidation within the framework of a two-product model in which ageing reactions are added on top of the existing two-product parameterization is considered. This hybrid scheme formed at least 3 times more SOA than the SOM during regional simulations as a result of excessive transformation of semi-volatile vapors into lower volatility material that strongly partitions to the particle phase. This finding suggests that these hybrid multi-generational schemes should be used with great caution in regional models.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015EGUGA..17.3473G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015EGUGA..17.3473G"><span>Long term evolution of surface conditions on Venus: effects of primordial and Late Heavy Bombardment impacts at different timescales.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gillmann, Cedric; Golabek, Gregor; Tackley, Paul</p> <p>2015-04-01</p> <p>We investigate the influence of impacts on the history of terrestrial planets from the point of view of internal dynamics and surface conditions. Our work makes use of our previous studies on Venus' long term evolution through a coupled atmosphere/mantle numerical code. The solid part of the planet is simulated using the StagYY code (Armann and Tackley, 2012) and releases volatiles into the atmosphere through degassing. Coupling with the atmosphere is obtained by using surface temperature as a boundary condition. The evolution of surface temperature is calculated from CO2 and water concentrations in the atmosphere with a gray radiative-convective atmosphere model. These concentrations vary due to degassing and escape mechanisms. We take into account hydrodynamic escape, which is dominant during the first hundred million years, and non-thermal processes as observed by the ASPERA instrument and modeled in various works. Impacts can have different effects: they can bring (i) volatiles to the planet, (ii) erode its atmosphere and (iii) modify mantle dynamics due to the large amount of energy they release. A 2D distribution of the thermal anomaly due to the impact is used leading to melting and subjected to transport by the mantle convection. Volatile evolution is still strongly debated. We therefore test a wide range of impactor parameters (size, velocity, timing) and different assumptions related to impact erosion, from large eroding power to more moderate ones (Shuvalov, 2010). Atmospheric erosion appears to have significant effects only for massive impacts and to be mitigated by volatiles brought by the impactor. While small (0-10 km) meteorites have a negligible effect on the global scale, medium ones (50-150 km) are able to bring volatiles to the planet and generate melt, leading to strong short term influence. However, only larger impacts (300+ km) have lasting effects. They can cause volcanic event both immediately after the impact and later on. Additionally, the amount of volatiles released is large enough to modify normal evolution and surface temperatures (tens of Kelvins). This is enough to modify mantle convection patterns. Depending on when such an impact occurs, the surface conditions history can appear radically different. A key factor is thus the timing of the impact and how it interacts with other processes.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2000AtmEn..34.2361S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2000AtmEn..34.2361S"><span>Modelling ammonia volatilization from animal slurry applied with trail hoses to cereals</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sommer, S. G.; Olesen, J. E.</p> <p></p> <p>In Europe ammonia (NH 3), volatilization from animal manure is the major source of NH 3 in the atmosphere. From March to July 1997, NH 3 volatilization from trail hose applied slurry was measured for seven days after application in six experiments. A statistical analysis of data showed that NH 3 volatilization rate during the first 4-5 h after slurry application increased significantly ( P<5%) with wind speed and soil slurry surface water content. NH 3 volatilization in the six measuring periods during the experiments increased significantly ( P<5%) with relative water content of the soil slurry surface, global radiation, pH, and decreased with increasing rainfall during each measuring period and rainfall accumulated from onset of each experiment. A mechanistic model of NH 3 volatilization was developed. Model inputs are climate variables, soil characteristics and total ammoniacal nitrogen (TAN=ammonium+ammonia) in the soil surface layer. A pH submodel for predicting pH at the surface of the soil slurry liquid was developed. The measured NH 3 volatilization was compared with model simulations. The simulated results explained 27% of the variation in measured NH 3 volatilization rates during all seven days, but 48% of measured volatilization rates during the first 24 h. Calculations with the model showed that applying slurry in the morning or in the afternoon reduced volatilization by 50% compared with a noon application. Spreading the slurry with trail hoses to a 60 cm high crop reduced losses by 75% compared with a spreading onto bare soil. Ammonia volatilization was 50% lower when the soil had dried out after slurry application compared with a wet slurry surface.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=157932&Lab=NCEA&keyword=motivation&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=157932&Lab=NCEA&keyword=motivation&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>STEADY-STATE SOLUTIONS TO PBPK MODELS AND THEIR APPLICATIONS TO RISK ASSESSMENT I: ROUTE-TO-ROUTE EXTRAPOLATION OF VOLATILE CHEMICALS - AUTHORS' RESPONSE TO LETTER BY DR. KENNETH BOGEN</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Dear Editor: We are disappointed that Dr. Bogen felt our paper(1) “adds little new” to previously published work utilizing steady state solutions to PBPK models. Moreover, it was not our intention to be either “dismissive” or “misleading” in our admittedly brief citation of the...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..500..249J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..500..249J"><span>Modeling returns volatility: Realized GARCH incorporating realized risk measure</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jiang, Wei; Ruan, Qingsong; Li, Jianfeng; Li, Ye</p> <p>2018-06-01</p> <p>This study applies realized GARCH models by introducing several risk measures of intraday returns into the measurement equation, to model the daily volatility of E-mini S&P 500 index futures returns. Besides using the conventional realized measures, realized volatility and realized kernel as our benchmarks, we also use generalized realized risk measures, realized absolute deviation, and two realized tail risk measures, realized value-at-risk and realized expected shortfall. The empirical results show that realized GARCH models using the generalized realized risk measures provide better volatility estimation for the in-sample and substantial improvement in volatility forecasting for the out-of-sample. In particular, the realized expected shortfall performs best for all of the alternative realized measures. Our empirical results reveal that future volatility may be more attributable to present losses (risk measures). The results are robust to different sample estimation windows.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20171312','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20171312"><span>Feature extraction and selection from volatile compounds for analytical classification of Chinese red wines from different varieties.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zhang, Jian; Li, Li; Gao, Nianfa; Wang, Depei; Gao, Qiang; Jiang, Shengping</p> <p>2010-03-10</p> <p>This work was undertaken to evaluate whether it is possible to determine the variety of a Chinese wine on the basis of its volatile compounds, and to investigate if discrimination models could be developed with the experimental wines that could be used for the commercial ones. A headspace solid-phase microextraction gas chromatographic (HS-SPME-GC) procedure was used to determine the volatile compounds and a blind analysis based on Ac/Ais (peak area of volatile compound/peak area of internal standard) was carried out for statistical purposes. One way analysis of variance (ANOVA), principal component analysis (PCA) and stepwise linear discriminant analysis (SLDA) were used to process data and to develop discriminant models. Only 11 peaks enabled to differentiate and classify the experimental wines. SLDA allowed 100% recognition ability for three grape varieties, 100% prediction ability for Cabernet Sauvignon and Cabernet Gernischt wines, but only 92.31% for Merlot wines. A more valid and robust way was to use the PCA scores to do the discriminant analysis. When we performed SLDA this way, 100% recognition ability and 100% prediction ability were obtained. At last, 11 peaks which selected by SLDA from raw analysis set had been identified. When we demonstrated the models using commercial wines, the models showed 100% recognition ability for the wines collected directly from winery and without ageing, but only 65% for the others. Therefore, the varietal factor was currently discredited as a differentiating parameter for commercial wines in China. Nevertheless, this method could be applied as a screening tool and as a complement to other methods for grape base liquors which do not need ageing and blending procedures. 2010 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012ACP....12.9025J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012ACP....12.9025J"><span>Modeling the formation and properties of traditional and non-traditional secondary organic aerosol: problem formulation and application to aircraft exhaust</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jathar, S. H.; Miracolo, M. A.; Presto, A. A.; Donahue, N. M.; Adams, P. J.; Robinson, A. L.</p> <p>2012-10-01</p> <p>We present a methodology to model secondary organic aerosol (SOA) formation from the photo-oxidation of unspeciated low-volatility organics (semi-volatile and intermediate volatile organic compounds) emitted by combustion systems. It is formulated using the volatility basis-set approach. Unspeciated low-volatility organics are classified by volatility and then allowed to react with the hydroxyl radical. The new methodology allows for larger reductions in volatility with each oxidation step than previous volatility basis set models, which is more consistent with the addition of common functional groups and similar to those used by traditional SOA models. The methodology is illustrated using data collected during two field campaigns that characterized the atmospheric evolution of dilute gas-turbine engine emissions using a smog chamber. In those experiments, photo-oxidation formed a significant amount of SOA, much of which could not be explained based on the emissions of traditional speciated precursors; we refer to the unexplained SOA as non-traditional SOA (NT-SOA). The NT-SOA can be explained by emissions of unspeciated low-volatility organics measured using sorbents. We show that the parameterization proposed by Robinson et al. (2007) is unable to explain the timing of the NT-SOA formation in the aircraft experiments because it assumes a very modest reduction in volatility of the precursors with every oxidation reaction. In contrast the new method better reproduces the NT-SOA formation. The NT-SOA yields estimated for the unspeciated low-volatility organic emissions in aircraft exhaust are similar to literature data for large n-alkanes and other low-volatility organics. The estimated yields vary with fuel composition (Jet Propellent-8 versus Fischer-Tropsch) and engine load (ground idle versus non-ground idle). The framework developed here is suitable for modeling SOA formation from emissions from other combustion systems.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012PhDT.........2W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012PhDT.........2W"><span>Three essays on agricultural price volatility and the linkages between agricultural and energy markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wu, Feng</p> <p></p> <p>This dissertation contains three essays. In the first essay I use a volatility spillover model to find evidence of significant spillovers from crude oil prices to corn cash and futures prices, and that these spillover effects are time-varying. Results reveal that corn markets have become much more connected to crude oil markets after the introduction of the Energy Policy Act of 2005. Furthermore, crude oil prices transmit positive volatility spillovers into corn prices and movements in corn prices become more energy-driven as the ethanol gasoline consumption ratio increases. Based on this strong volatility link between crude oil and corn prices, a new cross hedging strategy for managing corn price risk using oil futures is examined and its performance studied. Results show that this cross hedging strategy provides only slightly better hedging performance compared to traditional hedging in corn futures markets alone. The implication is that hedging corn price risk in corn futures markets alone can still provide relatively satisfactory performance in the biofuel era. The second essay studies the spillover effect of biofuel policy on participation in the Conservation Reserve Program. Landowners' participation decisions are modeled using a real options framework. A novel aspect of the model is that it captures the structural change in agriculture caused by rising biofuel production. The resulting model is used to simulate the spillover effect under various conditions. In particular, I simulate how increased growth in agricultural returns, persistence of the biofuel production boom, and the volatility surrounding agricultural returns, affect conservation program participation decisions. Policy implications of these results are also discussed. The third essay proposes a methodology to construct a risk-adjusted implied volatility measure that removes the forecasting bias of the model-free implied volatility measure. The risk adjustment is based on a closed-form relationship between the expectation of future volatility and the model-free implied volatility assuming a jump-diffusion model. I use a GMM estimation framework to identify the key model parameters needed to apply the model. An empirical application to corn futures implied volatility is used to illustrate the methodology and demonstrate differences between my approach and the model-free implied volatility using observed corn option prices. I compare the risk-adjusted forecast with the unadjusted forecast as well as other alternatives; and results suggest that the risk-adjusted volatility is unbiased, informationally more efficient, and has superior predictive power over the alternatives considered.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22390954-estimation-stochastic-volatility-long-memory-index-prices-ftse-bursa-malaysia-klci','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22390954-estimation-stochastic-volatility-long-memory-index-prices-ftse-bursa-malaysia-klci"><span>Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Chen, Kho Chia; Kane, Ibrahim Lawal; Rahman, Haliza Abd</p> <p></p> <p>In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parametermore » estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AIPC.1643...73C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AIPC.1643...73C"><span>Estimation of stochastic volatility with long memory for index prices of FTSE Bursa Malaysia KLCI</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Chen, Kho Chia; Bahar, Arifah; Kane, Ibrahim Lawal; Ting, Chee-Ming; Rahman, Haliza Abd</p> <p>2015-02-01</p> <p>In recent years, modeling in long memory properties or fractionally integrated processes in stochastic volatility has been applied in the financial time series. A time series with structural breaks can generate a strong persistence in the autocorrelation function, which is an observed behaviour of a long memory process. This paper considers the structural break of data in order to determine true long memory time series data. Unlike usual short memory models for log volatility, the fractional Ornstein-Uhlenbeck process is neither a Markovian process nor can it be easily transformed into a Markovian process. This makes the likelihood evaluation and parameter estimation for the long memory stochastic volatility (LMSV) model challenging tasks. The drift and volatility parameters of the fractional Ornstein-Unlenbeck model are estimated separately using the least square estimator (lse) and quadratic generalized variations (qgv) method respectively. Finally, the empirical distribution of unobserved volatility is estimated using the particle filtering with sequential important sampling-resampling (SIR) method. The mean square error (MSE) between the estimated and empirical volatility indicates that the performance of the model towards the index prices of FTSE Bursa Malaysia KLCI is fairly well.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015FNL....1450001L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015FNL....1450001L"><span>An Ensemble System Based on Hybrid EGARCH-ANN with Different Distributional Assumptions to Predict S&P 500 Intraday Volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lahmiri, S.; Boukadoum, M.</p> <p>2015-10-01</p> <p>Accurate forecasting of stock market volatility is an important issue in portfolio risk management. In this paper, an ensemble system for stock market volatility is presented. It is composed of three different models that hybridize the exponential generalized autoregressive conditional heteroscedasticity (GARCH) process and the artificial neural network trained with the backpropagation algorithm (BPNN) to forecast stock market volatility under normal, t-Student, and generalized error distribution (GED) assumption separately. The goal is to design an ensemble system where each single hybrid model is capable to capture normality, excess skewness, or excess kurtosis in the data to achieve complementarity. The performance of each EGARCH-BPNN and the ensemble system is evaluated by the closeness of the volatility forecasts to realized volatility. Based on mean absolute error and mean of squared errors, the experimental results show that proposed ensemble model used to capture normality, skewness, and kurtosis in data is more accurate than the individual EGARCH-BPNN models in forecasting the S&P 500 intra-day volatility based on one and five-minute time horizons data.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4306746','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4306746"><span>Multi-Component Profiling of Trace Volatiles in Blood by Gas Chromatography/Mass Spectrometry with Dynamic Headspace Extraction</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Kakuta, Shoji; Yamashita, Toshiyuki; Nishiumi, Shin; Yoshida, Masaru; Fukusaki, Eiichiro; Bamba, Takeshi</p> <p>2015-01-01</p> <p>A dynamic headspace extraction method (DHS) with high-pressure injection is described. This dynamic extraction method has superior sensitivity to solid phase micro extraction, SPME and is capable of extracting the entire gas phase by purging the headspace of a vial. Optimization of the DHS parameters resulted in a highly sensitive volatile profiling system with the ability to detect various volatile components including alcohols at nanogram levels. The average LOD for a standard volatile mixture was 0.50 ng mL−1, and the average LOD for alcohols was 0.66 ng mL−1. This method was used for the analysis of volatile components from biological samples and compared with acute and chronic inflammation models. The method permitted the identification of volatiles with the same profile pattern as in vitro oxidized lipid-derived volatiles. In addition, the concentration of alcohols and aldehydes from the acute inflammation model samples were significantly higher than that for the chronic inflammation model samples. The different profiles between these samples could also be identified by this method. Finally, it was possible to analyze alcohols and low-molecular-weight volatiles that are difficult to analyze by SPME in high sensitivity and to show volatile profiling based on multi-volatile simultaneous analysis. PMID:26819905</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26819905','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26819905"><span>Multi-Component Profiling of Trace Volatiles in Blood by Gas Chromatography/Mass Spectrometry with Dynamic Headspace Extraction.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Kakuta, Shoji; Yamashita, Toshiyuki; Nishiumi, Shin; Yoshida, Masaru; Fukusaki, Eiichiro; Bamba, Takeshi</p> <p>2015-01-01</p> <p>A dynamic headspace extraction method (DHS) with high-pressure injection is described. This dynamic extraction method has superior sensitivity to solid phase micro extraction, SPME and is capable of extracting the entire gas phase by purging the headspace of a vial. Optimization of the DHS parameters resulted in a highly sensitive volatile profiling system with the ability to detect various volatile components including alcohols at nanogram levels. The average LOD for a standard volatile mixture was 0.50 ng mL(-1), and the average LOD for alcohols was 0.66 ng mL(-1). This method was used for the analysis of volatile components from biological samples and compared with acute and chronic inflammation models. The method permitted the identification of volatiles with the same profile pattern as in vitro oxidized lipid-derived volatiles. In addition, the concentration of alcohols and aldehydes from the acute inflammation model samples were significantly higher than that for the chronic inflammation model samples. The different profiles between these samples could also be identified by this method. Finally, it was possible to analyze alcohols and low-molecular-weight volatiles that are difficult to analyze by SPME in high sensitivity and to show volatile profiling based on multi-volatile simultaneous analysis.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..499..224K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..499..224K"><span>Testing CEV stochastic volatility models using implied volatility index data</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kim, Jungmu; Park, Yuen Jung; Ryu, Doojin</p> <p>2018-06-01</p> <p>We test the goodness-of-fit of stochastic volatility (SV) models using the implied volatility index of the KOSPI200 options (VKOSPI). The likelihood ratio tests reject the Heston and Hull-White SV models, whether or not they include jumps. Our estimation results advocate the unconstrained constant elasticity of variance (CEV) model with return jumps for describing the physical-measure dynamics of the spot index. The sub-period analysis shows that there was a significant increase in the size and frequency of jumps during the crisis period, when compared to those in the normal periods.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/1203892-global-transformation-fate-soa-implications-low-volatility-soa-gas-phase-fragmentation-reactions','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/1203892-global-transformation-fate-soa-implications-low-volatility-soa-gas-phase-fragmentation-reactions"><span>Global transformation and fate of SOA: Implications of Low Volatility SOA and Gas-Phase Fragmentation Reactions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Shrivastava, ManishKumar B.; Easter, Richard C.; Liu, Xiaohong</p> <p>2015-05-16</p> <p>Secondary organic aerosols (SOA) are large contributors to fine particle loadings and radiative forcing, but are often represented crudely in global models. We have implemented three new detailed SOA treatments within the Community Atmosphere Model version 5 (CAM5) that allow us to compare the semi-volatile versus non-volatile SOA treatments (based on some of the latest experimental findings) and also investigate the effects of gas-phase fragmentation reactions. For semi-volatile SOA treatments, fragmentation reactions decrease simulated SOA burden from 7.5 Tg to 1.8 Tg. For the non-volatile SOA treatment with fragmentation, the burden is 3.1 Tg. Larger differences between non-volatile and semi-volatilemore » SOA (upto a factor of 5) correspond to continental outflow over the oceans. Compared to a global dataset of surface Aerosol Mass Spectrometer measurements and the US IMPROVE network measurements, the non-volatile SOA with fragmentation treatment (FragNVSOA) agrees best at rural locations. Urban SOA is under-predicted but this may be due to the coarse model resolution. All our three revised treatments show much better agreement with aircraft measurements of organic aerosols (OA) over the N. American Arctic and sub-Arctic in spring and summer, compared to the standard CAM5 formulation. This is due to treating SOA precursor gases from biomass burning, and long-range transport of biomass burning OA at elevated levels. The revised model configuration that include fragmentation (both semi-volatile and non-volatile SOA) show much better agreement with MODIS AOD data over regions dominated by biomass burning during the summer, and predict biomass burning as the largest global source of OA followed by biogenic and anthropogenic sources. The non-volatile and semi-volatile configuration predict the direct radiative forcing of SOA as -0.5 W m-2 and -0.26 W m-2 respectively, at top of the atmosphere, which are higher than previously estimated by most models, but in reasonable agreement with a recent constrained modeling study. This study highlights the importance of improving process-level representation of SOA in global models.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2005IJMPC..16.1803W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2005IJMPC..16.1803W"><span>Price Formation Based on Particle-Cluster Aggregation</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wang, Shijun; Zhang, Changshui</p> <p></p> <p>In the present work, we propose a microscopic model of financial markets based on particle-cluster aggregation on a two-dimensional small-world information network in order to simulate the dynamics of the stock markets. "Stylized facts" of the financial market time series, such as fat-tail distribution of returns, volatility clustering and multifractality, are observed in the model. The results of the model agree with empirical data taken from historical records of the daily closures of the NYSE composite index.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015PhyA..419..470V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015PhyA..419..470V"><span>No-arbitrage, leverage and completeness in a fractional volatility model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Vilela Mendes, R.; Oliveira, M. J.; Rodrigues, A. M.</p> <p>2015-02-01</p> <p>When the volatility process is driven by fractional noise one obtains a model which is consistent with the empirical market data. Depending on whether the stochasticity generators of log-price and volatility are independent or are the same, two versions of the model are obtained with different leverage behaviors. Here, the no-arbitrage and completeness properties of the models are rigorously studied.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26855355','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26855355"><span>Implementation of the effects of physicochemical properties on the foliar penetration of pesticides and its potential for estimating pesticide volatilization from plants.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Lichiheb, Nebila; Personne, Erwan; Bedos, Carole; Van den Berg, Frederik; Barriuso, Enrique</p> <p>2016-04-15</p> <p>Volatilization from plant foliage is known to have a great contribution to pesticide emission to the atmosphere. However, its estimation is still difficult because of our poor understanding of processes occurring at the leaf surface. A compartmental approach for dissipation processes of pesticides applied on the leaf surface was developed on the base of experimental study performed under controlled conditions using laboratory volatilization chamber. This approach was combined with physicochemical properties of pesticides and was implemented in SURFATM-Pesticides model in order to predict pesticide volatilization from plants in a more mechanistic way. The new version of SURFATM-Pesticide model takes into account the effect of formulation on volatilization and leaf penetration. The model was evaluated in terms of 3 pesticides applied on plants at the field scale (chlorothalonil, fenpropidin and parathion) which display a wide range of volatilization rates. The comparison of modeled volatilization fluxes with measured ones shows an overall good agreement for the three tested compounds. Furthermore the model confirms the considerable effect of the formulation on the rate of the decline in volatilization fluxes especially for systemic products. However, due to the lack of published information on the substances in the formulations, factors accounting for the effect of formulation are described empirically. A sensitivity analysis shows that in addition to vapor pressure, the octanol-water partition coefficient represents important physicochemical properties of pesticides affecting pesticide volatilization from plants. Finally the new version of SURFATM-Pesticides is a prospecting tool for key processes involved in the description of pesticide volatilization from plants. Copyright © 2016 Elsevier B.V. All rights reserved.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_3");'>3</a></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li class="active"><span>5</span></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_5 --> <div id="page_6" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li class="active"><span>6</span></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="101"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014JKPS...64.1751O','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014JKPS...64.1751O"><span>Multifractal analysis of implied volatility in index options</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Oh, GabJin</p> <p>2014-06-01</p> <p>In this paper, we analyze the statistical and the non-linear properties of the log-variations in implied volatility for the CAC40, DAX and S& P500 daily index options. The price of an index option is generally represented by its implied volatility surface, including its smile and skew properties. We utilize a Lévy process model as the underlying asset to deepen our understanding of the intrinsic property of the implied volatility in the index options and estimate the implied volatility surface. We find that the options pricing models with the exponential Lévy model can reproduce the smile or sneer features of the implied volatility that are observed in real options markets. We study the variation in the implied volatility for at-the-money index call and put options, and we find that the distribution function follows a power-law distribution with an exponent of 3.5 ≤ γ ≤ 4.5. Especially, the variation in the implied volatility exhibits multifractal spectral characteristics, and the global financial crisis has influenced the complexity of the option markets.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22130768-pluto-seasons-new-predictions-new-horizons','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22130768-pluto-seasons-new-predictions-new-horizons"><span>PLUTO'S SEASONS: NEW PREDICTIONS FOR NEW HORIZONS</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Young, L. A.</p> <p></p> <p>Since the last Pluto volatile transport models were published in 1996, we have (1) new stellar occultation data from 2002 and 2006-2012 that show roughly twice the pressure as the first definitive occultation from 1988, (2) new information about the surface properties of Pluto, (3) a spacecraft due to arrive at Pluto in 2015, and (4) a new volatile transport model that is rapid enough to allow a large parameter-space search. Such a parameter-space search coarsely constrained by occultation results reveals three broad solutions: a high-thermal inertia, large volatile inventory solution with permanent northern volatiles (PNVs; using the rotational northmore » pole convention); a lower thermal-inertia, smaller volatile inventory solution with exchanges of volatiles between hemispheres and a pressure plateau beyond 2015 (exchange with pressure plateau, EPP); and solutions with still smaller volatile inventories, with exchanges of volatiles between hemispheres and an early collapse of the atmosphere prior to 2015 (exchange with early collapse, EEC). PNV and EPP are favored by stellar occultation data, but EEC cannot yet be definitively ruled out without more atmospheric modeling or additional occultation observations and analysis.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016DPS....4830606P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016DPS....4830606P"><span>Unveiling Pluto's global surface composition through modeling of New Horizons Ralph/LEISA data</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Protopapa, Silvia; Grundy, W. M.; Reuter, D. C.; Hamilton, D. P.; Dalle Ore, Cristina M.; Cook, Jason C.; Cruikshank, Dale P.; Philippe, Sylvain; Quirico, Eric; Schmitt, Bernard; Parker, Alex; Binzel, Richard; Earle, Alissa M.; Ennico, Kimberly; Howett, Carly; Lunsford, A. W.; Olkin, Catherine B.; Singer, Kelsi N.; Stern, S. Alan; Weaver, Harold A.; Young, Leslie; New Horizons Science Team</p> <p>2016-10-01</p> <p>We present compositional maps of Pluto derived from data collected with the Linear Etalon Imaging Spectral Array (LEISA), part of the New Horizons Ralph instrument (Reuter et al., 2008). Previous analysis of band depths, equivalent widths, and principal components have permitted qualitative analysis of the physical state of Pluto's surface (Grundy et al. 2016; Schmitt et al. 2016); the maps presented here are fully quantitative, generated by applying a complete pixel-by-pixel Hapke radiative transfer model to the near infrared LEISA spectral cubes. These maps quantify the spatial distribution of both the absolute abundances and textural properties of the volatiles methane and nitrogen ices and non volatiles water ice and tholin. Substantial reservoirs of methane and nitrogen ices cover the substratum which, in the absence of volatiles, reveals the presence of water ice, as expected given Pluto's size and temperature. We identify large scale latitudinal variations of methane and nitrogen ices which can help setting constraints to volatile transport models. To the north, by about 55 deg latitude, the nitrogen abundance smoothly tapers off to an expansive polar plain of predominantly methane ice. This transition well correlates with expectations of vigorous spring sublimation after a long polar winter. Continuous illumination northward of 75 deg over the past twenty years, and northward of 55 deg over the past ten years, seems to have sublimated the most volatile nitrogen into the atmosphere, with the best chance for redeposition occurring at points southward. This loss of surface nitrogen appears to have created the polar bald spot seen in our maps and also predicted by Hansen and Paige (1996). Regions that stands out for composition with respect to the latitudinal pattern described above are also going to be discussed. An example is given by informally named Sputnik Planum, where the physical properties of methane and nitrogen are suggestive of the presence of a cold trap or possible volatile stratification.This work was supported by NASA's New Horizons project. S. Protopapa thanks the NASA grant #NNX16AC83G.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AGUFM.A51H0169T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AGUFM.A51H0169T"><span>Sensitivity of Aerosol Mass and Microphysics to Treatments of Condensational Growth of Secondary Organic Compounds in a Regional Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Topping, D. O.; Lowe, D.; McFiggans, G.; Zaveri, R. A.</p> <p>2016-12-01</p> <p>Gas to particle partitioning of atmospheric compounds occurs through disequilibrium mass transfer rather than through instantaneous equilibrium. However, it is common to treat only the inorganic compounds as partitioning dynamically whilst organic compounds, represented by the Volatility Basis Set (VBS), are partitioned instantaneously. In this study we implement a more realistic dynamic partitioning of organic compounds in a regional framework and assess impact on aerosol mass and microphysics. It is also common to assume condensed phase water is only associated with inorganic components. We thus also assess sensitivity to assuming all organics are hygroscopic according to their prescribed molecular weight.For this study we use WRF-Chem v3.4.1, focusing on anthropogenic dominated North-Western Europe. Gas-phase chemistry is represented using CBM-Z whilst aerosol dynamics are simulated using the 8-section MOSAIC scheme, including a 9-bin volatility basis set (VBS) treatment of organic aerosol. Results indicate that predicted mass loadings can vary significantly. Without gas phase ageing of higher volatility compounds, dynamic partitioning always results in lower mass loadings downwind of emission sources. The inclusion of condensed phase water in both partitioning models increases the predicted PM mass, resulting from a larger contribution from higher volatility organics, if present. If gas phase ageing of VBS compounds is allowed to occur in a dynamic model, this can often lead to higher predicted mass loadings, contrary to expected behaviour from a simple non-reactive gas phase box model. As descriptions of aerosol phase processes improve within regional models, the baseline descriptions of partitioning should retain the ability to treat dynamic partitioning of organic compounds. Using our simulations, we discuss whether derived sensitivities to aerosol processes in existing models may be inherently biased.This work was supported by the Nature Environment Research Council within the RONOCO (NE/F004656/1) and CCN-Vol (NE/L007827/1) projects.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/1274820-multiple-new-particle-growth-pathways-observed-us-doe-southern-great-plains-field-site','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/1274820-multiple-new-particle-growth-pathways-observed-us-doe-southern-great-plains-field-site"><span></span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Hodshire, Anna L.; Lawler, Michael J.; Zhao, Jun</p> <p></p> <p>New-particle formation (NPF) is a significant source of aerosol particles into the atmosphere. However, these particles are initially too small to have climatic importance and must grow, primarily through net uptake of low-volatility species, from diameters ∼ 1 to 30–100 nm in order to potentially impact climate. There are currently uncertainties in the physical and chemical processes associated with the growth of these freshly formed particles that lead to uncertainties in aerosol-climate modeling. Four main pathways for new-particle growth have been identified: condensation of sulfuric-acid vapor (and associated bases when available), condensation of organic vapors, uptake of organic acids through acid–base chemistrymore » in the particle phase, and accretion of organic molecules in the particle phase to create a lower-volatility compound that then contributes to the aerosol mass. The relative importance of each pathway is uncertain and is the focus of this work. The 2013 New Particle Formation Study (NPFS) measurement campaign took place at the DOE Southern Great Plains (SGP) facility in Lamont, Oklahoma, during spring 2013. Measured gas- and particle-phase compositions during these new-particle growth events suggest three distinct growth pathways: (1) growth by primarily organics, (2) growth by primarily sulfuric acid and ammonia, and (3) growth by primarily sulfuric acid and associated bases and organics. To supplement the measurements, we used the particle growth model MABNAG (Model for Acid–Base chemistry in NAnoparticle Growth) to gain further insight into the growth processes on these 3 days at SGP. MABNAG simulates growth from (1) sulfuric-acid condensation (and subsequent salt formation with ammonia or amines), (2) near-irreversible condensation from nonreactive extremely low-volatility organic compounds (ELVOCs), and (3) organic-acid condensation and subsequent salt formation with ammonia or amines. MABNAG is able to corroborate the observed differing growth pathways, while also predicting that ELVOCs contribute more to growth than organic salt formation. However, most MABNAG model simulations tend to underpredict the observed growth rates between 10 and 20 nm in diameter; this underprediction may come from neglecting the contributions to growth from semi-to-low-volatility species or accretion reactions. Our results suggest that in addition to sulfuric acid, ELVOCs are also very important for growth in this rural setting. We discuss the limitations of our study that arise from not accounting for semi- and low-volatility organics, as well as nitrogen-containing species beyond ammonia and amines in the model. Quantitatively understanding the overall budget, evolution, and thermodynamic properties of lower-volatility organics in the atmosphere will be essential for improving global aerosol models.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=284116','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=284116"><span>Apple volatiles synergize the response of codling moth to pear ester</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>This work was undertaken to identify host volatiles from apples and investigate whether these can be used to enhance the efficacy of pear ester, ethyl (2E,4Z)-2,4-decadienoate, for monitoring female and male codling moth, Cydia pomonella L. Volatiles from immature apple trees were collected in the f...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=20170002033&hterms=Organic+Chemical&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D60%26Ntt%3DOrganic%2BChemical','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=20170002033&hterms=Organic+Chemical&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D60%26Ntt%3DOrganic%2BChemical"><span>MATRIX-VBS (v1.0): Implementing an Evolving Organic Aerosol Volatility in an Aerosol Microphysics Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Gao, Chloe Y.; Tsigaridis, Kostas; Bauer, Susanne E.</p> <p>2017-01-01</p> <p>The gas-particle partitioning and chemical aging of semi-volatile organic aerosol are presented in a newly developed box model scheme, where its effect on the growth, composition, and mixing state of particles is examined. The volatility-basis set (VBS) framework is implemented into the aerosol microphysical scheme MATRIX (Multiconfiguration Aerosol TRacker of mIXing state), which resolves mass and number aerosol concentrations and in multiple mixing-state classes. The new scheme, MATRIX-VBS, has the potential to significantly advance the representation of organic aerosols in Earth system models by improving upon the conventional representation as non-volatile particulate organic matter, often also with an assumed fixed size distribution. We present results from idealized cases representing Beijing, Mexico City, a Finnish forest, and a southeastern US forest, and investigate the evolution of mass concentrations and volatility distributions for organic species across the gas and particle phases, as well as assessing their mixing state among aerosol populations. Emitted semi-volatile primary organic aerosols evaporate almost completely in the intermediate-volatility range, while they remain in the particle phase in the low-volatility range. Their volatility distribution at any point in time depends on the applied emission factors, oxidation by OH radicals, and temperature. We also compare against parallel simulations with the original scheme, which represented only the particulate and non-volatile component of the organic aerosol, examining how differently the condensed-phase organic matter is distributed across the mixing states in the model. The results demonstrate the importance of representing organic aerosol as a semi-volatile aerosol, and explicitly calculating the partitioning of organic species between the gas and particulate phases.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..483...83G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..483...83G"><span>Pricing foreign equity option under stochastic volatility tempered stable Lévy processes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gong, Xiaoli; Zhuang, Xintian</p> <p>2017-10-01</p> <p>Considering that financial assets returns exhibit leptokurtosis, asymmetry properties as well as clustering and heteroskedasticity effect, this paper substitutes the logarithm normal jumps in Heston stochastic volatility model by the classical tempered stable (CTS) distribution and normal tempered stable (NTS) distribution to construct stochastic volatility tempered stable Lévy processes (TSSV) model. The TSSV model framework permits infinite activity jump behaviors of return dynamics and time varying volatility consistently observed in financial markets through subordinating tempered stable process to stochastic volatility process, capturing leptokurtosis, fat tailedness and asymmetry features of returns. By employing the analytical characteristic function and fast Fourier transform (FFT) technique, the formula for probability density function (PDF) of TSSV returns is derived, making the analytical formula for foreign equity option (FEO) pricing available. High frequency financial returns data are employed to verify the effectiveness of proposed models in reflecting the stylized facts of financial markets. Numerical analysis is performed to investigate the relationship between the corresponding parameters and the implied volatility of foreign equity option.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20627668','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20627668"><span>Volatile communication in plant-aphid interactions.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>de Vos, Martin; Jander, Georg</p> <p>2010-08-01</p> <p>Volatile communication plays an important role in mediating the interactions between plants, aphids, and other organisms in the environment. In response to aphid infestation, many plants initiate indirect defenses through the release of volatiles that attract ladybugs, parasitoid wasps, and other aphid-consuming predators. Aphid-induced volatile release in the model plant Arabidopsis thaliana requires the jasmonate signaling pathway. Volatile release is also induced by infection with aphid-transmitted viruses. Consistent with mathematical models of optimal transmission, viruses that are acquired rapidly by aphids induce volatile release to attract migratory aphids, but discourage long-term aphid feeding. Although the ecology of these interactions is well-studied, further research is needed to identify the molecular basis of aphid-induced and virus-induced changes in plant volatile release. Copyright 2010 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28697580','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28697580"><span>Medical imaging technology shock and volatility of macro economics: Analysis using a three-sector dynamical stochastic general equilibrium REC model.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Han, Shurong; Huang, Yeqing</p> <p>2017-07-07</p> <p>The study analysed the medical imaging technology business cycle from 1981 to 2009 and found that the volatility of consumption in Chinese medical imaging business was higher than that of the developed countries. The volatility of gross domestic product (GDP) and the correlation between consumption and GDP is also higher than that of the developed countries. Prior to the early 1990s the volatility of consumption is even higher than GDP. This fact makes it difficult to explain the volatile market using the standard one sector real economic cycle (REC) model. Contrary to the other domestic studies, this study considers a three-sector dynamical stochastic general equilibrium REC model. In this model there are two consumption sectors, whereby one is labour intensive and another is capital intensive. The more capital intensive investment sector only introduces technology shocks in the medical imaging market. Our response functions and Monte-Carlo simulation results show that the model can explain 90% of the volatility of consummation relative to GDP, and explain the correlation between consumption and GDP. The results demonstrated the significant correlation between the technological reform in medical imaging and volatility in the labour market on Chinese macro economy development.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhyA..387.3987V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhyA..387.3987V"><span>The fractional volatility model: An agent-based interpretation</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Vilela Mendes, R.</p> <p>2008-06-01</p> <p>Based on the criteria of mathematical simplicity and consistency with empirical market data, a model with volatility driven by fractional noise has been constructed which provides a fairly accurate mathematical parametrization of the data. Here, some features of the model are reviewed and extended to account for leverage effects. Using agent-based models, one tries to find which agent strategies and (or) properties of the financial institutions might be responsible for the features of the fractional volatility model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017GMD....10.2303C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017GMD....10.2303C"><span>Constraining a hybrid volatility basis-set model for aging of wood-burning emissions using smog chamber experiments: a box-model study based on the VBS scheme of the CAMx model (v5.40)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Ciarelli, Giancarlo; El Haddad, Imad; Bruns, Emily; Aksoyoglu, Sebnem; Möhler, Ottmar; Baltensperger, Urs; Prévôt, André S. H.</p> <p>2017-06-01</p> <p>In this study, novel wood combustion aging experiments performed at different temperatures (263 and 288 K) in a ˜ 7 m3 smog chamber were modelled using a hybrid volatility basis set (VBS) box model, representing the emission partitioning and their oxidation against OH. We combine aerosol-chemistry box-model simulations with unprecedented measurements of non-traditional volatile organic compounds (NTVOCs) from a high-resolution proton transfer reaction mass spectrometer (PTR-MS) and with organic aerosol measurements from an aerosol mass spectrometer (AMS). Due to this, we are able to observationally constrain the amounts of different NTVOC aerosol precursors (in the model) relative to low volatility and semi-volatile primary organic material (OMsv), which is partitioned based on current published volatility distribution data. By comparing the NTVOC / OMsv ratios at different temperatures, we determine the enthalpies of vaporization of primary biomass-burning organic aerosols. Further, the developed model allows for evaluating the evolution of oxidation products of the semi-volatile and volatile precursors with aging. More than 30 000 box-model simulations were performed to retrieve the combination of parameters that best fit the observed organic aerosol mass and O : C ratios. The parameters investigated include the NTVOC reaction rates and yields as well as enthalpies of vaporization and the O : C of secondary organic aerosol surrogates. Our results suggest an average ratio of NTVOCs to the sum of non-volatile and semi-volatile organic compounds of ˜ 4.75. The mass yields of these compounds determined for a wide range of atmospherically relevant temperatures and organic aerosol (OA) concentrations were predicted to vary between 8 and 30 % after 5 h of continuous aging. Based on the reaction scheme used, reaction rates of the NTVOC mixture range from 3.0 × 10-11 to 4. 0 × 10-11 cm3 molec-1 s-1. The average enthalpy of vaporization of secondary organic aerosol (SOA) surrogates was determined to be between 55 000 and 35 000 J mol-1, which implies a yield increase of 0.03-0.06 % K-1 with decreasing temperature. The improved VBS scheme is suitable for implementation into chemical transport models to predict the burden and oxidation state of primary and secondary biomass-burning aerosols.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014AGUFM.V11F..06S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014AGUFM.V11F..06S"><span>Maruyamaite, a new K-dominant tourmaline coexisting with diamond -an important accessory mineral in UHP rocks</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Stock, M. J.; Humphreys, M.; Smith, V.; Pyle, D. M.; Isaia, R.</p> <p>2014-12-01</p> <p>The apatite crystal structure is capable of incorporating H2O, F and Cl, as well as trace CO2 and sulphur. These can be related to parental magma compositions through application of a series of pressure and temperature-dependent exchange reactions (Piccoli and Candela, 1994), permitting apatite crystals to preserve a record of all major volatile species in the melt. Furthermore, due to the general incompatibility of P in other rock-forming minerals, apatite is ubiquitous in igneous systems and often begins crystallising early, such that apatite inclusions within phenocrysts record melt volatile contents throughout magmatic differentiation. In this work, we compare the compositions of apatite inclusions and microphenocrysts with pyroxene-hosted melt inclusions from the Astroni 1 eruption of Campi Flegrei, Italy. These data are coupled with magmatic differentiation models (Gualda et al., 2012), experimental volatile solubility data (Webster et al., 2014) and thermodynamic models of apatite compositional variations (Piccoli and Candela, 1994) to determine a time-series of magmatic volatile evolution in the build-up to eruption. We find that apatite halogen/OH ratios decreased through magmatic differentiation, while melt inclusion F and Cl concentrations increased. Melt inclusion H2O contents are constant at ~2.5 wt%. These data are best explained by volatile-undersaturated differentiation over most of the crystallisation history of the Astroni 1 melt, with melt inclusion H2O contents reset during ascent, due to rapid H diffusion through the phenocryst hosts (Woods et al., 2000). Given the rapid diffusivity of volatiles in apatite (Brenan, 1993), preservation of undersaturated compositions in microphenocrysts suggests that saturation was only achieved a few days to months before eruption and that it may have been the transition into a volatile-saturated state that ultimately triggered eruption. Piccoli and Candela, 1994. Am. J. of Sc., 294, 92-135. Gualda et al., 2012. J. Pet., 53, 875-890. Webster et al., 2014. J. Pet., 55, 2217-2248. Woods et al., 2000. Am. Min., 85, 480-487. Brenan, 1993. Chem. Geol., 110, 195-210.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19930038989&hterms=pyrolysis&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D70%26Ntt%3Dpyrolysis','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19930038989&hterms=pyrolysis&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D70%26Ntt%3Dpyrolysis"><span>Model for the formation of silicon carbide from the pyrolysis of dichlorodimethylsilane in hydrogen. I - Silicon formation from chlorosilanes. II - Silicon carbide formation from silicon and methane</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Cagliostro, Domenick E.; Riccitiello, Salvatore R.</p> <p>1993-01-01</p> <p>In the first part of this work, a model is developed for the deposition of silicon from the reduction of silicon tetrachloride with hydrogen in a tubular reactor at 700-1100 C, at atmospheric pressure. The model is based on gas chromatography of the volatile products of the reaction, followed by gravimetric analysis of total Si deposition on the tube. In the second part of this work, a model is developed for the case of SiC deposition from the pyrolysis of dichlorodimethylsilane in hydrogen under the same reactor conditions. The rate constants derived from a nonlinear regression analysis are reported.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2005GeoRL..3220802V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2005GeoRL..3220802V"><span>Flux measurements of volatile organic compounds from an urban landscape</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Velasco, E.; Lamb, B.; Pressley, S.; Allwine, E.; Westberg, H.; Jobson, B. T.; Alexander, M.; Prazeller, P.; Molina, L.; Molina, M.</p> <p>2005-10-01</p> <p>Direct measurements of volatile organic compound (VOC) emissions that include all sources in urban areas are a missing requirement to evaluate emission inventories and constrain current photochemical modelling practices. Here we demonstrate the use of micrometeorological techniques coupled with fast-response sensors to measure urban VOC fluxes from a neighbourhood of Mexico City, where the spatial variability of surface cover and roughness is high. Fluxes of olefins, methanol, acetone, toluene and C2-benzenes were measured and compared with the local gridded emissions inventory. VOC fluxes exhibited a clear diurnal pattern with a strong relationship to vehicular traffic. Recent photochemical modelling results suggest that VOC emissions are significantly underestimated in Mexico City, but for the olefin class, toluene, C2-benzenes, and acetone fluxes measured in this work, the results show general agreement with the gridded emissions inventory. While these measurements do not address the full suite of VOC emissions, the comparison with the inventory suggests that other explanations may be needed to explain the photochemical modelling results.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19890016903','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19890016903"><span>Planetary geosciences, 1988</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Zuber, Maria T. (Editor); Plescia, Jeff L. (Editor); James, Odette B. (Editor); Macpherson, Glenn (Editor)</p> <p>1989-01-01</p> <p>Research topics within the NASA Planetary Geosciences Program are presented. Activity in the fields of planetary geology, geophysics, materials, and geochemistry is covered. The investigator's current research efforts, the importance of that work in understanding a particular planetary geoscience problem, the context of that research, and the broader planetary geoscience effort is described. As an example, theoretical modelling of the stability of water ice within the Martian regolith, the applicability of that work to understanding Martian volatiles in general, and the geologic history of Mars is discussed.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.gpo.gov/fdsys/pkg/FR-2010-10-19/pdf/2010-26215.pdf','FEDREG'); return false;" href="https://www.gpo.gov/fdsys/pkg/FR-2010-10-19/pdf/2010-26215.pdf"><span>75 FR 64384 - Self-Regulatory Organizations; The NASDAQ Stock Market LLC; Order Instituting Proceedings To...</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=FR">Federal Register 2010, 2011, 2012, 2013, 2014</a></p> <p></p> <p>2010-10-19</p> <p>..., particularly in times of market stress, and exacerbate market volatility.\\8\\ \\7\\ See BATS Letter at 2; Deutsche... Volatility Guard to work within the parameters of the recently adopted single-stock circuit breakers, and to... of individual exchange volatility moderators in times of market stress. In addition, as noted above...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015DPS....4720001G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015DPS....4720001G"><span>Configuration of Pluto's Volatile Ices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Grundy, William M.; Binzel, R. P.; Cook, J. C.; Cruikshank, D. P.; Dalle Ore, C. M.; Earle, A. M.; Ennico, K.; Jennings, D. E.; Howett, C. J. A.; Linscott, I. R.; Lunsford, A. W.; Olkin, C. B.; Parker, A. H.; Parker, J. Wm; Protopapa, S.; Reuter, D. C.; Singer, K. N.; Spencer, J. R.; Stern, S. A.; Tsang, C. C. C.; Verbiscer, A. J.; Weaver, H. A.; Young, L. A.; Berry, K.; Buie, M. W.; Stansberry, J. A.</p> <p>2015-11-01</p> <p>We report on near-infrared remote sensing by New Horizons' Ralph instrument (Reuter et al. 2008, Space Sci. Rev. 140, 129-154) of Pluto's N2, CO, and CH4 ices. These especially volatile ices are mobile even at Pluto's cryogenic surface temperatures. Sunlight reflected from these ices becomes imprinted with their characteristic spectral absorption bands. The detailed appearance of these absorption features depends on many aspects of local composition, thermodynamic state, and texture. Multiple-scattering radiative transfer models are used to retrieve quantitative information about these properties and to map how they vary across Pluto's surface. Using parameter maps derived from New Horizons observations, we investigate the striking regional differences in the abundances and scattering properties of Pluto's volatile ices. Comparing these spatial patterns with the underlying geology provides valuable constraints on processes actively modifying the planet's surface, over a variety of spatial scales ranging from global latitudinal patterns to more regional and local processes within and around the feature informally known as Sputnik Planum. This work was supported by the NASA New Horizons Project.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28254017','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28254017"><span>Aroma compounds and characteristics of noble-rot wines of Chardonnay grapes artificially botrytized in the vineyard.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Wang, Xing-Jie; Tao, Yong-Sheng; Wu, Yun; An, Rong-Yan; Yue, Zhuo-Ya</p> <p>2017-07-01</p> <p>Aroma characteristics and their impact volatile components of noble-rot wines elaborated from artificial botrytized Chardonnay grapes, obtained by spraying Botrytis cinerea suspension in Yuquan vineyard, Ningxia, China, were explored in this work. Dry white wine made from normal-harvested grapes and sweet wine produced from delay-harvested grapes were compared. Wine aromas were analysed by trained sensory panelists, and aroma compounds were determined by SPME-GC-MS. Results indicated that esters, fatty acids, thiols, lactones, volatile phenols and 2-nonanone increased markedly in noble-rot wines. In addition to typical aromas of noble-rot wines, artificial noble-rot wines were found to contain significant cream and dry apricot attributes. Partial Least-Squares Regression models of aroma characteristics against aroma components revealed that non-fermentative odorants were the primary contributor to dry apricot attribute, especially, thiols, C13-norisoprenoids, lactones, terpenols and phenolic acid derivatives, while cream attribute was dependent on both fermentative and non-fermentative volatile components. Copyright © 2017 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29783172','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29783172"><span>Headspace sorptive extraction-gas chromatography-mass spectrometry method to measure volatile emissions from human airway cell cultures.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Yamaguchi, Mei S; McCartney, Mitchell M; Linderholm, Angela L; Ebeler, Susan E; Schivo, Michael; Davis, Cristina E</p> <p>2018-05-12</p> <p>The human respiratory tract releases volatile metabolites into exhaled breath that can be utilized for noninvasive health diagnostics. To understand the origin of this metabolic process, our group has previously analyzed the headspace above human epithelial cell cultures using solid phase microextraction-gas chromatography-mass spectrometry (SPME-GC-MS). In the present work, we improve our model by employing sorbent-covered magnetic stir bars for headspace sorptive extraction (HSSE). Sorbent-coated stir bar analyte recovery increased by 52 times and captured 97 more compounds than SPME. Our data show that HSSE is preferred over liquid extraction via stir bar sorptive extraction (SBSE), which failed to distinguish volatiles unique to the cell samples compared against media controls. Two different cellular media were also compared, and we found that Opti-MEM® is preferred for volatile analysis. We optimized HSSE analytical parameters such as extraction time (24 h), desorption temperature (300 °C) and desorption time (7 min). Finally, we developed an internal standard for cell culture VOC studies by introducing 842 ng of deuterated decane per 5 mL of cell medium to account for error from extraction, desorption, chromatography and detection. This improved model will serve as a platform for future metabolic cell culture studies to examine changes in epithelial VOCs caused by perturbations such as viral or bacterial infections, opening opportunities for improved, noninvasive pulmonary diagnostics. Copyright © 2018 Elsevier B.V. All rights reserved.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_4");'>4</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li class="active"><span>6</span></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_6 --> <div id="page_7" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li class="active"><span>7</span></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="121"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=60607&Lab=NERL&keyword=public+AND+relations&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=60607&Lab=NERL&keyword=public+AND+relations&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>ESTIMATING TRANSPORT AND DEPOSITION OF A SEMI-VOLATILE COMPOUND WITH A REGIONAL PHOTOCHEMICAL MODEL</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>To simulate the fate of compounds that are considered semi-volatile and toxic, we have modified a model for regional particulate matter. Our changes introduce a semi-volatile compound into the atmosphere as gaseous emissions from an area source. Once emitted, the gas can transf...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012ACPD...12.9945J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012ACPD...12.9945J"><span>Modeling the formation and properties of traditional and non-traditional secondary organic aerosol: problem formulation and application to aircraft exhaust</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jathar, S. H.; Miracolo, M. A.; Presto, A. A.; Adams, P. J.; Robinson, A. L.</p> <p>2012-04-01</p> <p>We present a methodology to model secondary organic aerosol (SOA) formation from the photo-oxidation of low-volatility organics (semi-volatile and intermediate volatility organic compounds). The model is parameterized and tested using SOA data collected during two field campaigns that characterized the atmospheric evolution of dilute gas-turbine engine emissions using a smog chamber. Photo-oxidation formed a significant amount of SOA, much of which cannot be explained based on the emissions of traditional, speciated precursors; we refer to this as non-traditional SOA (NT-SOA). The NT-SOA can be explained by emissions of low-volatility organic vapors measured using sorbents. Since these vapors could not be speciated, we employ a volatility-based approach to model NT-SOA formation. We show that the method proposed by Robinson et al. (2007) is unable to explain the timing of NT-SOA formation because it assumes a very modest reduction in volatility of the precursors with every oxidation reaction. In contrast, a Hybrid method, similar to models of traditional SOA formation, assumes a larger reduction in volatility with each oxidation step and results in a better reproduction of NT-SOA formation. The NT-SOA yields estimated for the low-volatility organic vapor emissions are similar to literature data for large n-alkanes and other low-volatility organics. The yields vary with fuel composition (JP8 versus Fischer-Tropsch) and engine load (idle versus non-idle). These differences are consistent with the expected contribution of high (aromatics and n-alkanes) and low (branched alkanes and oxygenated species) SOA forming species to the exhaust.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014PhyA..405..171M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014PhyA..405..171M"><span>Which is the better forecasting model? A comparison between HAR-RV and multifractality volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Ma, Feng; Wei, Yu; Huang, Dengshi; Chen, Yixiang</p> <p>2014-07-01</p> <p>In this paper, by taking the 5-min high frequency data of the Shanghai Composite Index as example, we compare the forecasting performance of HAR-RV and Multifractal volatility, Realized volatility, Realized Bipower Variation and their corresponding short memory model with rolling windows forecasting method and the Model Confidence Set which is proved superior to SPA test. The empirical results show that, for six loss functions, HAR-RV outperforms other models. Moreover, to make the conclusions more precise and robust, we use the MCS test to compare the performance of their logarithms form models, and find that the HAR-log(RV) has a better performance in predicting future volatility. Furthermore, by comparing the two models of HAR-RV and HAR-log(RV), we conclude that, in terms of performance forecasting, the HAR-log(RV) model is the best model among models we have discussed in this paper.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20150022135','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20150022135"><span>LAVA Subsystem Integration and Testing for the RESOLVE Payload of the Resource Prospector Mission: Mass Spectrometers and Gas Chromatography</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Coan, Mary R.; Stewart, Elaine M.</p> <p>2015-01-01</p> <p>The Regolith and Environment Science & Oxygen and Lunar Volatile Extraction (RESOLVE) payload is part of Resource Prospector (RP) along with a rover and a lander that are expected to launch in 2020. RP will identify volatile elements that may be combined and collected to be used for fuel, air, and water in order to enable deeper space exploration. The Resource Prospector mission is a key part of In-Situ Resource Utilization (ISRU). The demand for this method of utilizing resources at the site of exploration is increasing due to the cost of resupply missions and deep space exploration goals. The RESOLVE payload includes the Lunar Advanced Volatile Analysis (LAVA) subsystem. The main instrument used to identify the volatiles evolved from the lunar regolith is the Gas Chromatograph-Mass Spectrometer (GC-MS). LAVA analyzes the volatiles emitted from the Oxygen and Volatile Extraction Node (OVEN) Subsystem. The objective of OVEN is to obtain, weigh, heat and transfer evolved gases to LAVA through the connection between the two subsystems called the LOVEN line. This paper highlights the work completed during a ten week internship that involved the integration, testing, data analysis, and procedure documentation of two candidate mass spectrometers for the LAVA subsystem in order to aid in determining which model to use for flight. Additionally, the examination of data from the integrated Resource Prospector '15 (RP' 15) field test will be presented in order to characterize the amount of water detected from water doped regolith samples.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AIPC.1910c0006H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AIPC.1910c0006H"><span>A DG approach to the numerical solution of the Stein-Stein stochastic volatility option pricing model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hozman, J.; Tichý, T.</p> <p>2017-12-01</p> <p>Stochastic volatility models enable to capture the real world features of the options better than the classical Black-Scholes treatment. Here we focus on pricing of European-style options under the Stein-Stein stochastic volatility model when the option value depends on the time, on the price of the underlying asset and on the volatility as a function of a mean reverting Orstein-Uhlenbeck process. A standard mathematical approach to this model leads to the non-stationary second-order degenerate partial differential equation of two spatial variables completed by the system of boundary and terminal conditions. In order to improve the numerical valuation process for a such pricing equation, we propose a numerical technique based on the discontinuous Galerkin method and the Crank-Nicolson scheme. Finally, reference numerical experiments on real market data illustrate comprehensive empirical findings on options with stochastic volatility.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24307503','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24307503"><span>Volatile organic compounds from fungi isolated after hurricane katrina induce developmental defects and apoptosis in a Drosophila melanogaster model.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Inamdar, Arati A; Bennett, Joan W</p> <p>2015-05-01</p> <p>In previous work, our laboratory developed a Drosophila model for studying the adverse effects of fungal volatile organic compounds (VOCs) emitted by growing cultures of molds. In this report, we have extended these studies and compared the toxic effects of fungal VOCs emitted from living cultures of four molds isolated after Hurricane Katrina from a flooded home in New Orleans. Strains of Aspergillus, Mucor, Penicillium, and Trichoderma were grown with wild-type larvae and the toxic effects of volatile products on the developmental stages of Drosophila larvae were evaluated. Furthermore, heterozygous mutants of Drosophila carrying the apoptotic genes, reaper and dronc, were used to assess the role of apoptosis in fungal VOCs mediated toxicity. Third-instar larvae of Drosophila carrying these apoptotic genes were exposed to fungal VOCs emitted from growing mold cultures for 10 days. The larval strains carrying apoptopic genes survived longer than the control wild type larvae; moreover, of those that survived, heterozygous reaper and dronc strains progressed to pupae and adult phases more rapidly, suggesting that fungal VOCs may induce apoptotic changes in flies. These data lend support to the use of Drosophila as an inexpensive and genetically versatile toxicological model to investigate the mechanistic basis for some of the human illnesses/symptoms associated with exposure to mold-contaminated indoor air, especially after hurricanes. © 2013 Wiley Periodicals, Inc.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/22332842','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/22332842"><span>Fabrication and optimization of a conducting polymer sensor array using stored grain model volatiles.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Hossain, Md Eftekhar; Rahman, G M Aminur; Freund, Michael S; Jayas, Digvir S; White, Noel D G; Shafai, Cyrus; Thomson, Douglas J</p> <p>2012-03-21</p> <p>During storage, grain can experience significant degradation in quality due to a variety of physical, chemical, and biological interactions. Most commonly, these losses are associated with insects or fungi. Continuous monitoring and an ability to differentiate between sources of spoilage are critical for rapid and effective intervention to minimize deterioration or losses. Therefore, there is a keen interest in developing a straightforward, cost-effective, and efficient method for monitoring of stored grain. Sensor arrays are currently used for classifying liquors, perfumes, and the quality of food products by mimicking the mammalian olfactory system. The use of this technology for monitoring of stored grain and identification of the source of spoilage is a new application, which has the potential for broad impact. The main focus of the work described herein is on the fabrication and optimization of a carbon black (CB) polymer sensor array to monitor stored grain model volatiles associated with insect secretions (benzene derivatives) and fungi (aliphatic hydrocarbon derivatives). Various methods of statistical analysis (RSD, PCA, LDA, t test) were used to select polymers for the array that were optimum for distinguishing between important compound classes (quinones, alcohols) and to minimize the sensitivity for other parameters such as humidity. The performance of the developed sensor array was satisfactory to demonstrate identification and separation of stored grain model volatiles at ambient conditions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017EGUGA..19.2734N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017EGUGA..19.2734N"><span>Reactive trace gas emissions from stressed plants: a poorly characterized major source of atmospheric volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Niinemets, Ülo</p> <p>2017-04-01</p> <p>Vegetation constitutes the greatest source of reactive volatile organic compounds in the atmosphere. The current emission estimates primarily rely on constitutive emissions that are present only in some plant species. However, all plant species can be induced to emit reactive volatiles by different abiotic and biotic stresses, but the stress-dependent emissions have been largely neglected in emission measurements and models. This presentation provides an overview of systematic screening of stress-dependent volatile emissions from a broad range of structurally and physiologically divergent plant species from temperate to tropical ecosystems. Ozone, heat, drought and wounding stress were the abiotic stresses considered in the screening, while biotic stress included herbivory, chemical elicitors simulating herbivory and fungal infections. The data suggest that any moderate to severe stress leads to significant emissions of a rich blend of volatiles, including methanol, green leaf volatiles (the lipoxygenase pathway volatiles, dominated by C6 aldehydes, alcohols and derivatives), different mono- and sesquiterpenes and benzenoids. The release of volatiles occurs in stress severity-dependent manner, although the emission responses are often non-linear with more severe stresses resulting in disproportionately greater emissions. Stress volatile release is induced in both non-constitutive and constitutive volatile emitters, whereas the rate of constitutive volatile emissions in constitutive emitters is often reduced under environmental and biotic stresses. Given that plants in natural conditions often experience stress, this analysis suggests that global volatile emissions have been significantly underestimated. Furthermore, in globally changing hotter climates, the frequency and severity of both abiotic and biotic stresses is expected to increase. Thus, the stress-induced volatile emissions are predicted to play a dominant role in plant-atmosphere interactions in near future. Quantitative models that link stress severity, plant volatile emissions and climatic feedbacks are currently being developed, and this presentation argues that incorporating stress-dependent feedbacks in Earth system models in inevitable to simulate future climates.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018SPIE10697E..0WD','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018SPIE10697E..0WD"><span>Broadband external cavity quantum cascade laser based sensor for gasoline detection</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Ding, Junya; He, Tianbo; Zhou, Sheng; Li, Jinsong</p> <p>2018-02-01</p> <p>A new type of tunable diode spectroscopy sensor based on an external cavity quantum cascade laser (ECQCL) and a quartz crystal tuning fork (QCTF) were used for quantitative analysis of volatile organic compounds. In this work, the sensor system had been tested on different gasoline sample analysis. For signal processing, the self-established interpolation algorithm and multiple linear regression algorithm model were used for quantitative analysis of major volatile organic compounds in gasoline samples. The results were very consistent with that of the standard spectra taken from the Pacific Northwest National Laboratory (PNNL) database. In future, The ECQCL sensor will be used for trace explosive, chemical warfare agent, and toxic industrial chemical detection and spectroscopic analysis, etc.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20160011123','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20160011123"><span>Regolith and Environment Science and Oxygen and Lunar Volatile Extraction (RESOLVE): Lunar Advanced Volatile Analysis (LAVA) Integration and Testing - Evaluation of Lee Valve</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Bower, Hannah; Cryderman, Kate; Captain, Janine</p> <p>2016-01-01</p> <p>The Resource Prospector (RP) mission with the Regolith and Environment Science and Oxygen and Lunar Volatile Extraction (RESOLVE) payload will prospect for water within the lunar regolith and provide a proof of concept for In-Situ Resource Utilization (ISRU) techniques, which could be used on future lunar and Martian missions. One system within the RESOLVE payload is the Lunar Advanced Volatiles Analysis (LAVA) subsystem, which consists of a Fluid Sub System (FSS) that transports volatiles to the Gas Chromatograph-Mass Spectrometer (GC-MS) instrument. In order for the FSS to transport precise and accurate amounts of volatiles to the GC-MS instrumentation, high performance valves are used within the system. The focus of this investigation is to evaluate the redesigned Lee valve. Further work is needed to continue to evaluate the Lee valve. Initial data shows that the valve could meet our requirements however further work is required to raise the TRL to an acceptable level to be included in the flight design of the system. At this time the risk is too high to change our baseline design to include these non-latching Lee solenoid valves.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..457..514Z','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..457..514Z"><span>Modelling volatility recurrence intervals in the Chinese commodity futures market</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Zhou, Weijie; Wang, Zhengxin; Guo, Haiming</p> <p>2016-09-01</p> <p>The law of extreme event occurrence attracts much research. The volatility recurrence intervals of Chinese commodity futures market prices are studied: the results show that the probability distributions of the scaled volatility recurrence intervals have a uniform scaling curve for different thresholds q. So we can deduce the probability distribution of extreme events from normal events. The tail of a scaling curve can be well fitted by a Weibull form, which is significance-tested by KS measures. Both short-term and long-term memories are present in the recurrence intervals with different thresholds q, which denotes that the recurrence intervals can be predicted. In addition, similar to volatility, volatility recurrence intervals also have clustering features. Through Monte Carlo simulation, we artificially synthesise ARMA, GARCH-class sequences similar to the original data, and find out the reason behind the clustering. The larger the parameter d of the FIGARCH model, the stronger the clustering effect is. Finally, we use the Fractionally Integrated Autoregressive Conditional Duration model (FIACD) to analyse the recurrence interval characteristics. The results indicated that the FIACD model may provide a method to analyse volatility recurrence intervals.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013PhyA..392..722K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013PhyA..392..722K"><span>Stock price dynamics and option valuations under volatility feedback effect</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kanniainen, Juho; Piché, Robert</p> <p>2013-02-01</p> <p>According to the volatility feedback effect, an unexpected increase in squared volatility leads to an immediate decline in the price-dividend ratio. In this paper, we consider the properties of stock price dynamics and option valuations under the volatility feedback effect by modeling the joint dynamics of stock price, dividends, and volatility in continuous time. Most importantly, our model predicts the negative effect of an increase in squared return volatility on the value of deep-in-the-money call options and, furthermore, attempts to explain the volatility puzzle. We theoretically demonstrate a mechanism by which the market price of diffusion return risk, or an equity risk-premium, affects option prices and empirically illustrate how to identify that mechanism using forward-looking information on option contracts. Our theoretical and empirical results support the relevance of the volatility feedback effect. Overall, the results indicate that the prevailing practice of ignoring the time-varying dividend yield in option pricing can lead to oversimplification of the stock market dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012MPLB...2650128Y','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012MPLB...2650128Y"><span>Long Memory in STOCK Market Volatility: the International Evidence</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Yang, Chunxia; Hu, Sen; Xia, Bingying; Wang, Rui</p> <p>2012-08-01</p> <p>It is still a hot topic to catch the auto-dependence behavior of volatility. Here, based on the measurement of average volatility, under different observation window size, we investigated the dependence of successive volatility of several main stock indices and their simulated GARCH(1, 1) model, there were obvious linear auto-dependence in the logarithm of volatility under a small observation window size and nonlinear auto-dependence under a big observation. After calculating the correlation and mutual information of the logarithm of volatility for Dow Jones Industrial Average during different periods, we find that some influential events can change the correlation structure and the volatilities of different periods have distinct influence on that of the remote future. Besides, GARCH model could produce similar behavior of dependence as real data and long memory property. But our analyses show that the auto-dependence of volatility in GARCH is different from that in real data, and the long memory is undervalued by GARCH.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26280099','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26280099"><span>Application of orange peel waste in the production of solid biofuels and biosorbents.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Santos, Carolina Monteiro; Dweck, Jo; Viotto, Renata Silva; Rosa, André Henrique; de Morais, Leandro Cardoso</p> <p>2015-11-01</p> <p>This work aimed to study the potential use of pyrolyzed orange peels as solid biofuels and biosorption of heavy metals. The dry biomass and the biofuel showed moderate levels of carbon (44-62%), high levels of oxygen (30-47%), lower levels of hydrogen (3-6%), nitrogen (1-2.6%), sulfur (0.4-0.8%) and ash with a maximum of 7.8%. The activation energy was calculated using Kissinger method, involving a 3 step process: volatilization of water, biomass degradation and volatilization of the degradation products. The calorific value obtained was 19.3MJ/kg. The studies of metal biosorption based on the Langmuir model obtained the best possible data fits. The results obtained in this work indicated that the potential use of waste orange peel as a biosorbent and as a solid biofuel are feasible, this product could be used in industrial processes, favoring the world economy. Copyright © 2015 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018ACP....18.1729C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018ACP....18.1729C"><span>Volatility measurement of atmospheric submicron aerosols in an urban atmosphere in southern China</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Cao, Li-Ming; Huang, Xiao-Feng; Li, Yuan-Yuan; Hu, Min; He, Ling-Yan</p> <p>2018-02-01</p> <p>Aerosol pollution has been a very serious environmental problem in China for many years. The volatility of aerosols can affect the distribution of compounds in the gas and aerosol phases, the atmospheric fates of the corresponding components, and the measurement of the concentration of aerosols. Compared to the characterization of chemical composition, few studies have focused on the volatility of aerosols in China. In this study, a thermodenuder aerosol mass spectrometer (TD-AMS) system was deployed to study the volatility of non-refractory submicron particulate matter (PM1) species during winter in Shenzhen. To our knowledge, this paper is the first report of the volatilities of aerosol chemical components based on a TD-AMS system in China. The average PM1 mass concentration during the experiment was 42.7±20.1 µg m-3, with organic aerosol (OA) being the most abundant component (43.2 % of the total mass). The volatility of chemical species measured by the AMS varied, with nitrate showing the highest volatility, with a mass fraction remaining (MFR) of 0.57 at 50 °C. Organics showed semi-volatile characteristics (the MFR was 0.88 at 50 °C), and the volatility had a relatively linear correlation with the TD temperature (from the ambient temperature to 200 °C), with an evaporation rate of 0.45 % °C-1. Five subtypes of OA were resolved from total OA using positive matrix factorization (PMF) for data obtained under both ambient temperature and high temperatures through the TD, including a hydrocarbon-like OA (HOA, accounting for 13.5 %), a cooking OA (COA, 20.6 %), a biomass-burning OA (BBOA, 8.9 %), and two oxygenated OAs (OOAs): a less-oxidized OOA (LO-OOA, 39.1 %) and a more-oxidized OOA (MO-OOA, 17.9 %). Different OA factors presented different volatilities, and the volatility sequence of the OA factors at 50 °C was HOA (MFR of 0.56) > LO-OOA (0.70) > COA (0.85) ≈ BBOA (0.87) > MO-OOA (0.99), which was not completely consistent with the sequence of their O / C ratios. The high volatility of HOA implied that it had a high potential to be oxidized to secondary species in the gas phase. The aerosol volatility measurement results in this study provide useful parameters for the modeling work of aerosol evolution in China and are also helpful in understanding the formation mechanisms of secondary aerosols.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29298045','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29298045"><span>Volatile-Compound Fingerprinting by Headspace-Gas-Chromatography Ion-Mobility Spectrometry (HS-GC-IMS) as a Benchtop Alternative to 1H NMR Profiling for Assessment of the Authenticity of Honey.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Gerhardt, Natalie; Birkenmeier, Markus; Schwolow, Sebastian; Rohn, Sascha; Weller, Philipp</p> <p>2018-02-06</p> <p>This work describes a simple approach for the untargeted profiling of volatile compounds for the authentication of the botanical origins of honey based on resolution-optimized HS-GC-IMS combined with optimized chemometric techniques, namely PCA, LDA, and kNN. A direct comparison of the PCA-LDA models between the HS-GC-IMS and 1 H NMR data demonstrated that HS-GC-IMS profiling could be used as a complementary tool to NMR-based profiling of honey samples. Whereas NMR profiling still requires comparatively precise sample preparation, pH adjustment in particular, HS-GC-IMS fingerprinting may be considered an alternative approach for a truly fully automatable, cost-efficient, and in particular highly sensitive method. It was demonstrated that all tested honey samples could be distinguished on the basis of their botanical origins. Loading plots revealed the volatile compounds responsible for the differences among the monofloral honeys. The HS-GC-IMS-based PCA-LDA model was composed of two linear functions of discrimination and 10 selected PCs that discriminated canola, acacia, and honeydew honeys with a predictive accuracy of 98.6%. Application of the LDA model to an external test set of 10 authentic honeys clearly proved the high predictive ability of the model by correctly classifying them into three variety groups with 100% correct classifications. The constructed model presents a simple and efficient method of analysis and may serve as a basis for the authentication of other food types.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014PhyA..393..391C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014PhyA..393..391C"><span>Option pricing, stochastic volatility, singular dynamics and constrained path integrals</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Contreras, Mauricio; Hojman, Sergio A.</p> <p>2014-01-01</p> <p>Stochastic volatility models have been widely studied and used in the financial world. The Heston model (Heston, 1993) [7] is one of the best known models to deal with this issue. These stochastic volatility models are characterized by the fact that they explicitly depend on a correlation parameter ρ which relates the two Brownian motions that drive the stochastic dynamics associated to the volatility and the underlying asset. Solutions to the Heston model in the context of option pricing, using a path integral approach, are found in Lemmens et al. (2008) [21] while in Baaquie (2007,1997) [12,13] propagators for different stochastic volatility models are constructed. In all previous cases, the propagator is not defined for extreme cases ρ=±1. It is therefore necessary to obtain a solution for these extreme cases and also to understand the origin of the divergence of the propagator. In this paper we study in detail a general class of stochastic volatility models for extreme values ρ=±1 and show that in these two cases, the associated classical dynamics corresponds to a system with second class constraints, which must be dealt with using Dirac’s method for constrained systems (Dirac, 1958,1967) [22,23] in order to properly obtain the propagator in the form of a Euclidean Hamiltonian path integral (Henneaux and Teitelboim, 1992) [25]. After integrating over momenta, one gets an Euclidean Lagrangian path integral without constraints, which in the case of the Heston model corresponds to a path integral of a repulsive radial harmonic oscillator. In all the cases studied, the price of the underlying asset is completely determined by one of the second class constraints in terms of volatility and plays no active role in the path integral.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..451..113L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..451..113L"><span>Multifractal Value at Risk model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lee, Hojin; Song, Jae Wook; Chang, Woojin</p> <p>2016-06-01</p> <p>In this paper new Value at Risk (VaR) model is proposed and investigated. We consider the multifractal property of financial time series and develop a multifractal Value at Risk (MFVaR). MFVaR introduced in this paper is analytically tractable and not based on simulation. Empirical study showed that MFVaR can provide the more stable and accurate forecasting performance in volatile financial markets where large loss can be incurred. This implies that our multifractal VaR works well for the risk measurement of extreme credit events.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/22684567','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/22684567"><span>Anesthetic action of volatile anesthetics by using Paramecium as a model.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zhou, Miaomiao; Xia, Huimin; Xu, Younian; Xin, Naixing; Liu, Jiao; Zhang, Shihai</p> <p>2012-06-01</p> <p>Although empirically well understood in their clinical administration, volatile anesthetics are not yet well comprehended in their mechanism studies. A major conundrum emerging from these studies is that there is no validated model to assess the presumed candidate sites of the anesthetics. We undertook this study to test the hypothesis that the single-celled Paramecium could be anesthetized and served as a model organism in the study of anesthetics. We assessed the motion of Paramecium cells with Expert Vision system and the chemoresponse of Paramecium cells with T-maze assays in the presence of four different volatile anesthetics, including isoflurane, sevoflurane, enflurane and ether. Each of those volatiles was dissolved in buffers to give drug concentrations equal to 0.8, 1.0, and 1.2 EC50, respectively, in clinical practice. We could see that after application of volatile anesthetics, the swimming of the Paramecium cells was accelerated and then suppressed, or even stopped eventually, and the index of the chemoresponse of the Paramecium cells (denoted as I ( che )) was decreased. All of the above impacts were found in a concentration-dependent fashion. The biphasic effects of the clinical concentrations of volatile anesthetics on Paramecium simulated the situation of high species in anesthesia, and the inhibition of the chemoresponse also indicated anesthetized. In conclusion, the findings in our studies suggested that the single-celled Paramecium could be anesthetized with clinical concentrations of volatile anesthetics and therefore be utilized as a model organism to study the mechanisms of volatile anesthetics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/pages/biblio/1274820-multiple-new-particle-growth-pathways-observed-us-doe-southern-great-plains-field-site','SCIGOV-DOEP'); return false;" href="https://www.osti.gov/pages/biblio/1274820-multiple-new-particle-growth-pathways-observed-us-doe-southern-great-plains-field-site"><span>Multiple new-particle growth pathways observed at the US DOE Southern Great Plains field site</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/pages">DOE PAGES</a></p> <p>Hodshire, Anna L.; Lawler, Michael J.; Zhao, Jun; ...</p> <p>2016-07-28</p> <p>New-particle formation (NPF) is a significant source of aerosol particles into the atmosphere. However, these particles are initially too small to have climatic importance and must grow, primarily through net uptake of low-volatility species, from diameters ∼ 1 to 30–100 nm in order to potentially impact climate. There are currently uncertainties in the physical and chemical processes associated with the growth of these freshly formed particles that lead to uncertainties in aerosol-climate modeling. Four main pathways for new-particle growth have been identified: condensation of sulfuric-acid vapor (and associated bases when available), condensation of organic vapors, uptake of organic acids through acid–base chemistrymore » in the particle phase, and accretion of organic molecules in the particle phase to create a lower-volatility compound that then contributes to the aerosol mass. The relative importance of each pathway is uncertain and is the focus of this work. The 2013 New Particle Formation Study (NPFS) measurement campaign took place at the DOE Southern Great Plains (SGP) facility in Lamont, Oklahoma, during spring 2013. Measured gas- and particle-phase compositions during these new-particle growth events suggest three distinct growth pathways: (1) growth by primarily organics, (2) growth by primarily sulfuric acid and ammonia, and (3) growth by primarily sulfuric acid and associated bases and organics. To supplement the measurements, we used the particle growth model MABNAG (Model for Acid–Base chemistry in NAnoparticle Growth) to gain further insight into the growth processes on these 3 days at SGP. MABNAG simulates growth from (1) sulfuric-acid condensation (and subsequent salt formation with ammonia or amines), (2) near-irreversible condensation from nonreactive extremely low-volatility organic compounds (ELVOCs), and (3) organic-acid condensation and subsequent salt formation with ammonia or amines. MABNAG is able to corroborate the observed differing growth pathways, while also predicting that ELVOCs contribute more to growth than organic salt formation. However, most MABNAG model simulations tend to underpredict the observed growth rates between 10 and 20 nm in diameter; this underprediction may come from neglecting the contributions to growth from semi-to-low-volatility species or accretion reactions. Our results suggest that in addition to sulfuric acid, ELVOCs are also very important for growth in this rural setting. We discuss the limitations of our study that arise from not accounting for semi- and low-volatility organics, as well as nitrogen-containing species beyond ammonia and amines in the model. Quantitatively understanding the overall budget, evolution, and thermodynamic properties of lower-volatility organics in the atmosphere will be essential for improving global aerosol models.« less</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_5");'>5</a></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li class="active"><span>7</span></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_7 --> <div id="page_8" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li class="active"><span>8</span></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="141"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018JEMat..47..994S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018JEMat..47..994S"><span>On Using the Volatile Mem-Capacitive Effect of TiO2 Resistive Random Access Memory to Mimic the Synaptic Forgetting Process</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sarkar, Biplab; Mills, Steven; Lee, Bongmook; Pitts, W. Shepherd; Misra, Veena; Franzon, Paul D.</p> <p>2018-02-01</p> <p>In this work, we report on mimicking the synaptic forgetting process using the volatile mem-capacitive effect of a resistive random access memory (RRAM). TiO2 dielectric, which is known to show volatile memory operations due to migration of inherent oxygen vacancies, was used to achieve the volatile mem-capacitive effect. By placing the volatile RRAM candidate along with SiO2 at the gate of a MOS capacitor, a volatile capacitance change resembling the forgetting nature of a human brain is demonstrated. Furthermore, the memory operation in the MOS capacitor does not require a current flow through the gate dielectric indicating the feasibility of obtaining low power memory operations. Thus, the mem-capacitive effect of volatile RRAM candidates can be attractive to the future neuromorphic systems for implementing the forgetting process of a human brain.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28663500','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28663500"><span>Emission of volatile organic compounds from petunia flowers is facilitated by an ABC transporter.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Adebesin, Funmilayo; Widhalm, Joshua R; Boachon, Benoît; Lefèvre, François; Pierman, Baptiste; Lynch, Joseph H; Alam, Iftekhar; Junqueira, Bruna; Benke, Ryan; Ray, Shaunak; Porter, Justin A; Yanagisawa, Makoto; Wetzstein, Hazel Y; Morgan, John A; Boutry, Marc; Schuurink, Robert C; Dudareva, Natalia</p> <p>2017-06-30</p> <p>Plants synthesize a diversity of volatile molecules that are important for reproduction and defense, serve as practical products for humans, and influence atmospheric chemistry and climate. Despite progress in deciphering plant volatile biosynthesis, their release from the cell has been poorly understood. The default assumption has been that volatiles passively diffuse out of cells. By characterization of a Petunia hybrida adenosine triphosphate-binding cassette (ABC) transporter, PhABCG1, we demonstrate that passage of volatiles across the plasma membrane relies on active transport. PhABCG1 down-regulation by RNA interference results in decreased emission of volatiles, which accumulate to toxic levels in the plasma membrane. This study provides direct proof of a biologically mediated mechanism of volatile emission. Copyright © 2017 The Authors, some rights reserved; exclusive licensee American Association for the Advancement of Science. No claim to original U.S. Government Works.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017ACP....17.4387H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017ACP....17.4387H"><span>Estimates of the organic aerosol volatility in a boreal forest using two independent methods</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hong, Juan; Äijälä, Mikko; Häme, Silja A. K.; Hao, Liqing; Duplissy, Jonathan; Heikkinen, Liine M.; Nie, Wei; Mikkilä, Jyri; Kulmala, Markku; Prisle, Nønne L.; Virtanen, Annele; Ehn, Mikael; Paasonen, Pauli; Worsnop, Douglas R.; Riipinen, Ilona; Petäjä, Tuukka; Kerminen, Veli-Matti</p> <p>2017-03-01</p> <p>The volatility distribution of secondary organic aerosols that formed and had undergone aging - i.e., the particle mass fractions of semi-volatile, low-volatility and extremely low volatility organic compounds in the particle phase - was characterized in a boreal forest environment of Hyytiälä, southern Finland. This was done by interpreting field measurements using a volatility tandem differential mobility analyzer (VTDMA) with a kinetic evaporation model. The field measurements were performed during April and May 2014. On average, 40 % of the organics in particles were semi-volatile, 34 % were low-volatility organics and 26 % were extremely low volatility organics. The model was, however, very sensitive to the vaporization enthalpies assumed for the organics (ΔHVAP). The best agreement between the observed and modeled temperature dependence of the evaporation was obtained when effective vaporization enthalpy values of 80 kJ mol-1 were assumed. There are several potential reasons for the low effective enthalpy value, including molecular decomposition or dissociation that might occur in the particle phase upon heating, mixture effects and compound-dependent uncertainties in the mass accommodation coefficient. In addition to the VTDMA-based analysis, semi-volatile and low-volatility organic mass fractions were independently determined by applying positive matrix factorization (PMF) to high-resolution aerosol mass spectrometer (HR-AMS) data. The factor separation was based on the oxygenation levels of organics, specifically the relative abundance of mass ions at m/z 43 (f43) and m/z 44 (f44). The mass fractions of these two organic groups were compared against the VTDMA-based results. In general, the best agreement between the VTDMA results and the PMF-derived mass fractions of organics was obtained when ΔHVAP = 80 kJ mol-1 was set for all organic groups in the model, with a linear correlation coefficient of around 0.4. However, this still indicates that only about 16 % (R2) of the variation can be explained by the linear regression between the results from these two methods. The prospect of determining of extremely low volatility organic aerosols (ELVOAs) from AMS data using the PMF analysis should be assessed in future studies.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25226431','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25226431"><span>Volatile components of vine leaves from two Portuguese grape varieties (Vitis vinifera L.), Touriga Nacional and Tinta Roriz, analysed by solid-phase microextraction.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Fernandes, Bruno; Correia, Ana C; Cosme, Fernanda; Nunes, Fernando M; Jordão, António M</p> <p>2015-01-01</p> <p>The purpose of this work was to study the volatile composition of vine leaves and vine leaf infusion prepared from vine leaves collected at 30 and 60 days after grape harvest of two Vitis vinifera L. species. Eighteen volatile compounds were identified by gas chromatography-mass spectrometry in vine leaves and in vine leaf infusions. It was observed that the volatile compounds present in vine leaves are dependent on the time of harvest, with benzaldehyde being the major volatile present in vine leaves collected at 30 days after harvesting. There are significant differences in the volatile composition of the leaves from the two grape cultivars, especially in the sample collected at 60 days after grape harvest. This is not reflected in the volatile composition of the vine leaf infusion made from this two cultivars, the more important being the harvesting date for the volatile profile of vine leaf infusion than the vine leaves grape cultivar.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..466..405L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..466..405L"><span>Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lahmiri, Salim</p> <p>2017-01-01</p> <p>Fertilizers are important to improve agricultural productivity growth. The purpose of this study is to investigate asymmetry, leverage, and persistence of shocks on price volatility of five fertilizers using EGARCH model during stable and unstable time periods, corresponding to before and after 2007 international financial crisis, respectively. Using price data of rock phosphate, triple super phosphate, diammonium phosphate (DAP), urea, and potassium chloride, it is found that fertilizers price volatilities display an apparent asymmetric response to shocks which have much pronounced and permanent effect during unstable period than in during stable period. Such effects should be taken into account whenever volatility modeling of fertilizers is considered, particularly during periods of volatile price.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016JPhCS.738a2097T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016JPhCS.738a2097T"><span>The relationship between trading volumes, number of transactions, and stock volatility in GARCH models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya; Chen, Ting Ting</p> <p>2016-08-01</p> <p>We examine the relationship between trading volumes, number of transactions, and volatility using daily stock data of the Tokyo Stock Exchange. Following the mixture of distributions hypothesis, we use trading volumes and the number of transactions as proxy for the rate of information arrivals affecting stock volatility. The impact of trading volumes or number of transactions on volatility is measured using the generalized autoregressive conditional heteroscedasticity (GARCH) model. We find that the GARCH effects, that is, persistence of volatility, is not always removed by adding trading volumes or number of transactions, indicating that trading volumes and number of transactions do not adequately represent the rate of information arrivals.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018JPhCS1025a2115S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018JPhCS1025a2115S"><span>The detection of financial crisis using combination of volatility and markov switching models based on real output, domestic credit per GDP, and ICI indicators</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sugiyanto; Zukhronah, Etik; Setianingrum, Meganisa</p> <p>2018-05-01</p> <p>Open economic system has not only provided ease for every country to interact with each other, but also make it easier to transmitted the crisis. Financial crisis that hit Indonesia in 1997-1998 and 2008 severely impacted the economy, thus a method to detect crisis is required. According to Kamisky et al. [6], crisis can be detected based on several financial indicators such as real output, domestic credit per Gross Domestic Product (GDP), and Indonesia Composite Index (ICI). This research aims to determine the appropriate combination of volatility and Markov switching model to detect financial crisis in Indonesia based on the indicators. Volatility model used for modeling the unconstant-variance of ARMA. Markov switching is an alternative model of time series data with changed conditions in the data, or called state. In this research, we are using three assumption of states namely low volatility state, medium volatility state and high volatility state. The data of each indicator were taken from 1990 until 2016. The result of the study show that MS-ARCH(3,1) can be used to detect the financial crisis that hit Indonesia in 1997-1998 and 2008 based on real output, domestic credit per GDP, and ICI indicators.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26863607','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26863607"><span>Respiratory Health - Exposure Measurements and Modeling in the Fragrance and Flavour Industry.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Angelini, Eric; Camerini, Gerard; Diop, Malick; Roche, Patrice; Rodi, Thomas; Schippa, Christine; Thomas, Thierry</p> <p>2016-01-01</p> <p>Although the flavor and fragrance industry is about 150 years old, the use of synthetic materials started more than 100 years ago, and the awareness of the respiratory hazard presented by some flavoring substances emerged only recently. In 2001, the US National Institute of Occupational Safety and Health (NIOSH) identified for the first time inhalation exposure to flavoring substances in the workplace as a possible occupational hazard. As a consequence, manufacturers must comply with a variety of workplace safety requirements, and management has to ensure the improvement of health and safety of the employees exposed to hazardous volatile organic compounds. In this sensitive context, MANE opened its facilities to an intensive measuring campaign with the objective to better estimate the real level of hazardous respiratory exposure of workers. In this study, exposure to 27 hazardous volatile substances were measured during several types of handling operations (weighing-mixing, packaging, reconditioning-transferring), 430 measurement results were generated, and were exploited to propose an improved model derived from the well-known ECETOC-TRA model. The quantification of volatile substances in the working atmosphere involved three main steps: adsorption of the chemicals on a solid support, thermal desorption, followed by analysis by gas chromatography-mass spectrometry. Our approach was to examine experimental measures done in various manufacturing workplaces and to define correction factors to reflect more accurately working conditions and habits. Four correction factors were adjusted in the ECETOC-TRA to integrate important exposure variation factors: exposure duration, percentage of the substance in the composition, presence of collective protective equipment and wearing of personal protective equipment. Verification of the validity of the model is based on the comparison of the values obtained after adaptation of the ECETOC-TRA model, according to various exposure scenarios, with the experimental values measured under real conditions. After examination of the predicted results, 98% of the values obtained with the proposed new model were above the experimental values measured in real conditions. This must be compared with the results of the classical ECETOC-TRA system, which generates only 37% of overestimated values. As the values generated by the new model intended to help decision-makers of the industry to implement adapted protective action and information, and considering the high variability of the working environments, it was of the utmost importance to us not to underestimate the exposure level. The proposed correction factors have been designed to achieve this goal. We wish to propose the present method as an improved monitoring tool to improve respiratory health and safety in the flavor and fragrance manufacturing facilities.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25644843','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25644843"><span>Modeling and monitoring cyclic and linear volatile methylsiloxanes in a wastewater treatment plant using constant water level sequencing batch reactors.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Wang, De-Gao; Du, Juan; Pei, Wei; Liu, Yongjun; Guo, Mingxing</p> <p>2015-04-15</p> <p>The fate of cyclic and linear volatile methylsiloxanes (VMSs) was evaluated in a wastewater treatment plant (WWTP) using constant water level sequencing batch reactors from Dalian, China. Influent, effluent, and sewage sludge samples were collected for seven consecutive days. The mean concentrations of cyclic VMSs (cVMSs) in influent and effluent samples are 1.05 μg L(-1) and 0.343 μg L(-1); the total removal efficiency of VMSs is >60%. Linear VMS (lVMS) concentration is under the quantification limitation in aquatic samples but is found in sludge samples with a value of 90 μg kg(-1). High solid-water partition coefficients result in high VMS concentrations in sludge with the mean value of 5030 μg kg(-1). No significant differences of the daily mass flows are found when comparing the concentration during the weekend and during working days. The estimated mass load of total cVMSs is 194 mg d(-1)1000 inhabitants(-1) derived for the population. A mass balance model of the WWTP was developed and derived to simulate the fate of cVMSs. The removal by sorption on sludge increases, and the volatilization decreases with increasing hydrophobicity and decreasing volatility for cVMSs. Sensitivity analysis shows that the total suspended solid concentration in the effluent, mixed liquor suspended solid concentration, the sewage sludge flow rate, and the influent flow rate are the most influential parameters on the mass distribution of cVMSs in this WWTP. Copyright © 2015 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015FNL....1450015P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015FNL....1450015P"><span>Volatility Behaviors of Financial Time Series by Percolation System on Sierpinski Carpet Lattice</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pei, Anqi; Wang, Jun</p> <p>2015-01-01</p> <p>The financial time series is simulated and investigated by the percolation system on the Sierpinski carpet lattice, where percolation is usually employed to describe the behavior of connected clusters in a random graph, and the Sierpinski carpet lattice is a graph which corresponds the fractal — Sierpinski carpet. To study the fluctuation behavior of returns for the financial model and the Shanghai Composite Index, we establish a daily volatility measure — multifractal volatility (MFV) measure to obtain MFV series, which have long-range cross-correlations with squared daily return series. The autoregressive fractionally integrated moving average (ARFIMA) model is used to analyze the MFV series, which performs better when compared to other volatility series. By a comparative study of the multifractality and volatility analysis of the data, the simulation data of the proposed model exhibits very similar behaviors to those of the real stock index, which indicates somewhat rationality of the model to the market application.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..490.1555B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..490.1555B"><span>Networks of volatility spillovers among stock markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Baumöhl, Eduard; Kočenda, Evžen; Lyócsa, Štefan; Výrost, Tomáš</p> <p>2018-01-01</p> <p>In our network analysis of 40 developed, emerging and frontier stock markets during the 2006-2014 period, we describe and model volatility spillovers during both the global financial crisis and tranquil periods. The resulting market interconnectedness is depicted by fitting a spatial model incorporating several exogenous characteristics. We document the presence of significant temporal proximity effects between markets and somewhat weaker temporal effects with regard to the US equity market - volatility spillovers decrease when markets are characterized by greater temporal proximity. Volatility spillovers also present a high degree of interconnectedness, which is measured by high spatial autocorrelation. This finding is confirmed by spatial regression models showing that indirect effects are much stronger than direct effects; i.e., market-related changes in 'neighboring' markets (within a network) affect volatility spillovers more than changes in the given market alone, suggesting that spatial effects simply cannot be ignored when modeling stock market relationships. Our results also link spillovers of escalating magnitude with increasing market size, market liquidity and economic openness.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://pubs.er.usgs.gov/publication/70026832','USGSPUBS'); return false;" href="https://pubs.er.usgs.gov/publication/70026832"><span>Fate of Volatile Organic Compounds in Constructed Wastewater Treatment Wetlands</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://pubs.er.usgs.gov/pubs/index.jsp?view=adv">USGS Publications Warehouse</a></p> <p>Keefe, S.H.; Barber, L.B.; Runkel, R.L.; Ryan, J.N.</p> <p>2004-01-01</p> <p>The fate of volatile organic compounds was evaluated in a wastewater-dependent constructed wetland near Phoenix, AZ, using field measurements and solute transport modeling. Numerically based volatilization rates were determined using inverse modeling techniques and hydraulic parameters established by sodium bromide tracer experiments. Theoretical volatilization rates were calculated from the two-film method incorporating physicochemical properties and environmental conditions. Additional analyses were conducted using graphically determined volatilization rates based on field measurements. Transport (with first-order removal) simulations were performed using a range of volatilization rates and were evaluated with respect to field concentrations. The inverse and two-film reactive transport simulations demonstrated excellent agreement with measured concentrations for 1,4-dichlorobenzene, tetrachloroethene, dichloromethane, and trichloromethane and fair agreement for dibromochloromethane, bromo-dichloromethane, and toluene. Wetland removal efficiencies from inlet to outlet ranged from 63% to 87% for target compounds.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/461292','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/461292"><span>Application of stochastic differential geometry to the term structure of interst rates in developed markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Taranenko, Y.; Barnes, C.</p> <p>1996-12-31</p> <p>This paper deals with further developments of the new theory that applies stochastic differential geometry (SDG) to dynamics of interest rates. We examine mathematical constraints on the evolution of interest rate volatilities that arise from stochastic differential calculus under assumptions of an arbitrage free evolution of zero coupon bonds and developed markets (i.e., none of the party/factor can drive the whole market). The resulting new theory incorporates the Heath-Jarrow-Morton (HJM) model of interest rates and provides new equations for volatilities which makes the system of equations for interest rates and volatilities complete and self consistent. It results in much smallermore » amount of volatility data that should be guessed for the SDG model as compared to the HJM model. Limited analysis of the market volatility data suggests that the assumption of the developed market is violated around maturity of two years. Such maturities where the assumptions of the SDG model are violated are suggested to serve as boundaries at which volatilities should be specified independently from the model. Our numerical example with two boundaries (two years and five years) qualitatively resembles the market behavior. Under some conditions solutions of the SDG model become singular that may indicate market crashes. More detail comparison with the data is needed before the theory can be established or refuted.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.V33F0575D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.V33F0575D"><span>A Model of Volcanic Outgassing for Earth's Early Atmosphere</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Dhaliwal, J. K.; Kasting, J. F.; Zhang, Z.</p> <p>2017-12-01</p> <p>We build on historical paradigms of volcanic degassing [1] to account for non-linear relations among C-O-H-S volatiles, their speciation, solubility and concentrations in magmatic melts, and the resulting contribution to atmospheric volatile inventories. We focus on the build-up of greenhouse-relevant carbon species (CO2 and CH4) and molecular oxygen to better understand the environments of early life and the Great Oxygenation Event [2,3,4]. The mantle is an important reservoir of C-O-H-S volatiles [5], and melt concentrations depend on temperature, pressure and oxygen fugacity. We present a preliminary chemical model that simulates volatile concentrations released into the Earth's atmosphere at 1 bar, or pressures corresponding to the early Earth prior to 2.4 Ga. We maintain redox balance in the system using H+ [2, 6] because the melt oxidation state evolves with volatile melt concentrations [7] and affects the composition of degassed compounds. For example, low fO2 in the melt degasses CO, CH4, H2S and H2 while high fO2 yields CO2, SO2 and H2O [1,8,9]. Our calculations incorporate empirical relations from experimental petrology studies [e.g., 10, 11] to account for inter-dependencies among volatile element solubility trends. This model has implications for exploring planetary atmospheric evolution and potential greenhouse effects on Venus and Mars [12], and possibly exoplanets. A future direction of this work would be to link this chemical degassing model with different tectonic regimes [13] to account for degassing and ingassing, such as during subduction. References: [1] Holland, H. D. (1984) The chemical evolution of the atmosphere and oceans [2] Kasting, J. F. (2013) Chem. Geo. 362, 13-25 [3] Kasting, J.F. (1993) Sci. 259, 920-926 [4] Duncan, M.S. & Dasgupta, R. (2017) Nat. Geoscience 10, 387-392. [5] Hier-Majumder, S. & Hirschmann, M.M. (2017) G3, doi: 10.1002/2017GC006937 [6] Gaillard, F. et al. (2003) GCA 67, 2427- 2441 [7] Moussalam, Y. et al. (2014) EPSL 393, 200-209 [8] Holloway, J. R. & Blank, J. G. (1994) Rev. in Min. 30, 187-187 [9] Hirschmann, M. M. (2012) EPSL 341, 48-57 [10] Iacono-Marziano, G. et al. (2012) GCA 97, 1-23 [11] O'Neill, H. St. C. & Mavrogenes, J.A. (2002) J. of Pet. 6, 1049-1087 [12] Gaillard, F. & Scaillet, B. (2014) EPSL 403, 307-316. [13] Rozel, A.B. et al. (2017) Nature 545, 332-335.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2010AIPC.1281..334C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2010AIPC.1281..334C"><span>Stable Local Volatility Calibration Using Kernel Splines</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Coleman, Thomas F.; Li, Yuying; Wang, Cheng</p> <p>2010-09-01</p> <p>We propose an optimization formulation using L1 norm to ensure accuracy and stability in calibrating a local volatility function for option pricing. Using a regularization parameter, the proposed objective function balances the calibration accuracy with the model complexity. Motivated by the support vector machine learning, the unknown local volatility function is represented by a kernel function generating splines and the model complexity is controlled by minimizing the 1-norm of the kernel coefficient vector. In the context of the support vector regression for function estimation based on a finite set of observations, this corresponds to minimizing the number of support vectors for predictability. We illustrate the ability of the proposed approach to reconstruct the local volatility function in a synthetic market. In addition, based on S&P 500 market index option data, we demonstrate that the calibrated local volatility surface is simple and resembles the observed implied volatility surface in shape. Stability is illustrated by calibrating local volatility functions using market option data from different dates.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012PhDT.......117N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012PhDT.......117N"><span>Intelligence by design in an entropic power grid</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Negrete-Pincetic, Matias Alejandro</p> <p></p> <p>In this work, the term Entropic Grid is coined to describe a power grid with increased levels of uncertainty and dynamics. These new features will require the reconsideration of well-established paradigms in the way of planning and operating the grid and its associated markets. New tools and models able to handle uncertainty and dynamics will form the required scaffolding to properly capture the behavior of the physical system, along with the value of new technologies and policies. The leverage of this knowledge will facilitate the design of new architectures to organize power and energy systems and their associated markets. This work presents several results, tools and models with the goal of contributing to that design objective. A central idea of this thesis is that the definition of products is critical in electricity markets. When markets are constructed with appropriate product definitions in mind, the interference between the physical and the market/financial systems seen in today's markets can be reduced. A key element of evaluating market designs is understanding the impact that salient features of an entropic grid---uncertainty, dynamics, constraints---can have on the electricity markets. Dynamic electricity market models tailored to capture such features are developed in this work. Using a multi-settlement dynamic electricity market, the impact of volatility is investigated. The results show the need to implement policies and technologies able to cope with the volatility of renewable sources. Similarly, using a dynamic electricity market model in which ramping costs are considered, the impacts of those costs on electricity markets are investigated. The key conclusion is that those additional ramping costs, in average terms, are not reflected in electricity prices. These results reveal several difficulties with today's real-time markets. Elements of an alternative architecture to organize these markets are also discussed.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014ACP....14.5617L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014ACP....14.5617L"><span>Mapping Asian anthropogenic emissions of non-methane volatile organic compounds to multiple chemical mechanisms</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Li, M.; Zhang, Q.; Streets, D. G.; He, K. B.; Cheng, Y. F.; Emmons, L. K.; Huo, H.; Kang, S. C.; Lu, Z.; Shao, M.; Su, H.; Yu, X.; Zhang, Y.</p> <p>2014-06-01</p> <p>An accurate speciation mapping of non-methane volatile organic compounds (NMVOC) emissions has an important impact on the performance of chemical transport models (CTMs) in simulating ozone mixing ratios and secondary organic aerosols. Taking the INTEX-B Asian NMVOC emission inventory as the case, we developed an improved speciation framework to generate model-ready anthropogenic NMVOC emissions for various gas-phase chemical mechanisms commonly used in CTMs in this work, by using an explicit assignment approach and updated NMVOC profiles. NMVOC profiles were selected and aggregated from a wide range of new measurements and the SPECIATE database v.4.2. To reduce potential uncertainty from individual measurements, composite profiles were developed by grouping and averaging source profiles from the same category. The fractions of oxygenated volatile organic compounds (OVOC) were corrected during the compositing process for those profiles which used improper sampling and analyzing methods. Emissions of individual species were then lumped into species in different chemical mechanisms used in CTMs by applying mechanism-dependent species mapping tables, which overcomes the weakness of inaccurate mapping in previous studies. Emission estimates for individual NMVOC species differ between one and three orders of magnitude for some species when different sets of profiles are used, indicating that source profile is the most important source of uncertainties of individual species emissions. However, those differences are diminished in lumped species as a result of the lumping in the chemical mechanisms. Gridded emissions for eight chemical mechanisms at 30 min × 30 min resolution as well as the auxiliary data are available at <a href="http://mic.greenresource.cn/intex-b2006"target="_blank">http://mic.greenresource.cn/intex-b2006</a>. The framework proposed in this work can be also used to develop speciated NMVOC emissions for other regions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492..506S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492..506S"><span>Does NVIX matter for market volatility? Evidence from Asia-Pacific markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Su, Zhi; Fang, Tong; Yin, Libo</p> <p>2018-02-01</p> <p>Forecasting financial market volatility is an important issue in the area of econophysics, and revealing the determinants of the market volatility has drawn much attentions of the academics. In order to better predict market volatilities, we use news-based implied volatility (NVIX) to measure uncertainty, and examine the predictive power of NVIX on the stock market volatility in both long and short-term among Asia-Pacific markets via GARCH-MIDAS model. We find that NVIX does not well explain long-term volatility variants in the full sample period, and it is positively associated with market volatility through a subsample analysis starting from the Financial Crisis. We also find that NVIX is more efficient in determining short-term volatility than the long-term volatility, indicating that the impact of NVIX is short-lived and information that investors concern could be quickly reflected in the stock market volatilities.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.V33I..01M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.V33I..01M"><span>Influence of volatile degassing on the eruptibility of large igneous province magmatic systems</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Mittal, T.; Richards, M. A.</p> <p>2017-12-01</p> <p>Magmatic volatiles, in particular their buoyancy, may play a critical role in determining whether a magma reservoir can build up enough overpressure leading to drive flood basalt eruptions (Black & Manga 2017). Thus, it is important to understand the extent to which volatiles can remain trapped in a magmatic system and how they influence the eruptibility. Although the high-temperature metamorphic aureloe around a magma chamber is typically considered to have low permeability due to ductile creep, recent theoretical, experimental, and field work (e.g. Noriaki et al. 2017) have highlighted the role of dynamic permeability in magmatic systems. Consequently, the effective permeability of the crust when magma is present in the system can be orders of magnitude larger than that of exhumed rock samples. We model dynamic permeability changes as a competition between hydro-fracturing (increased porosity) and fracture closure by ductile creep and hydrothermal mineral precipitation (reduced porosity) and find yearly-to-decadal time-scales for periodic fracturing and fluid loss events and an increase in average permeability. We then use a fully coupled poro-thermo-elastic framework to model to explore the macroscopic influence of volatile loss on the stress state of the crust in this higher time-averaged permeability setting. We derive new semi-analytical solutions and combine them with a magma chamber box model (modified from Degruyter & Huber 2014) to analyze system-scale dynamics for both basaltic and silicic magmatic systems. We find that passive degassing likely has a substantial temporal influence on the stress distribution in the crust and the highly crystalline mush zone immediately surrounding a magma reservoir, and find an additional scale : pore-pressure diffusion timescale that exerts a first-order control on the magnitude and frequency of volcanic eruptions. We also explore how disconnected magma batches interact indirectly with each other and its implications for mobilizing large volumes of magma during flood basalt eruptions as well as dike location and orientation. These coupled process may help us better understand the relationship between climate warming events (due to volatiles) and the eruption intervals and sizes of eruptions in flood basalts (e.g Woelders et al. 2017 for the Deccan volcanism).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AIPC.1643..622H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AIPC.1643..622H"><span>Implied adjusted volatility functions: Empirical evidence from Australian index option market</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Harun, Hanani Farhah; Hafizah, Mimi</p> <p>2015-02-01</p> <p>This study aims to investigate the implied adjusted volatility functions using the different Leland option pricing models and to assess whether the use of the specified implied adjusted volatility function can lead to an improvement in option valuation accuracy. The implied adjusted volatility is investigated in the context of Standard and Poor/Australian Stock Exchange (S&P/ASX) 200 index options over the course of 2001-2010, which covers the global financial crisis in the mid-2007 until the end of 2008. Both in- and out-of-sample resulted in approximately similar pricing error along the different Leland models. Results indicate that symmetric and asymmetric models of both moneyness ratio and logarithmic transformation of moneyness provide the overall best result in both during and post-crisis periods. We find that in the different period of interval (pre-, during and post-crisis) is subject to a different implied adjusted volatility function which best explains the index options. Hence, it is tremendously important to identify the intervals beforehand in investigating the implied adjusted volatility function.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_6");'>6</a></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li class="active"><span>8</span></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_8 --> <div id="page_9" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li class="active"><span>9</span></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="161"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?direntryid=336231&keyword=climate%20change&subject=climate%20change%20research&showcriteria=2&fed_org_id=111&datebeginpublishedpresented=08/23/2012&dateendpublishedpresented=08/23/2017&sortby=pubdateyear','PESTICIDES'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?direntryid=336231&keyword=climate%20change&subject=climate%20change%20research&showcriteria=2&fed_org_id=111&datebeginpublishedpresented=08/23/2012&dateendpublishedpresented=08/23/2017&sortby=pubdateyear"><span>Chemical transport model simulations of organic aerosol in ...</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.epa.gov/pesticides/search.htm">EPA Pesticide Factsheets</a></p> <p></p> <p></p> <p>Gasoline- and diesel-fueled engines are ubiquitous sources of air pollution in urban environments. They emit both primary particulate matter and precursor gases that react to form secondary particulate matter in the atmosphere. In this work, we updated the organic aerosol module and organic emissions inventory of a three-dimensional chemical transport model, the Community Multiscale Air Quality Model (CMAQ), using recent, experimentally derived inputs and parameterizations for mobile sources. The updated model included a revised volatile organic compound (VOC) speciation for mobile sources and secondary organic aerosol (SOA) formation from unspeciated intermediate volatility organic compounds (IVOCs). The updated model was used to simulate air quality in southern California during May and June 2010, when the California Research at the Nexus of Air Quality and Climate Change (CalNex) study was conducted. Compared to the Traditional version of CMAQ, which is commonly used for regulatory applications, the updated model did not significantly alter the predicted organic aerosol (OA) mass concentrations but did substantially improve predictions of OA sources and composition (e.g., POA–SOA split), as well as ambient IVOC concentrations. The updated model, despite substantial differences in emissions and chemistry, performed similar to a recently released research version of CMAQ (Woody et al., 2016) that did not include the updated VOC and IVOC emissions and SOA data</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=330234','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=330234"><span>Modeling emissions of volatile organic compounds from silage storages and feed lanes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>An initial volatile organic compound (VOC) emission model for silage sources, developed using experimental data from previous studies, was incorporated into the Integrated Farm System Model (IFSM), a whole-farm simulation model used to assess the performance, environmental impacts, and economics of ...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/23392552','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/23392552"><span>Stock volatility and stroke mortality in a Chinese population.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zhang, Yuhao; Wang, Xin; Xu, Xiaohui; Chen, Renjie; Kan, Haidong</p> <p>2013-09-01</p> <p>This work was done to study the relationship between stock volatility and stroke mortality in Shanghai, China. Daily stroke death numbers and stock performance data from 1 January 2006 to 31 December 2008 in Shanghai were collected from the Shanghai Center for Disease Control and Prevention and Shanghai Stock Exchange (SSE), respectively. Data were analysed with overdispersed generalized linear Poisson models, controlling for long-term and seasonal trends of stroke mortality and weather conditions with natural smooth functions, as well as Index closing value, air pollution levels and day of the week. We observed a U-shaped relationship between the Index change and stroke deaths: both rising and falling of the Index were associated with more deaths, and the fewest deaths coincided with little or no change of the Index. We also examined the absolute daily change of the Index in relation to stroke deaths: each 100-point Index change corresponded to 3.22% [95% confidence interval (CI) 0.45-5.49] increase of stroke deaths. We found that stroke deaths fluctuated with daily stock changes in Shanghai, suggesting that stock volatility may adversely affect cerebrovascular health.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016InvPr..32k5010D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016InvPr..32k5010D"><span>Recovery of time-dependent volatility in option pricing model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Deng, Zui-Cha; Hon, Y. C.; Isakov, V.</p> <p>2016-11-01</p> <p>In this paper we investigate an inverse problem of determining the time-dependent volatility from observed market prices of options with different strikes. Due to the non linearity and sparsity of observations, an analytical solution to the problem is generally not available. Numerical approximation is also difficult to obtain using most of the existing numerical algorithms. Based on our recent theoretical results, we apply the linearisation technique to convert the problem into an inverse source problem from which recovery of the unknown volatility function can be achieved. Two kinds of strategies, namely, the integral equation method and the Landweber iterations, are adopted to obtain the stable numerical solution to the inverse problem. Both theoretical analysis and numerical examples confirm that the proposed approaches are effective. The work described in this paper was partially supported by a grant from the Research Grant Council of the Hong Kong Special Administrative Region (Project No. CityU 101112) and grants from the NNSF of China (Nos. 11261029, 11461039), and NSF grants DMS 10-08902 and 15-14886 and by Emylou Keith and Betty Dutcher Distinguished Professorship at the Wichita State University (USA).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2009AtmEn..43.3630B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2009AtmEn..43.3630B"><span>Modelling pesticide volatilization after soil application using the mechanistic model Volt'Air</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Bedos, Carole; Génermont, Sophie; Le Cadre, Edith; Garcia, Lucas; Barriuso, Enrique; Cellier, Pierre</p> <p></p> <p>Volatilization of pesticides participates in atmospheric contamination and affects environmental ecosystems including human welfare. Modelling at relevant time and spatial scales is needed to better understand the complex processes involved in pesticide volatilization. Volt'Air-Pesticides has been developed following a two-step procedure to study pesticide volatilization at the field scale and at a quarter time step. Firstly, Volt'Air-NH 3 was adapted by extending the initial transfer of solutes to pesticides and by adding specific calculations for physico-chemical equilibriums as well as for the degradation of pesticides in soil. Secondly, the model was evaluated in terms of 3 pesticides applied on bare soil (atrazine, alachlor, and trifluralin) which display a wide range of volatilization rates. A sensitivity analysis confirmed the relevance of tuning to K h. Then, using Volt'Air-Pesticides, environmental conditions and emission fluxes of the pesticides were compared to fluxes measured under 2 environmental conditions. The model fairly well described water temporal dynamics, soil surface temperature, and energy budget. Overall, Volt'Air-Pesticides estimates of the order of magnitude of the volatilization flux of all three compounds were in good agreement with the field measurements. The model also satisfactorily simulated the decrease in the volatilization rate of the three pesticides during night-time as well as the decrease in the soil surface residue of trifluralin before and after incorporation. However, the timing of the maximum flux rate during the day was not correctly described, thought to be linked to an increased adsorption under dry soil conditions. Thanks to Volt'Air's capacity to deal with pedo-climatic conditions, several existing parameterizations describing adsorption as a function of soil water content could be tested. However, this point requires further investigation. Practically speaking, Volt'Air-Pesticides can be a useful tool to make decision about agricultural practices such as incorporation or for the estimation of overall pesticide volatilization rates, and it holds promise for time specific dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25230182','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25230182"><span>Proton-transfer-reaction mass spectrometry for the study of the production of volatile compounds by bakery yeast starters.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Makhoul, Salim; Romano, Andrea; Cappellin, Luca; Spano, Giuseppe; Capozzi, Vittorio; Benozzi, Elisabetta; Märk, Tilmann D; Aprea, Eugenio; Gasperi, Flavia; El-Nakat, Hanna; Guzzo, Jean; Biasioli, Franco</p> <p>2014-09-01</p> <p>The aromatic impact of bakery yeast starters is currently receiving considerable attention. The flavor characteristics of the dough and the finished products are usually evaluated by gas chromatography and sensory analysis. The limit of both techniques resides in their low-throughput character. In the present work, proton-transfer-reaction mass spectrometry (PTR-MS), coupled to a time-of-flight mass analyzer, was employed, for the first time, to measure the volatile fractions of dough and bread, and to monitor Saccharomyces cerevisiae volatile production in a fermented food matrix. Leavening was performed on small-scale (1 g) dough samples inoculated with different commercial yeast strains. The leavened doughs were then baked, and volatile profiles were determined during leavening and after baking. The experimental setup included a multifunctional autosampler, which permitted the follow-up of the leavening process on a small scale with a typical throughput of 500 distinct data points in 16 h. The system allowed to pinpoint differences between starter yeast strains in terms of volatile emission kinetics, with repercussions on the final product (i.e. the corresponding micro-loaves). This work demonstrates the applicability of PTR-MS for the study of volatile organic compound production during bread-making, for the automated and online real-time monitoring of the leavening process, and for the characterization and selection of bakery yeast starters in view of their production of volatile compounds. Copyright © 2014 John Wiley & Sons, Ltd.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2005JGRE..11012S22C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2005JGRE..11012S22C"><span>Styles and timing of volatile-driven activity in the eastern Hellas region of Mars</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Crown, David A.; Bleamaster, Leslie F.; Mest, Scott C.</p> <p>2005-12-01</p> <p>Recent analyses of Mars Global Surveyor and Mars Odyssey data sets provide new insights into the geologic evolution of the eastern Hellas region of Mars, in particular, the role of volatiles. Here, we present results of our recent work and integrate these with previous studies by various investigators to provide a synthesis of the history of volatile-driven activity of the region. We utilize high-resolution images from the Mars Orbiter Camera and Thermal Emission Imaging System combined with Mars Orbiter Laser Altimeter digital elevation models and profiles to examine fluvial systems that dissect the circum-Hellas highlands, to characterize stages in the development of the Dao, Niger, Harmakhis, and Reull Valles canyon systems, and to evaluate evidence for ancient lakes in Hellas Planitia. The occurrence of valley networks, dissected highland crater rims, and crater interior deposits such as layered plateaus suggests widespread ancient degradation of the circum-Hellas highlands. Canyon development, which represents subsequent more localized activity, may have included an early fluvial phase followed by the collapse and sapping dominated stages that, along with recent wall erosion and floor resurfacing, produced the currently observed morphologies. The prominent role of collapse and sapping along the east rim of Hellas, along with the presence of numerous channels extending toward the basin and sequences of finely layered deposits along the basin rim, suggests a volatile-rich substrate across a broad depositional shelf. The east rim of the basin was an accumulation zone for atmospheric volatiles and/or the edge of volatile-rich deposits associated with the basin floor. This evidence combined with topographic data and cratered terrain preservation around the basin is consistent with a lacustrine period or periods in early Martian history. The style, magnitude, and spatial extent of volatile-driven activity in eastern Hellas have varied considerably with time, and these variations may represent a transition from a water- to an ice-dominated surface environment.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/21126133-co-combustion-pellets-from-soma-lignite-waste-dusts-furniture-works','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/21126133-co-combustion-pellets-from-soma-lignite-waste-dusts-furniture-works"><span>Co-combustion of pellets from Soma lignite and waste dusts of furniture works</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Deveci, N.D.; Yilgin, M.; Pehlivan, D.</p> <p>2008-07-01</p> <p>In this work, volatiles and char combustion behaviors of the fuel pellets prepared from a low quality lignite and the dusts of furniture works and their various blends were investigated in an experimental fixed bed combustion system through which air flowed by natural convection. Combustion data obtained for varied bed temperatures, mass of pellets, and blend compositions has showed that ignition times of the pellets decreased and volatiles combustion rates tended to increase with the burning temperature. It was concluded that some synergy had existed between lignite and lower ratios of furniture work dusts, which was indicated by a promptmore » effect on the volatiles combustion rates. Char combustion rates of blend pellets have depended predominantly on the amount of lignite in the blend. The amounts of combustion residues of the pellets were considerably higher than those calculated from individual ash contents of the raw materials and related to lignite ratio in the blends.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=12461&Lab=NCEA&keyword=jury&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=12461&Lab=NCEA&keyword=jury&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>Emsoft User's Guide and Modeling Software (1997)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Chemicals that readily vaporize at relatively low temperatures can migrate from contaminated soils into the atmosphere via a process called volatilization. Volatilization represents a potentially significant exposure pathway because humans can come in contact with volatilized com...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=241704&Lab=NCEA&keyword=saas+OR+software+AND+service&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=241704&Lab=NCEA&keyword=saas+OR+software+AND+service&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>Emsoft User's Guide and Modeling Software (2002 Update)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Chemicals that readily vaporize at relatively low temperatures can migrate from contaminated soils into the atmosphere via a process called volatilization. Volatilization represents a potentially significant exposure pathway because humans can come in contact with volatilized com...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..505.1075G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..505.1075G"><span>The consentaneous model of the financial markets exhibiting spurious nature of long-range memory</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gontis, V.; Kononovicius, A.</p> <p>2018-09-01</p> <p>It is widely accepted that there is strong persistence in the volatility of financial time series. The origin of the observed persistence, or long-range memory, is still an open problem as the observed phenomenon could be a spurious effect. Earlier we have proposed the consentaneous model of the financial markets based on the non-linear stochastic differential equations. The consentaneous model successfully reproduces empirical probability and power spectral densities of volatility. This approach is qualitatively different from models built using fractional Brownian motion. In this contribution we investigate burst and inter-burst duration statistics of volatility in the financial markets employing the consentaneous model. Our analysis provides an evidence that empirical statistical properties of burst and inter-burst duration can be explained by non-linear stochastic differential equations driving the volatility in the financial markets. This serves as an strong argument that long-range memory in finance can have spurious nature.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015JPhCS.574a2143T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015JPhCS.574a2143T"><span>GPU Computing in Bayesian Inference of Realized Stochastic Volatility Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya</p> <p>2015-01-01</p> <p>The realized stochastic volatility (RSV) model that utilizes the realized volatility as additional information has been proposed to infer volatility of financial time series. We consider the Bayesian inference of the RSV model by the Hybrid Monte Carlo (HMC) algorithm. The HMC algorithm can be parallelized and thus performed on the GPU for speedup. The GPU code is developed with CUDA Fortran. We compare the computational time in performing the HMC algorithm on GPU (GTX 760) and CPU (Intel i7-4770 3.4GHz) and find that the GPU can be up to 17 times faster than the CPU. We also code the program with OpenACC and find that appropriate coding can achieve the similar speedup with CUDA Fortran.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=128589','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=128589"><span>Modeling the stylized facts in finance through simple nonlinear adaptive systems</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Hommes, Cars H.</p> <p>2002-01-01</p> <p>Recent work on adaptive systems for modeling financial markets is discussed. Financial markets are viewed as evolutionary systems between different, competing trading strategies. Agents are boundedly rational in the sense that they tend to follow strategies that have performed well, according to realized profits or accumulated wealth, in the recent past. Simple technical trading rules may survive evolutionary competition in a heterogeneous world where prices and beliefs co-evolve over time. Evolutionary models can explain important stylized facts, such as fat tails, clustered volatility, and long memory, of real financial series. PMID:12011401</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013Chaos..23b3103L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013Chaos..23b3103L"><span>Beyond long memory in heart rate variability: An approach based on fractionally integrated autoregressive moving average time series models with conditional heteroscedasticity</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Leite, Argentina; Paula Rocha, Ana; Eduarda Silva, Maria</p> <p>2013-06-01</p> <p>Heart Rate Variability (HRV) series exhibit long memory and time-varying conditional variance. This work considers the Fractionally Integrated AutoRegressive Moving Average (ARFIMA) models with Generalized AutoRegressive Conditional Heteroscedastic (GARCH) errors. ARFIMA-GARCH models may be used to capture and remove long memory and estimate the conditional volatility in 24 h HRV recordings. The ARFIMA-GARCH approach is applied to fifteen long term HRV series available at Physionet, leading to the discrimination among normal individuals, heart failure patients, and patients with atrial fibrillation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/9730016','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/9730016"><span>Modeling volatility using state space models.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Timmer, J; Weigend, A S</p> <p>1997-08-01</p> <p>In time series problems, noise can be divided into two categories: dynamic noise which drives the process, and observational noise which is added in the measurement process, but does not influence future values of the system. In this framework, we show that empirical volatilities (the squared relative returns of prices) exhibit a significant amount of observational noise. To model and predict their time evolution adequately, we estimate state space models that explicitly include observational noise. We obtain relaxation times for shocks in the logarithm of volatility ranging from three weeks (for foreign exchange) to three to five months (for stock indices). In most cases, a two-dimensional hidden state is required to yield residuals that are consistent with white noise. We compare these results with ordinary autoregressive models (without a hidden state) and find that autoregressive models underestimate the relaxation times by about two orders of magnitude since they do not distinguish between observational and dynamic noise. This new interpretation of the dynamics of volatility in terms of relaxators in a state space model carries over to stochastic volatility models and to GARCH models, and is useful for several problems in finance, including risk management and the pricing of derivative securities. Data sets used: Olsen & Associates high frequency DEM/USD foreign exchange rates (8 years). Nikkei 225 index (40 years). Dow Jones Industrial Average (25 years).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/20006713-fluidized-bed-combustion-high-volatile-solid-fuels-assessment-char-attrition-volatile-matter-segregation','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/20006713-fluidized-bed-combustion-high-volatile-solid-fuels-assessment-char-attrition-volatile-matter-segregation"><span>Fluidized bed combustion of high-volatile solid fuels: An assessment of char attrition and volatile matter segregation</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Chirone, R.; Marzocchella, A.; Salatino, P.</p> <p>1999-07-01</p> <p>A simple lumped-parameter model of a bubbling fluidized bed combustor fueled with high-volatile solid fuels is presented. The combustor is divided into three sections: the dense bed, the splashing region and the freeboard. Material balances on fixed carbon, volatile matter and oxygen are set up, taking into account fuel particle fragmentation and attrition, volatile matter segregation as well as postcombustion of both carbon fines and volatiles escaping the bed. A basic assumption of the model is that the combustion pathway that foes from the raw fuel to the combustion products proceeds via the formation of three phases: volatile matter, relativelymore » large non-elutriable char particles and fine char particles of elutriable size. The study is complemented by a simplified thermal balance on the splashing zone taking into account volatiles and elutriated fines postcombustion and radiative and convective heat fluxes to the bed and the freeboard. Results from calculations with either low- or high-volatile solid fuels indicate that low-volatile bituminous coal combustion takes place essentially in the bed mostly via coarse char particles combustion, while high-volatile biomass fuel combustion occurs to comparable extents both in the bed and in the splashing region of the combustor. Depending on the extent of volatile matter segregation with respect to the bed, a significant fraction of the heat is released into the splashing region of the combustor and this results into an increase of temperature in this region. Extensive bed solids recirculation associated to bubble bursting/solids ejection at the bed surface together with effective gas-solids heat transfer promotes thermal feedback from this region to the bed of as much as 90% of the heat release by volatile matter and elutriated fines afterburning.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.dtic.mil/docs/citations/ADA200034','DTIC-ST'); return false;" href="http://www.dtic.mil/docs/citations/ADA200034"><span>Validation and Application of Pharmacokinetic Models for Interspecies Extrapolations in Toxicity Risk Assessments of Volatile Organics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.dtic.mil/">DTIC Science & Technology</a></p> <p></p> <p>1988-08-30</p> <p>Ai _.. ;:: -- I. OVERALL OBJECTIVE AND STATEMENT OF WORK The overall objective of the proposed project is to investigate the scientific basis...development and inter-species correlations with toxicity. A second series of tissue disposition experiments will be conducted to determine what ...elimination of halocarbons is hepatic metabolism. If metabolism plays a significant role in the disposition and subsequent neurobehavioral effects of</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015PhyA..438..355B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015PhyA..438..355B"><span>Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Bentes, Sonia R.</p> <p>2015-11-01</p> <p>This study employs three volatility models of the GARCH family to examine the volatility behavior of gold returns. Much of the literature on this topic suggests that gold plays a fundamental role as a hedge and safe haven against adverse market conditions, which is particularly relevant in periods of high volatility. This makes understanding gold volatility important for a number of theoretical and empirical applications, namely investment valuation, portfolio selection, risk management, monetary policy-making, futures and option pricing, hedging strategies and value-at-risk (VaR) policies (e.g. Baur and Lucey (2010)). We use daily data from August 2, 1976 to February 6, 2015 and divide the full sample into two periods: the in-sample period (August 2, 1976-October 24, 2008) is used to estimate model coefficients, while the out-of-sample period (October 27, 2008-February 6, 2015) is for forecasting purposes. Specifically, we employ the GARCH(1,1), IGARCH(1,1) and FIGARCH(1, d,1) specifications. The results show that the FIGARCH(1, d,1) is the best model to capture linear dependence in the conditional variance of the gold returns as given by the information criteria. It is also found to be the best model to forecast the volatility of gold returns.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27687791','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27687791"><span>Needle Trap Device as a New Sampling and Preconcentration Approach for Volatile Organic Compounds of Herbal Medicines and its Application to the Analysis of Volatile Components in Viola tianschanica.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Qin, Yan; Pang, Yingming; Cheng, Zhihong</p> <p>2016-11-01</p> <p>The needle trap device (NTD) technique is a new microextraction method for sampling and preconcentration of volatile organic compounds (VOCs). Previous NTD studies predominantly focused on analysis of environmental volatile compounds in the gaseous and liquid phases. Little work has been done on its potential application in biological samples and no work has been reported on analysis of bioactive compounds in essential oils from herbal medicines. The main purpose of the present study is to develop a NTD sampling method for profiling VOCs in biological samples using herbal medicines as a case study. A combined method of NTD sample preparation and gas chromatography-mass spectrometry was developed for qualitative analysis of VOCs in Viola tianschanica. A 22-gauge stainless steel, triple-bed needle packed with Tenax, Carbopack X and Carboxen 1000 sorbents was used for analysis of VOCs in the herb. Furthermore, different parameters affecting the extraction efficiency and capacity were studied. The peak capacity obtained by NTDs was 104, more efficient than those of the static headspace (46) and hydrodistillation (93). This NTD method shows potential to trap a wide range of VOCs including the lower and higher volatile components, while the static headspace and hydrodistillation only detects lower volatile components, and semi-volatile and higher volatile components, respectively. The developed NTD sample preparation method is a more rapid, simpler, convenient, and sensitive extraction/desorption technique for analysis of VOCs in herbal medicines than the conventional methods such as static headspace and hydrodistillation. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4910672','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4910672"><span>Brain Injury Alters Volatile Metabolome</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Cohen, Akiva S.; Gordon, Amy R.; Opiekun, Maryanne; Martin, Talia; Elkind, Jaclynn; Lundström, Johan N.; Beauchamp, Gary K.</p> <p>2016-01-01</p> <p>Chemical signals arising from body secretions and excretions communicate information about health status as have been reported in a range of animal models of disease. A potential common pathway for diseases to alter chemical signals is via activation of immune function—which is known to be intimately involved in modulation of chemical signals in several species. Based on our prior findings that both immunization and inflammation alter volatile body odors, we hypothesized that injury accompanied by inflammation might correspondingly modify the volatile metabolome to create a signature endophenotype. In particular, we investigated alteration of the volatile metabolome as a result of traumatic brain injury. Here, we demonstrate that mice could be trained in a behavioral assay to discriminate mouse models subjected to lateral fluid percussion injury from appropriate surgical sham controls on the basis of volatile urinary metabolites. Chemical analyses of the urine samples similarly demonstrated that brain injury altered urine volatile profiles. Behavioral and chemical analyses further indicated that alteration of the volatile metabolome induced by brain injury and alteration resulting from lipopolysaccharide-associated inflammation were not synonymous. Monitoring of alterations in the volatile metabolome may be a useful tool for rapid brain trauma diagnosis and for monitoring recovery. PMID:26926034</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_7");'>7</a></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li class="active"><span>9</span></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_9 --> <div id="page_10" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li class="active"><span>10</span></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="181"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/20006810-advanced-modeling-nitrogen-oxide-emissions-circulating-fluidized-bed-combustors-parametric-study-coal-combustion-nitrogen-compound-chemistries','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/20006810-advanced-modeling-nitrogen-oxide-emissions-circulating-fluidized-bed-combustors-parametric-study-coal-combustion-nitrogen-compound-chemistries"><span>Advanced modeling of nitrogen oxide emissions in circulating fluidized bed combustors: Parametric study of coal combustion and nitrogen compound chemistries</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Kilpinen, P.; Kallio, S.; Hupa, M.</p> <p>1999-07-01</p> <p>This paper describes work-in-progress aimed at developing an emission model for circulating fluidized bed combustors using detailed homogeneous and heterogeneous chemical kinetics. The main emphasis is on nitrogen oxides (NO{sub x}, N{sub 2}O) but also unburned gases (CO, C{sub x}H{sub y}) and sulfur dioxide (SO{sub 2}) will be investigated in the long run. The hydrodynamics is described by a 1.5-dimensional model where the riser is divided into three regions: a dense bubbling bed at the bottom, a vigorously mixed splash zone, and a transport zone. The two latter zones are horizontally split into a core region and an annular region.more » The solids circulation rate is calculated from the known solids inventory and the pressure and mass balances over the entire circulation loop. The solids are divided into classes according to size and type or particle. The model assumes instantaneous fuel devolatilization at the bottom and an even distribution of volatiles in the suspension phase of the dense bed. For addition of secondary air, a complete penetration and an instantaneous mixing with the combustor gases in the core region is assumed. The temperature distribution is assumed to be known, and no energy balance is solved. A comprehensive kinetic scheme of about 300 elementary gas-phase reactions is used to describe the homogeneous oxidation of the volatiles including both hydrocarbon and volatile-nitrogen components (NH{sub 3}, HCN). Heterogeneous char combustion to CO and CO{sub 2}, and char-nitrogen conversion to NO, N{sub 2}O, and N{sub 2} are described by a single particle model that includes 15 reaction steps given in the form of 6 net reaction paths. In the paper, the model is briefly described. A special emphasis is put on the evaluation of chemistry submodels. Modeling results on nitrogen oxides' formation are compared with measured concentration profiles in a 12 MW CFBC riser from literature. The importance of accurate chemistry description on predictions is illustrated by comparing modeling results using detailed kinetics to those obtained when hydrocarbon and volatile-nitrogen oxidation are described with empirical, global kinetic rate expressions from literature. Submodels that need further improvements are discussed.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/1999PhDT.......149G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/1999PhDT.......149G"><span>Essays on parametric and nonparametric modeling and estimation with applications to energy economics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gao, Weiyu</p> <p></p> <p>My dissertation research is composed of two parts: a theoretical part on semiparametric efficient estimation and an applied part in energy economics under different dynamic settings. The essays are related in terms of their applications as well as the way in which models are constructed and estimated. In the first essay, efficient estimation of the partially linear model is studied. We work out the efficient score functions and efficiency bounds under four stochastic restrictions---independence, conditional symmetry, conditional zero mean, and partially conditional zero mean. A feasible efficient estimation method for the linear part of the model is developed based on the efficient score. A battery of specification test that allows for choosing between the alternative assumptions is provided. A Monte Carlo simulation is also conducted. The second essay presents a dynamic optimization model for a stylized oilfield resembling the largest developed light oil field in Saudi Arabia, Ghawar. We use data from different sources to estimate the oil production cost function and the revenue function. We pay particular attention to the dynamic aspect of the oil production by employing petroleum-engineering software to simulate the interaction between control variables and reservoir state variables. Optimal solutions are studied under different scenarios to account for the possible changes in the exogenous variables and the uncertainty about the forecasts. The third essay examines the effect of oil price volatility on the level of innovation displayed by the U.S. economy. A measure of innovation is calculated by decomposing an output-based Malmquist index. We also construct a nonparametric measure for oil price volatility. Technical change and oil price volatility are then placed in a VAR system with oil price and a variable indicative of monetary policy. The system is estimated and analyzed for significant relationships. We find that oil price volatility displays a significant negative effect on innovation. A key point of this analysis lies in the fact that we impose no functional forms for technologies and the methods employed keep technical assumptions to a minimum.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19910016752&hterms=barlow&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D80%26Ntt%3Dbarlow','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19910016752&hterms=barlow&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D80%26Ntt%3Dbarlow"><span>Martian impact crater ejecta morphologies and their potential as indicators of subsurface volatile distribution</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Barlow, Nadine G.</p> <p>1991-01-01</p> <p>Many martian impact craters ejecta morphologies suggestive of fluidization during ejecta emplacement. Impact into subsurface volatile reserviors (i.e., water, ice, CO2, etc.) is the mechanism favored by many scientists, although acceptance of this mechanism is not unanimous. In recent years, a number of studies were undertaken to better understand possible relationships between ejecta morphology and latitude, longitude, crater diameter, and terrain. These results suggest that subsurface volatiles do influence the formation of specific ejecta morphologies and may provide clues to the vertical and horizontal distribution of volatiles in more localized regions of Mars. The location of these volatile reservoirs will be important to humans exploring and settling Mars in the future. Qualitative descriptions of ejecta morphology and quantitative analyses of ejecta sinuosity and ejecta lobe areal extent from the basis of the studies. Ejecta morphology studies indicate that morphology is correlated with crater diameter and latitude, and, using depth-diameter relationships, these correlations strongly suggest that changes in morphology are related to transition among subsurface layers with varying amounts of volatiles. Ejecta sinuosity studies reveal correlations between degree of sinuosity (lobateness) and crater morphology, diameter, latitude, and terrain. Lobateness, together with variations in areal extent of the lobate ejecta blanket with morphology and latitude, probably depends most directly on the ejecta emplacement process. The physical parameters measured here can be compared with those predicted by existing ejecta emplacement models. Some of these parameters are best reproduced by models requiring incorporation of volatiles within the ejecta. However, inconsistencies between other parameters and the models indicate that more detailed modeling is necessary before the location of volatile reservoirs can be confidently predicted based on ejecta morphology studies alone.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012AGUFM.P52A..05E','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012AGUFM.P52A..05E"><span>Near Real-Time Prospecting for Lunar Volatiles: Demonstrating RESOLVE Science in the Field</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Elphic, R. C.; Colaprete, A.; Heldmann, J. L.; Mattes, G.; Ennico, K.; Sanders, G. B.; Quinn, J.; Fritzler, E.; Marinova, M.; Roush, T. L.; Stoker, C.; Larson, W.; Picard, M.; McMurray, R.; Morse, S.</p> <p>2012-12-01</p> <p>The Regolith and Environment Science and Oxygen & Lunar Volatile Extraction (RESOLVE) project aims to demonstrate the utility of "in situ resource utilization". In situ resource utilization (ISRU) is a way to rebalance the economics of spaceflight by reducing or eliminating materials that must be brought up from Earth and placed on the surface of the Moon for human use. RESOLVE is developing a rover-borne payload that (1) can locate near subsurface volatiles, (2) excavate and analyze samples of the volatile-bearing regolith, and (3) demonstrate the form, extractability and usefulness of the materials. Such investigations are important not only for ISRU but are also critically important for understanding the scientific nature of these intriguing lunar polar volatile deposits. Temperature models and orbital data suggest near surface volatile concentrations may exist at briefly lit lunar polar locations outside persistently shadowed regions. A lunar rover could be remotely operated at some of these locations for the 4-7 days of expected sunlight at relatively low cost. In July 2012 the RESOLVE project conducted a full-scale field demonstration. In particular, the ability to perform the real-time measurement analysis necessary to search for volatiles and the ability to combine the various measurement techniques to meet the mission measurement and science goals. With help from the Pacific International Space Center for Exploration Systems (PISCES), a lunar rover prototype (provided by the Canadian Space Agency) was equipped with prospecting instruments (neutron spectrometer and near-infrared spectrometer), subsurface access and sampling tools, including both an auger and coring drill (provided by CSA) and subsurface sample analysis instrumentation, including a sample oven system, the Oxygen and Volatile Extraction Node (OVEN), and Gas Chromatograph / Mass Spectrometer system, the Lunar Advanced Volatile Analysis (LAVA) system. Given the relatively short time period this lunar mission is being designed to, prospecting needs to occur in near real-time. The two prospecting instruments are the neutron and NIR spectrometers. In the field demo a small radioactive source was provided the neutron flux. The NIR spectrometer, which includes its own light source, looks at surface reflectance for signatures of bound H2O/OH and general mineralogy. Once a "hot spot" was found by the prospecting instruments, the drill could either auger or core. The auger drill worked to a depth of 50 cm and is monitored with a drill camera and the NIR spectrometer. As cuttings are brought up the NIR spectra is monitored. If a particular location is considered of high-interest then the decision to core could be made. The coring drill (a push-tube) allowed a 1-meter sample to be acquired processed by the OVEN/LAVA sys-tem. This presentation will provide details as how these instruments worked together and how and if the planned measurements and science was obtained.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20130000828','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20130000828"><span>Near Real Time Prospecting for Lunar Volatiles: Demonstrating RESOLVE Science in the Field</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Elphic, Richard; Colaprete, Anthony; Heldmann, Jennifer; Mattes, Gregory W.; Ennico, Kimberly; Sanders, Gerald; Quinn, Jacqueline; Tegnerud, Erin Leigh; Marinova, Margarita; Larson, William E.; <a style="text-decoration: none; " href="javascript:void(0); " onClick="displayelement('author_20130000828'); toggleEditAbsImage('author_20130000828_show'); toggleEditAbsImage('author_20130000828_hide'); "> <img style="display:inline; width:12px; height:12px; " src="images/arrow-up.gif" width="12" height="12" border="0" alt="hide" id="author_20130000828_show"> <img style="width:12px; height:12px; display:none; " src="images/arrow-down.gif" width="12" height="12" border="0" alt="hide" id="author_20130000828_hide"></p> <p>2012-01-01</p> <p>The Regolith and Environment Science and Oxygen & Lunar Volatile Extraction (RESOLVE) project aims to demonstrate the utility of "in situ resource utilization". In situ resource utilization (ISRU) is a way to rebalance the economics of spaceflight by reducing or eliminating materials that must be brought up from Earth and placed on the surface of the Moon for human use. RESOLVE is developing a rover-borne payload that (1) can locate near subsurface volatiles, (2) excavate and analyze samples of the volatile-bearing regolith, and (3) demonstrate the form, extractability and usefulness of the materials. Such investigations are important not only for ISRU but are also critically important for understanding the scientific nature of these intriguing lunar polar volatile deposits. Temperature models and orbital data suggest near surface volatile concentrations may exist at briefly lit lunar polar locations outside persistently shadowed regions. A lunar rover could be remotely operated at some of these locations for the 4-7 days of expected sunlight at relatively low cost. In July 2012 the RESOLVE project conducted a full-scale field demonstration. In particular, the ability to perform the real-time measurement analysis necessary to search for volatiles and the ability to combine the various measurement techniques to meet the mission measurement and science goals. With help from the Pacific International Space Center for Exploration Systems (PISCES), a lunar rover prototype (provided by the Canadian Space Agency) was equipped with prospecting instruments (neutron spectrometer and near-infrared spectrometer), subsurface access and sampling tools, including both an auger and coring drill (provided by CSA) and subsurface sample analysis instrumentation, including a sample oven system, the Oxygen and Volatile Extraction Node (OVEN), and Gas Chromatograph / Mass Spectrometer system, the Lunar Advanced Volatile Analysis (LAVA) system. Given the relatively short time period this lunar mission is being designed to, prospecting needs to occur in near real-time. The two prospecting instruments are the neutron and NIR spectrometers. In the field demo a small radioactive source was provided the neutron flux. The NIR spectrometer, which includes its own light source, looks at surface reflectance for signatures of bound H20/0H and general mineralogy. Once a "hot spot" was found by the prospecting instruments, the drill could either auger or core. The auger drill worked to a depth of 50 cm and is monitored with a drill camera and the NIR spectrometer. As cuttings are brought up the NIR spectra is monitored. If a particular location is considered of high -interest then the decision to core could be made. The coring drill (a push-tube) allowed a meter sample to be acquired processed by the OVEN/LAVA sys-tem. This presentation will provide details as how these instruments worked together and how and if the planned measurements and science was obtained.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013FNL....1250004B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013FNL....1250004B"><span>The Pricing of European Options Under the Constant Elasticity of Variance with Stochastic Volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Bock, Bounghun; Choi, Sun-Yong; Kim, Jeong-Hoon</p> <p></p> <p>This paper considers a hybrid risky asset price model given by a constant elasticity of variance multiplied by a stochastic volatility factor. A multiscale analysis leads to an asymptotic pricing formula for both European vanilla option and a Barrier option near the zero elasticity of variance. The accuracy of the approximation is provided in a rigorous manner. A numerical experiment for implied volatilities shows that the hybrid model improves some of the well-known models in view of fitting the data for different maturities.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=90506&keyword=dk+AND+publishing&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=90506&keyword=dk+AND+publishing&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>VOLATILE ORGANIC COMPOUND EMISSIONS FROM LATEX PAINT-PART 2. TEST HOUSE STUDIES AND INDOOR AIR QUALITY (IAQ) MODELING</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Emission models developed using small chamber data were combined with an Indoor Air Quality (IAQ) model to analyze the impact of volatile organic compound (VOC) emissions from latex paint on indoor environments. Test house experiments were conducted to verify the IAQ model's pred...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5708639','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5708639"><span>Range-based volatility, expected stock returns, and the low volatility anomaly</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p></p> <p>2017-01-01</p> <p>One of the foundations of financial economics is the idea that rational investors will discount stocks with more risk (volatility), which will result in a positive relation between risk and future returns. However, the empirical evidence is mixed when determining how volatility is related to future returns. In this paper, we examine this relation using a range-based measure of volatility, which is shown to be theoretically, numerically, and empirically superior to other measures of volatility. In a variety of tests, we find that range-based volatility is negatively associated with expected stock returns. These results are robust to time-series multifactor models as well as cross-sectional tests. Our findings contribute to the debate about the direction of the relationship between risk and return and confirm the presence of the low volatility anomaly, or the anomalous finding that low volatility stocks outperform high volatility stocks. In other tests, we find that the lower returns associated with range-based volatility are driven by stocks with lottery-like characteristics. PMID:29190652</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29190652','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29190652"><span>Range-based volatility, expected stock returns, and the low volatility anomaly.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Blau, Benjamin M; Whitby, Ryan J</p> <p>2017-01-01</p> <p>One of the foundations of financial economics is the idea that rational investors will discount stocks with more risk (volatility), which will result in a positive relation between risk and future returns. However, the empirical evidence is mixed when determining how volatility is related to future returns. In this paper, we examine this relation using a range-based measure of volatility, which is shown to be theoretically, numerically, and empirically superior to other measures of volatility. In a variety of tests, we find that range-based volatility is negatively associated with expected stock returns. These results are robust to time-series multifactor models as well as cross-sectional tests. Our findings contribute to the debate about the direction of the relationship between risk and return and confirm the presence of the low volatility anomaly, or the anomalous finding that low volatility stocks outperform high volatility stocks. In other tests, we find that the lower returns associated with range-based volatility are driven by stocks with lottery-like characteristics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19800042589&hterms=lithology&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D30%26Ntt%3Dlithology','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19800042589&hterms=lithology&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D30%26Ntt%3Dlithology"><span>The role of volatiles and lithology in the impact cratering process</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Kieffer, S. W.; Simonds, C. H.</p> <p>1980-01-01</p> <p>A survey of published descriptions of 32 of the largest, least eroded terrestrial impact structures shows that the amount of melt at craters in crystalline rocks is approximately two orders of magnitude greater than that at craters in sedimentary rocks. A model is proposed for the impact process, and it is examined whether the difference in melt abundance is due to differences in the amount of melt generated in various target materials or due to differences in the fate of the melt during late stages of the impact. The model accounts semiquantitatively for the effects of porosity and water and volatile content on the cratering process. Important features of the model are noted. Even if the recondensation of released volatiles is very efficient, the cumulative effect of repeated impacts on accreting planets would be to continually transfer volatiles toward the outer surface. By this process, volatiles might be enriched toward the outer layer of a growing planet.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..491..167M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..491..167M"><span>Estimation of stochastic volatility by using Ornstein-Uhlenbeck type models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Mariani, Maria C.; Bhuiyan, Md Al Masum; Tweneboah, Osei K.</p> <p>2018-02-01</p> <p>In this study, we develop a technique for estimating the stochastic volatility (SV) of a financial time series by using Ornstein-Uhlenbeck type models. Using the daily closing prices from developed and emergent stock markets, we conclude that the incorporation of stochastic volatility into the time varying parameter estimation significantly improves the forecasting performance via Maximum Likelihood Estimation. Furthermore, our estimation algorithm is feasible with large data sets and have good convergence properties.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19770060130&hterms=1082&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D60%26Ntt%3D%2526%25231082','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19770060130&hterms=1082&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D60%26Ntt%3D%2526%25231082"><span>Distribution of 28 elements in size fractions of lunar mare and highlands soils</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Boynton, W. V.; Wasson, J. T.</p> <p>1977-01-01</p> <p>Four volatile, six siderophile and 18 generally lithophile elements were determined in six sieve fractions of mare soil 15100 (moderately mature) and seven sieve fractions of highlands soil 66080 (highly mature). Previous work (Boynton et al., 1976) showed that the volatile elements in lunar soils were enriched in the finest size fraction relative to the coarsest factors by up to about 20. The present investigation tests Boynton's interpretation that the distribution pattern of the volatiles indicates the presence of two components: a volume-correlated component having volatile concentrations independent of grain size and a surface-correlated component with concentration increasing with decreasing grain size.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017EPSC...11..592B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017EPSC...11..592B"><span>Water transfer and loss in hit-and-run collisions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Burger, C.; Maindl, T. I.; Schäfer, C.</p> <p>2017-09-01</p> <p>This work focuses on transfer and loss of volatiles, like water, in hit-and-run collisions, where especially the smaller one of the colliding pair is often stripped of considerable amounts of its initial volatile content, but still survives the encounter more or less intact. We find water losses up to 75 percent in a single collision, depending on various parameters, especially velocity, impact angle and mass ratio, but also on the total colliding mass. The physical state, especially vaporization of volatiles, is found to be particularly important in collisions of approximately Mars-sized bodies, with high impact energies, but still potentially easy volatile escape.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26258946','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26258946"><span>Influence of Temperature, Relative Humidity, and Soil Properties on the Soil-Air Partitioning of Semivolatile Pesticides: Laboratory Measurements and Predictive Models.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Davie-Martin, Cleo L; Hageman, Kimberly J; Chin, Yu-Ping; Rougé, Valentin; Fujita, Yuki</p> <p>2015-09-01</p> <p>Soil-air partition coefficient (Ksoil-air) values are often employed to investigate the fate of organic contaminants in soils; however, these values have not been measured for many compounds of interest, including semivolatile current-use pesticides. Moreover, predictive equations for estimating Ksoil-air values for pesticides (other than the organochlorine pesticides) have not been robustly developed, due to a lack of measured data. In this work, a solid-phase fugacity meter was used to measure the Ksoil-air values of 22 semivolatile current- and historic-use pesticides and their degradation products. Ksoil-air values were determined for two soils (semiarid and volcanic) under a range of environmentally relevant temperature (10-30 °C) and relative humidity (30-100%) conditions, such that 943 Ksoil-air measurements were made. Measured values were used to derive a predictive equation for pesticide Ksoil-air values based on temperature, relative humidity, soil organic carbon content, and pesticide-specific octanol-air partition coefficients. Pesticide volatilization losses from soil, calculated with the newly derived Ksoil-air predictive equation and a previously described pesticide volatilization model, were compared to previous results and showed that the choice of Ksoil-air predictive equation mainly affected the more-volatile pesticides and that the way in which relative humidity was accounted for was the most critical difference.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2006PhyA..360..459Z','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2006PhyA..360..459Z"><span>Fundamental factors versus herding in the 2000 2005 US stock market and prediction</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Zhou, Wei-Xing; Sornette, Didier</p> <p>2006-02-01</p> <p>We present a general methodology to incorporate fundamental economic factors to the theory of herding developed in our group to describe bubbles and antibubbles. We start from the strong form of rational expectation and derive the general method to incorporate factors in addition to the log-periodic power law (LPPL) signature of herding developed in ours and others’ works. These factors include interest rate, interest spread, historical volatility, implied volatility and exchange rates. Standard statistical AIC and Wilks tests allow us to compare the explanatory power of the different proposed factor models. We find that the historical volatility played the key role before August of 2002. Around October 2002, the interest rate dominated. In the first six months of 2003, the foreign exchange rate became the key factor. Since the end of 2003, all factors have played an increasingly large role. However, the most surprising result is that the best model is the second-order LPPL without any factor. We thus present a scenario for the future evolution of the US stock market based on the extrapolation of the fit of the second-order LPPL formula, which suggests that herding is still the dominating force and that the unraveling of the US stock market antibubble since 2000 is still qualitatively similar to (but quantitatively different from) the Japanese Nikkei case after 1990.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19950015385&hterms=recycling&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D50%26Ntt%3Drecycling','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19950015385&hterms=recycling&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D50%26Ntt%3Drecycling"><span>Subduction and volatile recycling in Earth's mantle</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>King, S. D.; Ita, J. J.; Staudigel, H.</p> <p>1994-01-01</p> <p>The subduction of water and other volatiles into the mantle from oceanic sediments and altered oceanic crust is the major source of volatile recycling in the mantle. Until now, the geotherms that have been used to estimate the amount of volatiles that are recycled at subduction zones have been produced using the hypothesis that the slab is rigid and undergoes no internal deformation. On the other hand, most fluid dynamical mantle flow calculations assume that the slab has no greater strength than the surrounding mantle. Both of these views are inconsistent with laboratory work on the deformation of mantle minerals at high pressures. We consider the effects of the strength of the slab using two-dimensional calculations of a slab-like thermal downwelling with an endothermic phase change. Because the rheology and composition of subducting slabs are uncertain, we consider a range of Clapeyron slopes which bound current laboratory estimates of the spinel to perovskite plus magnesiowustite phase transition and simple temperature-dependent rheologies based on an Arrhenius law diffusion mechanism. In uniform viscosity convection models, subducted material piles up above the phase change until the pile becomes gravitationally unstable and sinks into the lower mantle (the avalanche). Strong slabs moderate the 'catastrophic' effects of the instabilities seen in many constant-viscosity convection calculations; however, even in the strongest slabs we consider, there is some retardation of the slab descent due to the presence of the phase change.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=2710662','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=2710662"><span>Intraday LeBaron effects</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Bianco, Simone; Corsi, Fulvio; Renò, Roberto</p> <p>2009-01-01</p> <p>We study the relation at intraday level between serial correlation and volatility of the Standard and Poor (S&P) 500 stock index futures returns. At daily and weekly levels, serial correlation and volatility forecasts have been found to be negatively correlated (LeBaron effect). After finding a significant attenuation of the original effect over time, we show that a similar but more pronounced effect holds by using intraday measures, by such as realized volatility and variance ratio. We also test the impact of unexpected volatility, defined as the part of volatility which cannot be forecasted, on the presence of intraday serial correlation in the time series by employing a model for realized volatility based on the heterogeneous market hypothesis. We find that intraday serial correlation is negatively correlated to volatility forecasts, whereas it is positively correlated to unexpected volatility.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017JPhCS.820a2016T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017JPhCS.820a2016T"><span>Large-Scale Simulation of Multi-Asset Ising Financial Markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya</p> <p>2017-03-01</p> <p>We perform a large-scale simulation of an Ising-based financial market model that includes 300 asset time series. The financial system simulated by the model shows a fat-tailed return distribution and volatility clustering and exhibits unstable periods indicated by the volatility index measured as the average of absolute-returns. Moreover, we determine that the cumulative risk fraction, which measures the system risk, changes at high volatility periods. We also calculate the inverse participation ratio (IPR) and its higher-power version, IPR6, from the absolute-return cross-correlation matrix. Finally, we show that the IPR and IPR6 also change at high volatility periods.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..494..118L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..494..118L"><span>Complexity analysis based on generalized deviation for financial markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Li, Chao; Shang, Pengjian</p> <p>2018-03-01</p> <p>In this paper, a new modified method is proposed as a measure to investigate the correlation between past price and future volatility for financial time series, known as the complexity analysis based on generalized deviation. In comparison with the former retarded volatility model, the new approach is both simple and computationally efficient. The method based on the generalized deviation function presents us an exhaustive way showing the quantization of the financial market rules. Robustness of this method is verified by numerical experiments with both artificial and financial time series. Results show that the generalized deviation complexity analysis method not only identifies the volatility of financial time series, but provides a comprehensive way distinguishing the different characteristics between stock indices and individual stocks. Exponential functions can be used to successfully fit the volatility curves and quantify the changes of complexity for stock market data. Then we study the influence for negative domain of deviation coefficient and differences during the volatile periods and calm periods. after the data analysis of the experimental model, we found that the generalized deviation model has definite advantages in exploring the relationship between the historical returns and future volatility.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2001enpg.book..157B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2001enpg.book..157B"><span>Power-Laws and Scaling in Finance: Empirical Evidence and Simple Models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Bouchaud, Jean-Philippe</p> <p></p> <p>We discuss several models that may explain the origin of power-law distributions and power-law correlations in financial time series. From an empirical point of view, the exponents describing the tails of the price increments distribution and the decay of the volatility correlations are rather robust and suggest universality. However, many of the models that appear naturally (for example, to account for the distribution of wealth) contain some multiplicative noise, which generically leads to non universal exponents. Recent progress in the empirical study of the volatility suggests that the volatility results from some sort of multiplicative cascade. A convincing `microscopic' (i.e. trader based) model that explains this observation is however not yet available. We discuss a rather generic mechanism for long-ranged volatility correlations based on the idea that agents constantly switch between active and inactive strategies depending on their relative performance.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_8");'>8</a></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li class="active"><span>10</span></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_10 --> <div id="page_11" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li class="active"><span>11</span></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="201"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19960053237','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19960053237"><span>Workshop on Evolution of Martian Volatiles. Part 1</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Jakosky, B. (Editor); Treiman, A. (Editor)</p> <p>1996-01-01</p> <p>This volume contains papers that were presented on February 12-14, 1996 at the Evolution for Martian Volatiles Workshop. Topics in this volume include: returned Martian samples; acidic volatiles and the Mars soil; solar EUV Radiation; the ancient Mars Thermosphere; primitive methane atmospheres on Earth and Mars; the evolution of Martian water; the role of SO2 for the climate history of Mars; impact crater morphology; the formation of the Martian drainage system; atmospheric dust-water ice Interactions; volatiles and volcanos; accretion of interplanetary dust particles; Mars' ionosphere; simulations with the NASA Ames Mars General Circulation Model; modeling the Martian water cycle; the evolution of Martian atmosphere; isotopic composition; solar occultation; magnetic fields; photochemical weathering; NASA's Mars Surveyor Program; iron formations; measurements of Martian atmospheric water vapor; and the thermal evolution Models of Mars.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20120015965','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20120015965"><span>Lunar Crater Mini-Wakes: Structure, Variability, and Volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Zimmerman, Michael I.; Jackson, T. L.; Farrell, W. M.; Stubbs, T. J.</p> <p>2012-01-01</p> <p>Within a permanently shadowed lunar crater the horizontal flow of solar wind is obstructed by upstream topography, forming a regional plasma mini-wake. In the present work kinetic simulations are utilized to investigate how the most prominent structural aspects of a crater mini-wake are modulated during passage of a solar storm. In addition, the simulated particle fluxes are coupled into an equivalent-circuit model of a roving astronaut,. including triboelectric charging due to frictional contact with the lunar regolith, to characterize charging of the astronaut suit during the various stages of the storm. In some cases, triboelectric charging of the astronaut suit becomes effectively perpetual, representing a critical engineering concern for roving within shadowed lunar regions. Finally, the present results suggest that wake structure plays a critical role in modulating the spatial distribution of volatiles at the lunar poles.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20020087612','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20020087612"><span>Mars Global Surveyor Data Analysis Program. Origins of Small Volcanic Cones: Eruption Mechanisms and Implications for Water on Mars</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Fagents, Sarah A.; Greeley, Ronald; Thordarson, Thorvaldur</p> <p>2002-01-01</p> <p>The goal of the proposed work was to determine the origins of small volcanic cones observed in Mars Global Surveyor (MGS) data, and their implications for regolith ice stores and magma volatile contents. For this 1-year study, our approach involved a combination of: Quantitative morphologic analysis and interpretation of Mars Orbiter Camera (MOC) and Mars Orbiter Laser Altimeter (MOLA) data; Numerical modeling of eruption processes responsible for producing the observed features; Fieldwork on terrestrial analogs in Iceland. Following this approach, this study succeeded in furthering our understanding of (i) the spatial and temporal distribution of near-surface water ice, as defined by the distribution and sizes of rootless volcanic cones ("pseudocraters"), and (ii) the properties, eruption conditions, and volatile contents of magmas producing primary vent cones.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015PhDT.......288M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015PhDT.......288M"><span>Multilevel Resistance Programming in Conductive Bridge Resistive Memory</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Mahalanabis, Debayan</p> <p></p> <p>This work focuses on the existence of multiple resistance states in a type of emerging non-volatile resistive memory device known commonly as Programmable Metallization Cell (PMC) or Conductive Bridge Random Access Memory (CBRAM), which can be important for applications such as multi-bit memory as well as non-volatile logic and neuromorphic computing. First, experimental data from small signal, quasi-static and pulsed mode electrical characterization of such devices are presented which clearly demonstrate the inherent multi-level resistance programmability property in CBRAM devices. A physics based analytical CBRAM compact model is then presented which simulates the ion-transport dynamics and filamentary growth mechanism that causes resistance change in such devices. Simulation results from the model are fitted to experimental dynamic resistance switching characteristics. The model designed using Verilog-a language is computation-efficient and can be integrated with industry standard circuit simulation tools for design and analysis of hybrid circuits involving both CMOS and CBRAM devices. Three main circuit applications for CBRAM devices are explored in this work. Firstly, the susceptibility of CBRAM memory arrays to single event induced upsets is analyzed via compact model simulation and experimental heavy ion testing data that show possibility of both high resistance to low resistance and low resistance to high resistance transitions due to ion strikes. Next, a non-volatile sense amplifier based flip-flop architecture is proposed which can help make leakage power consumption negligible by allowing complete shutdown of power supply while retaining its output data in CBRAM devices. Reliability and energy consumption of the flip-flop circuit for different CBRAM low resistance levels and supply voltage values are analyzed and compared to CMOS designs. Possible extension of this architecture for threshold logic function computation using the CBRAM devices as re-configurable resistive weights is also discussed. Lastly, Spike timing dependent plasticity (STDP) based gradual resistance change behavior in CBRAM device fabricated in back-end-of-line on a CMOS die containing integrate and fire CMOS neuron circuits is demonstrated for the first time which indicates the feasibility of using CBRAM devices as electronic synapses in spiking neural network hardware implementations for non-Boolean neuromorphic computing.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/21302563','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/21302563"><span>Volatile inventories in clathrate hydrates formed in the primordial nebula.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Mousis, Olivier; Lunine, Jonathan I; Picaud, Sylvain; Cordier, Daniel</p> <p>2010-01-01</p> <p>The examination of ambient thermodynamic conditions suggests that clathrate hydrates could exist in the Martian permafrost, on the surface and in the interior of Titan, as well as in other icy satellites. Clathrate hydrates are probably formed in a significant fraction of planetesimals in the solar system. Thus, these crystalline solids may have been accreted in comets, in the forming giant planets and in their surrounding satellite systems. In this work, we use a statistical thermodynamic model to investigate the composition of clathrate hydrates that may have formed in the primordial nebula. In our approach, we consider the formation sequence of the different ices occurring during the cooling of the nebula, a reasonable idealization of the process by which volatiles are trapped in planetesimals. We then determine the fractional occupancies of guests in each clathrate hydrate formed at a given temperature. The major ingredient of our model is the description of the guest-clathrate hydrate interaction by a spherically averaged Kihara potential with a nominal set of parameters, most of which are fitted to experimental equilibrium data. Our model allows us to find that Kr, Ar and N2 can be efficiently encaged in clathrate hydrates formed at temperatures higher than approximately 48.5 K in the primitive nebula, instead of forming pure condensates below 30 K. However, we find at the same time that the determination of the relative abundances of guest species incorporated in these clathrate hydrates strongly depends on the choice of the parameters of the Kihara potential and also on the adopted size of cages. Indeed, by testing different potential parameters, we have noted that even minor dispersions between the different existing sets can lead to non-negligible variations in the determination of the volatiles trapped in clathrate hydrates formed in the primordial nebula. However, these variations are not found to be strong enough to reverse the relative abundances between the different volatiles in the clathrate hydrates themselves. On the other hand, if contraction or expansion of the cages due to temperature variations are imposed in our model, the Ar and Kr mole fractions can be modified up to several orders of magnitude in clathrate hydrates. Moreover, mole fractions of other molecules such as N2 or CO are also subject to strong changes with the variation of the size of the cages. Our results may affect the predictions of the composition of the planetesimals formed in the outer solar system. In particular, the volatile abundances calculated in the giant planets' atmospheres should be altered because these quantities are proportional to the mass of accreted and vaporized icy planetesimals. For similar reasons, the estimates of the volatile budgets accreted by icy satellites and comets may also be altered by our calculations. For instance, under some conditions, our calculations predict that the abundance of argon in the atmosphere of Titan should be higher than the value measured by Huygens. Moreover, the Ar abundance in comets could be higher than the value predicted by models invoking the incorporation of volatiles in the form of clathrate hydrates in these bodies.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014EGUGA..1617036M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014EGUGA..1617036M"><span>Origin and timescale of volatile element depletion in crustal and mantle reservoirs</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Moynier, Frederic; Day, James M. D.</p> <p>2014-05-01</p> <p>Volatile elements play a fundamental role in the evolution of planets. Understanding of how volatile budgets were set in planets, and how and to what extent planetary bodies became volatile-depleted during the earliest stages of Earth and Solar System formation remain poorly understood, however. It has been proposed that the depletion is due to incomplete condensation (volatile elements were not there in the first place, in which case the timing would have to be fast, <1Myr), or that planetary bodies lost volatile elements through evaporation (post-accretion volatilization). Volatilization is known to fractionate isotopes, thus comparing isotope ratios of volatile element between samples is a powerful tool for understanding the origin of volatile element abundance variations. For example, recent work has shown that lunar basalts are enriched in the heavier isotopes of Zn (~1 ‰ for 66Zn/64Zn) compared to chondrites, terrestrial and martian basalts. We will discuss these Zn isotopic data of crustal and mantle rocks, as well as other stable isotopic systems (e.g., Si) in relation with the giant impact theory of lunar origin, as well as the lunar magma ocean and expand to other parent bodies (e.g., angrites). The timescale of depletion in volatile elements of Solar System material is estimated by using radiogenic systems for which the parent and daughter elements have different volatility. Here we focus on the Rb-Sr and Mn-Cr isotopic systems and discuss the timescales and implications for the origin of volatile element depletion (solar nebula stage vs. planetary stage).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/19002215','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/19002215"><span>Contribution to volatile organic compound exposures from time spent in stores and restaurants and bars.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Loh, Miranda M; Houseman, E Andres; Levy, Jonathan I; Spengler, John D; Bennett, Deborah H</p> <p>2009-11-01</p> <p>Many people spend time in stores and restaurants, yet there has been little investigation of the influence of these microenvironments on personal exposure. Relative to the outdoors, transportation, and the home, these microenvironments have high concentrations of several volatile organic compounds (VOCs). We developed a stochastic model to examine the effect of VOC concentrations in these microenvironments on total personal exposure for (1) non-smoking adults working in offices who spend time in stores and restaurants or bars and (2) non-smoking adults who work in these establishments. We also compared the effect of working in a smoking versus non-smoking restaurant or bar. Input concentrations for each microenvironment were developed from the literature whereas time activity inputs were taken from the National Human Activity Patterns Survey. Time-averaged exposures were simulated for 5000 individuals over a weeklong period for each analysis. Mean contributions to personal exposure from non-working time spent in stores and restaurants or bars range from <5% to 20%, depending on the VOC and time-activity patterns. At the 95th percentile of the distribution of the proportion of personal exposure attributable to time spent in stores and restaurants or bars, these microenvironments can be responsible for over half of a person's total exposure to certain VOCs. People working in restaurants or bars where smoking is allowed had the highest fraction of exposure attributable to their workplace. At the median, people who worked in stores or restaurants tended to have 20-60% of their total exposures from time spent at work. These results indicate that stores and restaurants can be large contributors to personal exposure to VOCs for both workers in those establishments and for a subset of people who visit these places, and that incorporation of these non-residential microenvironments can improve models of personal exposure distributions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=81039&keyword=DECISION+AND+TREE&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=81039&keyword=DECISION+AND+TREE&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>EVALUATING THE SENSITIVITY OF SCREENING-LEVEL VAPOR INTRUSTION MODELS</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Vapor intrusion is defined as the migration of volatile chemicals from the subsurface into overlying buildings. Volatile organic contaminants (VOCs) in soil or ground water can volatilize into soil gas and be transported towards the land surface where it can enter homes or busin...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017EGUGA..19.5209G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017EGUGA..19.5209G"><span>A Monte-Carlo Analysis of Organic Volatility with Aerosol Microphysics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gao, Chloe; Tsigaridis, Kostas; Bauer, Susanne E.</p> <p>2017-04-01</p> <p>A newly developed box model, MATRIX-VBS, includes the volatility-basis set (VBS) framework in an aerosol microphysical scheme MATRIX (Multiconfiguration Aerosol TRacker of mIXing state), which resolves aerosol mass and number concentrations and aerosol mixing state. The new scheme advanced the representation of organic aerosols in models by improving the traditional and simplistic treatment of organic aerosols as non-volatile and with a fixed size distribution. Further development includes adding the condensation of organics on coarse mode aerosols - dust and sea salt, thus making all organics in the system semi-volatile. To test and simplify the model, a Monte-Carlo analysis is performed to pin point which processes affect organics the most under varied chemical and meteorological conditions. Since the model's parameterizations have the ability to capture a very wide range of conditions, all possible scenarios on Earth across the whole parameter space, including temperature, humidity, location, emissions and oxidant levels, are examined. The Monte-Carlo simulations provide quantitative information on the sensitivity of the newly developed model and help us understand how organics are affecting the size distribution, mixing state and volatility distribution at varying levels of meteorological conditions and pollution levels. In addition, these simulations give information on which parameters play a critical role in the aerosol distribution and evolution in the atmosphere and which do not, that will facilitate the simplification of the box model, an important step in its implementation in the global model GISS ModelE as a module.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492..923W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492..923W"><span>Hot money and China's stock market volatility: Further evidence using the GARCH-MIDAS model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wei, Yu; Yu, Qianwen; Liu, Jing; Cao, Yang</p> <p>2018-02-01</p> <p>This paper investigates the influence of hot money on the return and volatility of the Chinese stock market using a nonlinear Granger causality test and a new GARCH-class model based on mixed data sampling regression (GARCH-MIDAS). The empirical results suggest that no linear or nonlinear causality exists between the growth rate of hot money and the Chinese stock market return, implying that the Chinese stock market is not driven by hot money and vice versa. However, hot money has a significant positive impact on the long-term volatility of the Chinese stock market. Furthermore, the dependence between the long-term volatility caused by hot money and the total volatility of the Chinese stock market is time-variant, indicating that huge volatilities in the stock market are not always triggered by international speculation capital flow and that Chinese authorities should further focus on more systemic reforms in the trading rules and on effectively regulating the stock market.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25722143','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25722143"><span>An integrated fingerprinting and kinetic approach to accelerated shelf-life testing of chemical changes in thermally treated carrot puree.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Kebede, Biniam T; Grauwet, Tara; Magpusao, Johannes; Palmers, Stijn; Michiels, Chris; Hendrickx, Marc; Loey, Ann Van</p> <p>2015-07-15</p> <p>To have a better understanding of chemical reactions during shelf-life, an integrated analytical and engineering toolbox: "fingerprinting-kinetics" was used. As a case study, a thermally sterilised carrot puree was selected. Sterilised purees were stored at four storage temperatures as a function of time. Fingerprinting enabled selection of volatiles clearly changing during shelf-life. Only these volatiles were identified and studied further. Next, kinetic modelling was performed to investigate the suitability of these volatiles as quality indices (markers) for accelerated shelf-life testing (ASLT). Fingerprinting enabled selection of terpenoids, phenylpropanoids, fatty acid derivatives, Strecker aldehydes and sulphur compounds as volatiles clearly changing during shelf-life. The amount of Strecker aldehydes increased during storage, whereas the rest of the volatiles decreased. Out of the volatiles, based on the applied kinetic modelling, myristicin, α-terpinolene, β-pinene, α-terpineol and octanal were identified as potential markers for ASLT. Copyright © 2015 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018Icar..300..249D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018Icar..300..249D"><span>Volatile element loss during planetary magma ocean phases</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Dhaliwal, Jasmeet K.; Day, James M. D.; Moynier, Frédéric</p> <p>2018-01-01</p> <p>Moderately volatile elements (MVE) are key tracers of volatile depletion in planetary bodies. Zinc is an especially useful MVE because of its generally elevated abundances in planetary basalts, relative to other MVE, and limited evidence for mass-dependent isotopic fractionation under high-temperature igneous processes. Compared with terrestrial basalts, which have δ66Zn values (per mille deviation of the 66Zn/64Zn ratio from the JMC-Lyon standard) similar to some chondrite meteorites (∼+0.3‰), lunar mare basalts yield a mean δ66Zn value of +1.4 ± 0.5‰ (2 st. dev.). Furthermore, mare basalts have average Zn concentrations ∼50 times lower than in typical terrestrial basaltic rocks. Late-stage lunar magmatic products, including ferroan anorthosite, Mg- and Alkali-suite rocks have even higher δ66Zn values (+3 to +6‰). Differences in Zn abundance and isotopic compositions between lunar and terrestrial rocks have previously been interpreted to reflect evaporative loss of Zn, either during the Earth-Moon forming Giant Impact, or in a lunar magma ocean (LMO) phase. To explore the mechanisms and processes under which volatile element loss may have occurred during a LMO phase, we developed models of Zn isotopic fractionation that are generally applicable to planetary magma oceans. Our objective was to identify conditions that would yield a δ66Zn signature of ∼+1.4‰ within the lunar mantle. For the sake of simplicity, we neglect possible Zn isotopic fractionation during the Giant Impact, and assumed a starting composition equal to the composition of the present-day terrestrial mantle, assuming both the Earth and Moon had zinc 'consanguinity' following their formation. We developed two models: the first simulates evaporative fractionation of Zn only prior to LMO mixing and crystallization; the second simulates continued evaporative fractionation of Zn that persists until ∼75% LMO crystallization. The first model yields a relatively homogenous bulk solid LMO δ66Zn value, while the second results in a stratification of δ66Zn values within the LMO sequence. Loss and/or isolation mechanisms for volatiles are critical to these models; hydrodynamic escape was not a dominant process, but loss of a nascent lunar atmosphere or separation of condensates into a proto-lunar crust are possible mechanisms by which volatiles could be separated from the lunar interior. The results do not preclude models that suggest a lunar volatile depletion episode related to the Giant Impact. Conversely, LMO models for volatile loss do not require loss of volatiles prior to lunar formation. Outgassing during planetary magma ocean phases likely played a profound role in setting the volatile inventories of planets, particularly for low mass bodies that experienced the greatest volatile loss. In turn, our results suggest that the initial compositions of planets that accreted from smaller, highly differentiated planetesimals were likely to be severely volatile depleted.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..455....1G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..455....1G"><span>Option pricing for stochastic volatility model with infinite activity Lévy jumps</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gong, Xiaoli; Zhuang, Xintian</p> <p>2016-08-01</p> <p>The purpose of this paper is to apply the stochastic volatility model driven by infinite activity Lévy processes to option pricing which displays infinite activity jumps behaviors and time varying volatility that is consistent with the phenomenon observed in underlying asset dynamics. We specially pay attention to three typical Lévy processes that replace the compound Poisson jumps in Bates model, aiming to capture the leptokurtic feature in asset returns and volatility clustering effect in returns variance. By utilizing the analytical characteristic function and fast Fourier transform technique, the closed form formula of option pricing can be derived. The intelligent global optimization search algorithm called Differential Evolution is introduced into the above highly dimensional models for parameters calibration so as to improve the calibration quality of fitted option models. Finally, we perform empirical researches using both time series data and options data on financial markets to illustrate the effectiveness and superiority of the proposed method.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://pubs.er.usgs.gov/publication/70013461','USGSPUBS'); return false;" href="https://pubs.er.usgs.gov/publication/70013461"><span>VOLATILIZATION OF ALKYLBENZENES FROM WATER.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://pubs.er.usgs.gov/pubs/index.jsp?view=adv">USGS Publications Warehouse</a></p> <p>Rathbun, R.E.; Tai, D.Y.</p> <p>1985-01-01</p> <p>Volatilization is a physical process of importance in determining the fate of many organic compounds in streams and rivers. This process is frequently described by the conceptual-two-film model. The model assumes uniformly mixed water and air phases separated by thin films of water and air in which mass transfer is by molecular diffusion. Mass-transfer coefficients for the water and air films are related to an overall mass-transfer coefficient for volatilization through the Henry's law constant.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014JPSCP...1a9007T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014JPSCP...1a9007T"><span>Realized Volatility Analysis in A Spin Model of Financial Markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya</p> <p></p> <p>We calculate the realized volatility of returns in the spin model of financial markets and examine the returns standardized by the realized volatility. We find that moments of the standardized returns agree with the theoretical values of standard normal variables. This is the first evidence that the return distributions of the spin financial markets are consistent with a finite-variance of mixture of normal distributions that is also observed empirically in real financial markets.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AIPC.1682e0009I','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AIPC.1682e0009I"><span>Modeling and forecasting the volatility of Islamic unit trust in Malaysia using GARCH model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Ismail, Nuraini; Ismail, Mohd Tahir; Karim, Samsul Ariffin Abdul; Hamzah, Firdaus Mohamad</p> <p>2015-10-01</p> <p>Due to the tremendous growth of Islamic unit trust in Malaysia since it was first introduced on 12th of January 1993 through the fund named Tabung Ittikal managed by Arab-Malaysian Securities, vast studies have been done to evaluate the performance of Islamic unit trust offered in Malaysia's capital market. Most of the studies found that one of the factors that affect the performance of the fund is the volatility level. Higher volatility produces better performance of the fund. Thus, we believe that a strategy must be set up by the fund managers in order for the fund to perform better. By using a series of net asset value (NAV) data of three different types of fund namely CIMB-IDEGF, CIMB-IBGF and CIMB-ISF from a fund management company named CIMB Principal Asset Management Berhad over a six years period from 1st January 2008 until 31st December 2013, we model and forecast the volatility of these Islamic unit trusts. The study found that the best fitting models for CIMB-IDEGF, CIMB-IBGF and CIMB-ISF are ARCH(4), GARCH(3,3) and GARCH(3,1) respectively. Meanwhile, the fund that is expected to be the least volatile is CIMB-IDEGF and the fund that is expected to be the most volatile is CIMB-IBGF.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20981045','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20981045"><span>Volatile accretion history of the Earth.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Wood, B J; Halliday, A N; Rehkämper, M</p> <p>2010-10-28</p> <p>It has long been thought that the Earth had a protracted and complex history of volatile accretion and loss. Albarède paints a different picture, proposing that the Earth first formed as a dry planet which, like the Moon, was devoid of volatile constituents. He suggests that the Earth's complement of volatile elements was only established later, by the addition of a small veneer of volatile-rich material at ∼100 Myr (here and elsewhere, ages are relative to the origin of the Solar System). Here we argue that the Earth's mass balance of moderately volatile elements is inconsistent with Albarède's hypothesis but is well explained by the standard model of accretion from partially volatile-depleted material, accompanied by core formation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AGUFM.P41A2067T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AGUFM.P41A2067T"><span>Molecular Diffusion of Volatiles in Lunar Regolith during the Resource Prospector Mission Sample Acquisition</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Teodoro, L. A.; Colaprete, A.; Roush, T. L.; Elphic, R. C.; Cook, A.; Kleinhenz, J.; Fritzler, E.; Smith, J. T.; Zacny, K.</p> <p>2016-12-01</p> <p>In the context of NASA's Resource Prospector (RP) mission to the high latitudes and permanently shadowed regions of the Moon, we study 3D models of volatile transport in the lunar regolith. This mission's goal is to extract and identify volatile species in the top meter of the lunar regolith layer. Roughly, RP consists of 5 elements: i) the Neutron Spectrometer System will search for high hydrogen concentrations and in turn select optimum drilling locations; ii) The Near Infrared Volatile Spectrometer System (NIRVSS) will characterize the nature of the surficial water ice; iii) The Drill Sub-system will extract samples from the top meter of the lunar surface and deliver them to the Oxygen and Volatile Extraction Node (OVEN); iv) OVEN will heat up the sample and extract the volatiles therein, that will be v) transferred to the Lunar Advanced Volatiles Analysis system for chemical composition analysis. A series of vacuum cryogenic experiments have been carried out at Glenn Research Center with the aim of quantifying the volatile losses during the drilling/sample acquisition phase and sample delivery to crucibles steps. These experiments' outputs include: i) Pressure measurements of several chemical species (e.g. H2O, Ar); ii) Temperature measurements within and at the surface of the lunar simulant using thermocouples; and iii) Surficial temperature NIRVSS measurements. Here, we report on the numerical modeling we are carrying out to understand the physics underpinning these experiments. The models include 2 main parts: i) reliable computation of temperature variation throughout the lunar soil container during the experiment as constrained by temperature measurements; and ii) molecular diffusion of volatiles. The latter includes both Fick's (flight of the molecules in the porous) and Knudsen's (sublimation of volatile molecules at the grain surface) laws. We also mimic the soil porosity by randomly allocating 75 microns particles in the simulation volume. Our preliminary results show both diffusion laws play a major role during the drilling phase.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=166243&keyword=body+AND+chemistry&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=166243&keyword=body+AND+chemistry&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>VALIDATION STUDIES OF THERMAL EXTRACTION-GC/MS APPLIED TO SOURCE EMISSIONS AEROSOLS: 1. SEMIVOLATILE ANALYTE--NONVOLATILE MATRIX INTERACTIONS</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>This work develops a novel validation approach for studying how non-volatile aerosol matrices of considerably different chemical composition potentially affect the thermal extraction (TE)/GC/MS quantification of a wide range of trace semivolatile organic markers. The non-volatil...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012PhPro..25..756L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012PhPro..25..756L"><span>Arbitrage and Volatility in Chinese Stock's Markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lu, Shu Quan; Ito, Takao; Zhang, Jianbo</p> <p></p> <p>From the point of view of no-arbitrage pricing, what matters is how much volatility the stock has, for volatility measures the amount of profit that can be made from shorting stocks and purchasing options. With the short-sales constraints or in the absence of options, however, high volatility is likely to mean arbitrage from stock market. As emerging stock markets for China, investors are increasingly concerned about volatilities of Chinese two stock markets. We estimate volatility's models for Chinese stock markets' indexes using Markov chain Monte Carlo (MCMC) method and GARCH. We find that estimated values of volatility parameters are very high for all data frequencies. It suggests that stock returns are extremely volatile even at long term intervals in Chinese markets. Furthermore, this result could be considered that there seems to be arbitrage opportunities in Chinese stock markets.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_9");'>9</a></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li class="active"><span>11</span></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_11 --> <div id="page_12" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li class="active"><span>12</span></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="221"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29579937','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29579937"><span>Volatile changes in cv. Verdeal Transmontana olive oil: From the drupe to the table, including storage.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Malheiro, Ricardo; Casal, Susana; Rodrigues, Nuno; Renard, Catherine M G C; Pereira, José Alberto</p> <p>2018-04-01</p> <p>This study focused on the volatile changes in cv. Verdeal Transmontana throughout the entire olive oil processing chain, from the drupe to olive oil storage up to 12 months, while correlating it with quality parameters and sensory quality. During crushing and malaxation, the volatiles formed were mainly "green-leaf volatiles" (GLVs), namely (E)-2-hexenal, hexanal, and 1-hexanol. Centrifugation and clarification steps increased the total volatile amounts to 130 mg kg -1 . However, clarification also increased nonanal and (E)-2-decenal contents, two markers of oxidation, with a noticeable loss of phenolic compounds and oxidative stability. During storage, the total volatile amounts reduced drastically (94% at 12 months after extraction), together with the positive sensory attributes fruity, green, bitter, and pungent. Despite being classified as extra-virgin after one year of storage, peroxides and conjugated dienes were significantly higher while there was a reduction in antioxidant capacity as well as in phenolic compounds (less 50%) and oxidative stability (57%). The present work allowed concluding that the extraction process modulates the volatile composition of olive oil, with a concentration of volatiles at the clarification step. During storage, volatiles are lost, mainly eight months after extraction, leading to the loss of important sensory attributes. Copyright © 2018 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015ACPD...15.8073Z','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015ACPD...15.8073Z"><span>Formation of secondary organic aerosol in the Paris pollution plume and its impact on surrounding regions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Zhang, Q. J.; Beekmann, M.; Freney, E.; Sellegri, K.; Pichon, J. M.; Schwarzenboeck, A.; Colomb, A.; Bourrianne, T.; Michoud, V.; Borbon, A.</p> <p>2015-03-01</p> <p>Secondary pollutants such as ozone, secondary inorganic aerosol, and secondary organic aerosol formed in the plume of megacities can affect regional air quality. In the framework of the FP7/EU MEGAPOLI project, an intensive campaign was launched in the Greater Paris Region in July 2009. The major objective was to quantify different sources of organic aerosol (OA) within a megacity and in its plume. In this study, we use airborne measurements aboard the French ATR-42 aircraft to evaluate the regional chemistry-transport model CHIMERE within and downwind the Paris region. Slopes of the plume OA levels vs. Ox (= O3 + NO2) show secondary OA (SOA) formation normalized with respect to photochemical activity and are used for specific evaluation of the OA scheme in the model. Simulated and observed slopes are in good agreement, when the most realistic "high-NOx" yields are used in the Volatility-Basis-Set scheme implemented into the model. In addition, these slopes are relatively stable from one day to another, which suggest that they are characteristic for the given megacity plume environment. Since OA within the plume is mainly formed from anthropogenic precursors (VOC and primary OA, POA), this work allows a specific evaluation of anthropogenic SOA and SOA formed from primary semi-volatile and intermediate volatile VOCs (SI-SOA) formation scheme in a model. For specific plumes, this anthropogenic OA build-up can reach about 10 μg m-3. For the average of the month of July 2009, maximum increases occur close to the agglomeration for primary OA are noticed at several tens (for POA) to hundred (for SI-SOA) kilometers of distance from the Paris agglomeration.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4749324','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4749324"><span>Respiratory Health – Exposure Measurements and Modeling in the Fragrance and Flavour Industry</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Angelini, Eric; Camerini, Gerard; Diop, Malick; Roche, Patrice; Rodi, Thomas; Schippa, Christine; Thomas, Thierry</p> <p>2016-01-01</p> <p>Although the flavor and fragrance industry is about 150 years old, the use of synthetic materials started more than 100 years ago, and the awareness of the respiratory hazard presented by some flavoring substances emerged only recently. In 2001, the US National Institute of Occupational Safety and Health (NIOSH) identified for the first time inhalation exposure to flavoring substances in the workplace as a possible occupational hazard. As a consequence, manufacturers must comply with a variety of workplace safety requirements, and management has to ensure the improvement of health and safety of the employees exposed to hazardous volatile organic compounds. In this sensitive context, MANE opened its facilities to an intensive measuring campaign with the objective to better estimate the real level of hazardous respiratory exposure of workers. In this study, exposure to 27 hazardous volatile substances were measured during several types of handling operations (weighing-mixing, packaging, reconditioning-transferring), 430 measurement results were generated, and were exploited to propose an improved model derived from the well-known ECETOC-TRA model. The quantification of volatile substances in the working atmosphere involved three main steps: adsorption of the chemicals on a solid support, thermal desorption, followed by analysis by gas chromatography-mass spectrometry. Our approach was to examine experimental measures done in various manufacturing workplaces and to define correction factors to reflect more accurately working conditions and habits. Four correction factors were adjusted in the ECETOC-TRA to integrate important exposure variation factors: exposure duration, percentage of the substance in the composition, presence of collective protective equipment and wearing of personal protective equipment. Verification of the validity of the model is based on the comparison of the values obtained after adaptation of the ECETOC-TRA model, according to various exposure scenarios, with the experimental values measured under real conditions. After examination of the predicted results, 98% of the values obtained with the proposed new model were above the experimental values measured in real conditions. This must be compared with the results of the classical ECETOC-TRA system, which generates only 37% of overestimated values. As the values generated by the new model intended to help decision-makers of the industry to implement adapted protective action and information, and considering the high variability of the working environments, it was of the utmost importance to us not to underestimate the exposure level. The proposed correction factors have been designed to achieve this goal. We wish to propose the present method as an improved monitoring tool to improve respiratory health and safety in the flavor and fragrance manufacturing facilities. PMID:26863607</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014JPhCS.490a2092T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014JPhCS.490a2092T"><span>Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Takaishi, Tetsuya</p> <p>2014-03-01</p> <p>The hybrid Monte Carlo algorithm (HMCA) is applied for Bayesian parameter estimation of the realized stochastic volatility (RSV) model. Using the 2nd order minimum norm integrator (2MNI) for the molecular dynamics (MD) simulation in the HMCA, we find that the 2MNI is more efficient than the conventional leapfrog integrator. We also find that the autocorrelation time of the volatility variables sampled by the HMCA is very short. Thus it is concluded that the HMCA with the 2MNI is an efficient algorithm for parameter estimations of the RSV model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhyA..387.3826B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhyA..387.3826B"><span>Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Bentes, Sónia R.; Menezes, Rui; Mendes, Diana A.</p> <p>2008-06-01</p> <p>Long memory and volatility clustering are two stylized facts frequently related to financial markets. Traditionally, these phenomena have been studied based on conditionally heteroscedastic models like ARCH, GARCH, IGARCH and FIGARCH, inter alia. One advantage of these models is their ability to capture nonlinear dynamics. Another interesting manner to study the volatility phenomenon is by using measures based on the concept of entropy. In this paper we investigate the long memory and volatility clustering for the SP 500, NASDAQ 100 and Stoxx 50 indexes in order to compare the US and European Markets. Additionally, we compare the results from conditionally heteroscedastic models with those from the entropy measures. In the latter, we examine Shannon entropy, Renyi entropy and Tsallis entropy. The results corroborate the previous evidence of nonlinear dynamics in the time series considered.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=69594&keyword=biogas&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=69594&keyword=biogas&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>A NONSTEADY-STATE ANALYTICAL MODEL TO PREDICT GASEOUS EMISSIONS OF VOLATILE ORGANIC COMPOUNDS FROM LANDFILLS. (R825689C072)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p><h2>Abstract</h2><p>A general mathematical model is developed to predict emissions of volatile organic compounds (VOCs) from hazardous or sanitary landfills. The model is analytical in nature and includes important mechanisms occurring in unsaturated subsurface landfill environme...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.U13B..07A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.U13B..07A"><span>A Thermodynamic Approach for Modeling H2O-CO2 Solubility in Alkali-rich Mafic Magmas at Mid-crustal Pressures</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Allison, C. M.; Roggensack, K.; Clarke, A. B.</p> <p>2017-12-01</p> <p>Volatile solubility in magmas is dependent on several factors, including composition and pressure. Mafic (basaltic) magmas with high concentrations of alkali elements (Na and K) are capable of dissolving larger quantities of H2O and CO2 than low-alkali basalt. The exsolution of abundant gases dissolved in alkali-rich mafic magmas can contribute to large explosive eruptions. Existing volatile solubility models for alkali-rich mafic magmas are well calibrated below 200 MPa, but at greater pressures the experimental data is sparse. To allow for accurate interpretation of mafic magmatic systems at higher pressures, we conducted a set of mixed H2O-CO2 volatile solubility experiments between 400 and 600 MPa at 1200 °C in six mafic compositions with variable alkali contents. Compositions include magmas from volcanoes in Italy, Antarctica, and Arizona. Results from our experiments indicate that existing volatile solubility models for alkali-rich mafic magmas, if extrapolated beyond their calibrated range, over-predict CO2 solubility at mid-crustal pressures. Physically, these results suggest that volatile exsolution can occur at deeper levels than what can be resolved from the lower-pressure experimental data. Existing thermodynamic models used to calculate volatile solubility at different pressures require two experimentally derived parameters. These parameters represent the partial molar volume of the condensed volatile species in the melt and its equilibrium constant, both calculated at a standard temperature and pressure. We derived these parameters for each studied composition and the corresponding thermodynamic model shows good agreement with the CO2 solubility data of the experiments. A general alkali basalt solubility model was also constructed by establishing a relationship between magma composition and the thermodynamic parameters. We utilize cation fractions from our six compositions along with four compositions from the experimental literature in a linear regression to generate this compositional relationship. Our revised general model provides a new framework to interpret volcanic data, yielding greater depths for melt inclusion entrapment than previously calculated using other models, and it can be applied to mafic magma compositions for which no experimental data is available.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008APS..MARD39010L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008APS..MARD39010L"><span>path integral approach to closed form pricing formulas in the Heston framework.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lemmens, Damiaan; Wouters, Michiel; Tempere, Jacques; Foulon, Sven</p> <p>2008-03-01</p> <p>We present a path integral approach for finding closed form formulas for option prices in the framework of the Heston model. The first model for determining option prices was the Black-Scholes model, which assumed that the logreturn followed a Wiener process with a given drift and constant volatility. To provide a realistic description of the market, the Black-Scholes results must be extended to include stochastic volatility. This is achieved by the Heston model, which assumes that the volatility follows a mean reverting square root process. Current applications of the Heston model are hampered by the unavailability of fast numerical methods, due to a lack of closed-form formulae. Therefore the search for closed form solutions is an essential step before the qualitatively better stochastic volatility models will be used in practice. To attain this goal we outline a simplified path integral approach yielding straightforward results for vanilla Heston options with correlation. Extensions to barrier options and other path-dependent option are discussed, and the new derivation is compared to existing results obtained from alternative path-integral approaches (Dragulescu, Kleinert).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2011RaPC...80.1247D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2011RaPC...80.1247D"><span>Effect of gamma irradiation on curcuminoids and volatile oils of fresh turmeric ( Curcuma longa)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Dhanya, R.; Mishra, B. B.; Khaleel, K. M.</p> <p>2011-11-01</p> <p>In our earlier study a radiation dose of 5 kGy was reported to be suitable for microbial decontamination and shelf life extension of fresh turmeric ( Curcuma longa), while maintaining its quality attributes. In continuation of that work, the effect of gamma radiation on curcuminoids and volatile oil constituents in fresh turmeric was studied. Fresh peeled turmeric rhizomes were gamma irradiated at doses of 1, 3 and 5 kGy. Curcuminoid content and volatile oils were analyzed by reverse phase HPLC and GC-MS, respectively. The curcuminoid content was slightly increased by gamma irradiation. No statistically significant changes were observed due to irradiation in majority of the volatile oil constituents.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018JPhCS1025a2118S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018JPhCS1025a2118S"><span>Detection method of financial crisis in Indonesia using MSGARCH models based on banking condition indicators</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sugiyanto; Zukhronah, E.; Sari, S. P.</p> <p>2018-05-01</p> <p>Financial crisis has hit Indonesia for several times resulting the needs for an early detection system to minimize the impact. One of many methods that can be used to detect the crisis is to model the crisis indicators using combination of volatility and Markov switching models [5]. There are some indicators that can be used to detect financial crisis. Three of them are the difference between interest rate on deposit and lending, the real interest rate on deposit, and the difference between real BI rate and real Fed rate which can be referred as banking condition indicators. Volatility model used to overcome the conditional variance that change over time. Combination of volatility and Markov switching models used to detect condition change on the data. The smoothed probability from the combined models can be used to detect the crisis. This research resulted that the best combined volatility and Markov switching models for the three indicators are MS-GARCH(3,1,1) models with three states assumption. Crises in mid of 1997 until 1998 has successfully detected with a certain range of smoothed probability value for the three indicators.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AIPC.1830h0006S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AIPC.1830h0006S"><span>Level shift two-components autoregressive conditional heteroscedasticity modelling for WTI crude oil market</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sin, Kuek Jia; Cheong, Chin Wen; Hooi, Tan Siow</p> <p>2017-04-01</p> <p>This study aims to investigate the crude oil volatility using a two components autoregressive conditional heteroscedasticity (ARCH) model with the inclusion of abrupt jump feature. The model is able to capture abrupt jumps, news impact, clustering volatility, long persistence volatility and heavy-tailed distributed error which are commonly observed in the crude oil time series. For the empirical study, we have selected the WTI crude oil index from year 2000 to 2016. The results found that by including the multiple-abrupt jumps in ARCH model, there are significant improvements of estimation evaluations as compared with the standard ARCH models. The outcomes of this study can provide useful information for risk management and portfolio analysis in the crude oil markets.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=64906&Lab=NRMRL&keyword=dependency&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=64906&Lab=NRMRL&keyword=dependency&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>SCREENING MODEL FOR VOLATILE POLLUTANTS IN DUEL POROSITY SOILT</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>This paper develops mass fraction models for transport and fate of volatile organic chemicals, such as pesticides, in two-region soils. It addressed two main and interrelated parts. First, expressions are derived which describe the rate mass transfer coefficient in a periodical...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=129152&keyword=polymeric+AND+membrane&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=129152&keyword=polymeric+AND+membrane&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>MODELING OF MULTICOMPONENT PERVAPORATION FOR REMOVAL OF VOLATILE ORGANIC COMPOUNDS FROM WATER</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>A resistance-in-series model was used to study the pervaporation of multiple volatile organic compounds (VOCs)-water mixtures. Permeation experiments were carried out for four membranes: poly(dimethylsiloxane) (PDMS), polyether-block-polyamides (PEBA), polyurethane (PUR) and sil...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28322320','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28322320"><span>Sweet taste in apple: the role of sorbitol, individual sugars, organic acids and volatile compounds.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Aprea, Eugenio; Charles, Mathilde; Endrizzi, Isabella; Laura Corollaro, Maria; Betta, Emanuela; Biasioli, Franco; Gasperi, Flavia</p> <p>2017-03-21</p> <p>Sweetness is one of the main drivers of consumer preference, and thus is given high priority in apple breeding programmes. Due to the complexity of sweetness evaluation, soluble solid content (SSC) is commonly used as an estimation of this trait. Nevertheless, it has been demonstrated that SSC and sweet taste are poorly correlated. Though individual sugar content may vary greatly between and within apple cultivars, no previous study has tried to investigate the relationship between the amount of individual sugars, or ratios of these, and apple sweetness. In this work, we quantified the major sugars (sucrose, glucose, fructose, xylose) and sorbitol and explored their influence on perceived sweetness in apple; we also related this to malic acid content, SSC and volatile compounds. Our data confirmed that the correlation between sweetness and SSC is weak. We found that sorbitol content correlates (similarly to SSC) with perceived sweetness better than any other single sugar or total sugar content. The single sugars show no differentiable importance in determining apple sweetness. Our predictive model based on partial least squares regression shows that after sorbitol and SSC, the most important contribution to apple sweetness is provided by several volatile compounds, mainly esters and farnesene.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017NatSR...744950A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017NatSR...744950A"><span>Sweet taste in apple: the role of sorbitol, individual sugars, organic acids and volatile compounds</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Aprea, Eugenio; Charles, Mathilde; Endrizzi, Isabella; Laura Corollaro, Maria; Betta, Emanuela; Biasioli, Franco; Gasperi, Flavia</p> <p>2017-03-01</p> <p>Sweetness is one of the main drivers of consumer preference, and thus is given high priority in apple breeding programmes. Due to the complexity of sweetness evaluation, soluble solid content (SSC) is commonly used as an estimation of this trait. Nevertheless, it has been demonstrated that SSC and sweet taste are poorly correlated. Though individual sugar content may vary greatly between and within apple cultivars, no previous study has tried to investigate the relationship between the amount of individual sugars, or ratios of these, and apple sweetness. In this work, we quantified the major sugars (sucrose, glucose, fructose, xylose) and sorbitol and explored their influence on perceived sweetness in apple; we also related this to malic acid content, SSC and volatile compounds. Our data confirmed that the correlation between sweetness and SSC is weak. We found that sorbitol content correlates (similarly to SSC) with perceived sweetness better than any other single sugar or total sugar content. The single sugars show no differentiable importance in determining apple sweetness. Our predictive model based on partial least squares regression shows that after sorbitol and SSC, the most important contribution to apple sweetness is provided by several volatile compounds, mainly esters and farnesene.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25771960','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25771960"><span>Age matters: the effects of volatile organic compounds emitted by Trichoderma atroviride on plant growth.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Lee, Samantha; Hung, Richard; Yap, Melanie; Bennett, Joan W</p> <p>2015-06-01</p> <p>Studying the effects of microbial volatile organic compounds (VOCs) on plant growth is challenging because the production of volatiles depends on many environmental factors. Adding to this complexity, the method of volatile exposure itself can lead to different responses in plants and may account for some of the contrasting results. In this work, we present an improved experimental design, a plate-within-a-plate method, to study the effects of VOCs produced by filamentous fungi. We demonstrate that the plant growth response to VOCs is dependent on the age of the plant and fungal cultures. Plants exposed to volatiles emitted by 5-day-old Trichoderma atroviride for 14 days exhibited inhibition, while plants exposed to other exposure conditions had growth promotion or no significant change. Using GC-MS, we compared fungal volatile emission of 5-day-old and 14-day-old T. atroviride. As the fungi aged, a few compounds were no longer detected, but 24 new compounds were discovered.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..471..387L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..471..387L"><span>Modeling and predicting historical volatility in exchange rate markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lahmiri, Salim</p> <p>2017-04-01</p> <p>Volatility modeling and forecasting of currency exchange rate is an important task in several business risk management tasks; including treasury risk management, derivatives pricing, and portfolio risk evaluation. The purpose of this study is to present a simple and effective approach for predicting historical volatility of currency exchange rate. The approach is based on a limited set of technical indicators as inputs to the artificial neural networks (ANN). To show the effectiveness of the proposed approach, it was applied to forecast US/Canada and US/Euro exchange rates volatilities. The forecasting results show that our simple approach outperformed the conventional GARCH and EGARCH with different distribution assumptions, and also the hybrid GARCH and EGARCH with ANN in terms of mean absolute error, mean of squared errors, and Theil's inequality coefficient. Because of the simplicity and effectiveness of the approach, it is promising for US currency volatility prediction tasks.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/21261842-computational-fluid-dynamics-study-pulverized-coal-combustion-blast-furnace-raceway','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/21261842-computational-fluid-dynamics-study-pulverized-coal-combustion-blast-furnace-raceway"><span>Computational fluid dynamics study of pulverized coal combustion in blast furnace raceway</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Shen, Y.S.; Maldonado, D.; Guo, B.Y.</p> <p></p> <p>In this work, a numerical model is used to study the flow and coal combustion along the coal plume in a large-scale setting simulating the lance-blowpipe-tuyere-raceway region of a blast furnace. The model formulation is validated against the measurements in terms of burnout for both low and high volatile coals. The typical phenomena related to coal combustion along the coal plume are simulated and analyzed. The effects of some operational parameters on combustion behavior are also investigated. The results indicate that oxygen as a cooling gas gives a higher coal burnout than methane and air. The underlying mechanism of coalmore » combustion is explored. It is shown that under the conditions examined, coal burnout strongly depends on the availability of oxygen and residence time. Moreover, the influences of two related issues, i.e. the treatment of volatile matter (VM) and geometric setting in modeling, are investigated. The results show that the predictions of final burnouts using three different VM treatments are just slightly different, but all comparable to the measurements. However, the influence of the geometric setting is not negligible when numerically examining the combustion of pulverized coal under blast furnace conditions.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AtmEn.157...10L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AtmEn.157...10L"><span>A model to relate wind tunnel measurements to open field odorant emissions from liquid area sources</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lucernoni, F.; Capelli, L.; Busini, V.; Sironi, S.</p> <p>2017-05-01</p> <p>Waste Water Treatment Plants are known to have significant emissions of several pollutants and odorants causing nuisance to the near-living population. One of the purposes of the present work is to study a suitable model to evaluate odour emissions from liquid passive area sources. First, the models describing volatilization under a forced convection regime inside a wind tunnel device, which is the sampling device that typically used for sampling on liquid area sources, were investigated. In order to relate the fluid dynamic conditions inside the hood to the open field and inside the hood a thorough study of the models capable of describing the volatilization phenomena of the odorous compounds from liquid pools was performed and several different models were evaluated for the open field emission. By means of experimental tests involving pure liquid acetone and pure liquid butanone, it was verified that the model more suitable to describe precisely the volatilization inside the sampling hood is the model for the emission from a single flat plate in forced convection and laminar regime, with a fluid dynamic boundary layer fully developed and a mass transfer boundary layer not fully developed. The proportionality coefficient for the model was re-evaluated in order to account for the specific characteristics of the adopted wind tunnel device, and then the model was related with the selected model for the open field thereby computing the wind speed at 10 m that would cause the same emission that is estimated from the wind tunnel measurement furthermore, the field of application of the proposed model was clearly defined for the considered models during the project, discussing the two different kinds of compounds commonly found in emissive liquid pools or liquid spills, i.e. gas phase controlled and liquid phase controlled compounds. Lastly, a discussion is presented comparing the presented approach for emission rates recalculation in the field, with other approaches possible, i.e. the ones relying on the recalculation of the wind speed at the emission level, instead of the wind speed that would cause in the open field the same emission that is measured with the hood.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/22324544','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/22324544"><span>Contribution of several volatile phenols and their glycoconjugates to smoke-related sensory properties of red wine.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Parker, Mango; Osidacz, Patricia; Baldock, Gayle A; Hayasaka, Yoji; Black, Cory A; Pardon, Kevin H; Jeffery, David W; Geue, Jason P; Herderich, Markus J; Francis, I Leigh</p> <p>2012-03-14</p> <p>Guaiacol and 4-methylguaiacol are well-known as contributors to the flavor of wines made from smoke-affected grapes, but there are other volatile phenols commonly found in smoke from forest fires that are also potentially important. The relationships between the concentration of a range of volatile phenols and their glycoconjugates with the sensory characteristics of wines and model wines were investigated. Modeling of the attribute ratings from a sensory descriptive analysis of smoke-affected wines with their chemical composition indicated the concentrations of guaiacol, o-cresol, m-cresol, and p-cresol were related to smoky attributes. The best-estimate odor thresholds of these compounds were determined in red wine, together with the flavor threshold of guaiacol. Guaiacol β-D-glucoside and m-cresol β-D-glucoside in model wine were found to give rise to a smoky/ashy flavor in-mouth, and the respective free volatiles were released. The study indicated that a combination of volatile phenols and their glycosides produces an undesirable smoke flavor in affected wines. The observation of flavor generation from nonvolatile glycoconjugates in-mouth has potentially important implications.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_10");'>10</a></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li class="active"><span>12</span></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_12 --> <div id="page_13" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li class="active"><span>13</span></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="241"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2004PhyA..337..565A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2004PhyA..337..565A"><span>Fearless versus fearful speculative financial bubbles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Andersen, J. V.; Sornette, D.</p> <p>2004-06-01</p> <p>Using a recently introduced rational expectation model of bubbles, based on the interplay between stochasticity and positive feedbacks of prices on returns and volatility, we develop a new methodology to test how this model classifies nine time series that have been previously considered as bubbles ending in crashes. The model predicts the existence of two anomalous behaviors occurring simultaneously: (i) super-exponential price growth and (ii) volatility growth, that we refer to as the “fearful singular bubble” regime. Out of the nine time series, we find that five pass our tests and can be characterized as “fearful singular bubbles”. The four other cases are the information technology Nasdaq bubble and three bubbles of the Hang Seng index ending in crashes in 1987, 1994 and 1997. According to our analysis, these four bubbles have developed with essentially no significant increase of their volatility. This paper thus proposes that speculative bubbles ending in crashes form two groups hitherto unrecognized, namely those accompanied by increasing volatility (reflecting increasing risk perception) and those without change of volatility (reflecting an absence of risk perception).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24004275','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24004275"><span>Observations of diurnal to weekly variations of monoterpene-dominated fluxes of volatile organic compounds from mediterranean forests: implications for regional modeling.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Fares, Silvano; Schnitzhofer, Ralf; Jiang, Xiaoyan; Guenther, Alex; Hansel, Armin; Loreto, Francesco</p> <p>2013-10-01</p> <p>The Estate of Castelporziano (Rome, Italy) hosts many ecosystems representative of Mediterranean vegetation, especially holm oak and pine forests and dune vegetation. In this work, basal emission factors (BEFs) of biogenic volatile organic compounds (BVOCs) obtained by Eddy Covariance in a field campaign using a proton transfer reaction-time-of-flight-mass spectrometer (PTR-TOF-MS) were compared to BEFs reported in previous studies that could not measure fluxes in real-time. Globally, broadleaf forests are dominated by isoprene emissions, but these Mediterranean ecosystems are dominated by strong monoterpene emitters, as shown by the new BEFs. The original and new BEFs were used to parametrize the model of emissions of gases and aerosols from nature (MEGAN v2.1), and model outputs were compared with measured fluxes. Results showed good agreement between modeled and measured fluxes when a model was used to predict radiative transfer and energy balance across the canopy. We then evaluated whether changes in BVOC emissions can affect the chemistry of the atmosphere and climate at a regional level. MEGAN was run together with the land surface model (community land model, CLM v4.0) of the community earth system model (CESM v1.0). Results highlighted that tropospheric ozone concentration and air temperature predicted from the model are sensitive to the magnitude of BVOC emissions, thus demonstrating the importance of adopting the proper BEF values for model parametrization.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=186824&keyword=2+AND+ages+AND+technology&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=186824&keyword=2+AND+ages+AND+technology&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>Predicting Age-Appropriate Pharmacokinetics of Six Volatile Organic Compounds in the Rat Utilizing Physiologically Based Pharmacokinetic Modeling</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>The capability of physiologically based pharmacokinetic models to incorporate age-appropriate physiological and chemical-specific parameters was utilized to predict changes in internal dosimetry for six volatile organic compounds (VOCs) across different ages of rats.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017EGUGA..19.8258L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017EGUGA..19.8258L"><span>Sensitivity of Aerosol Mass and Microphysics to varying treatments of Condensational Growth of Secondary Organic Compounds in a regional model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lowe, Douglas; Topping, David; McFiggans, Gordon</p> <p>2017-04-01</p> <p>Gas to particle partitioning of atmospheric compounds occurs through disequilibrium mass transfer rather than through instantaneous equilibrium. However, it is common to treat only the inorganic compounds as partitioning dynamically whilst organic compounds, represented by the Volatility Basis Set (VBS), are partitioned instantaneously. In this study we implement a more realistic dynamic partitioning of organic compounds in a regional framework and assess impact on aerosol mass and microphysics. It is also common to assume condensed phase water is only associated with inorganic components. We thus also assess sensitivity to assuming all organics are hygroscopic according to their prescribed molecular weight. For this study we use WRF-Chem v3.4.1, focusing on anthropogenic dominated North-Western Europe. Gas-phase chemistry is represented using CBM-Z whilst aerosol dynamics are simulated using the 8-section MOSAIC scheme, including a 9-bin VBS treatment of organic aerosol. Results indicate that predicted mass loadings can vary significantly. Without gas phase ageing of higher volatility compounds, dynamic partitioning always results in lower mass loadings downwind of emission sources. The inclusion of condensed phase water in both partitioning models increases the predicted PM mass, resulting from a larger contribution from higher volatility organics, if present. If gas phase ageing of VBS compounds is allowed to occur in a dynamic model, this can often lead to higher predicted mass loadings, contrary to expected behaviour from a simple non-reactive gas phase box model. As descriptions of aerosol phase processes improve within regional models, the baseline descriptions of partitioning should retain the ability to treat dynamic partitioning of organics compounds. Using our simulations, we discuss whether derived sensitivities to aerosol processes in existing models may be inherently biased. This work was supported by the Natural Environment Research Council within the RONOCO (NE/F004656/1) and CCN-Vol (NE/L007827/1) projects.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20704220','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20704220"><span>Semianalytical model predicting transfer of volatile pollutants from groundwater to the soil surface.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Atteia, Olivier; Höhener, Patrick</p> <p>2010-08-15</p> <p>Volatilization of toxic organic contaminants from groundwater to the soil surface is often considered an important pathway in risk analysis. Most of the risk models use simplified linear solutions that may overpredict the volatile flux. Although complex numerical models have been developed, their use is restricted to experienced users and for sites where field data are known in great detail. We present here a novel semianalytical model running on a spreadsheet that simulates the volatilization flux and vertical concentration profile in a soil based on the Van Genuchten functions. These widely used functions describe precisely the gas and water saturations and movement in the capillary fringe. The analytical model shows a good accuracy over several orders of magnitude when compared to a numerical model and laboratory data. The effect of barometric pumping is also included in the semianalytical formulation, although the model predicts that barometric pumping is often negligible. A sensitivity study predicts significant fluxes in sandy vadose zones and much smaller fluxes in other soils. Fluxes are linked to the dimensionless Henry's law constant H for H < 0.2 and increase by approximately 20% when temperature increases from 5 to 25 degrees C.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2009AGUFM.V51G..02W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2009AGUFM.V51G..02W"><span>Advances in Constraining Solubilities of H-O-C-S-Cl-bearing Fluids in Silicate Melts</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Webster, J. D.</p> <p>2009-12-01</p> <p>Magmatic-hydrothermal fluids that are variably enriched in the volatile components H2O, CO2/CH4, H2S/SO2, Cl, F, ± B alter rock; dissolve, transport, and deposit ore metals, and drive volcanism. The efficacy of these processes varies directly with the compositions and quantities, and in particular, with the molar volumes of the fluids involved. Although natural hydrothermal fluids are geochemically diverse, experimental constraints on volatile solubilities in silicate melts are largely limited to two volatiles. Recent experimental research, however, has begun to address mutual solubility relationships of three and four volatiles in felsic to intermediate aluminosilicate melts at shallow crustal pressures. Following well-established correlations demonstrating that as little as a few hundred to thousand ppm CO2 or Cl reduce H2O solubility in melts, and hence enhance the tendency for magma to exsolve one or two fluid phases, recent work shows fundamentally important solubility relationships involving H2O, S, and Cl. Research on rhyodacitic (Botcharnikov et al., 2004) and phonolitic melts at 200 MPa reveals that hundreds to thousands of ppm S will reduce Cl solubility in these melts. Thus, S reduces Cl solubility, which in turn reduces H2O solubility in melts. Other investigations have determined that CaSO4 solubility in oxidizing hydrothermal fluids varies directly with the concentrations of NaCl ± KCl in these fluids (Newton and Manning, 2005; Webster et al., 2009). The CaSO4 contents in the most alkali chloride-enriched fluids exceed 60 wt.%. It follows that some mineralizing saline magmatic fluids are strongly enriched in Ca, Na, K, Cl, SO4, and reduced S species. Research on H2O-, CO2-, and Cl-bearing melts at 200 MPa also highlights critical reciprocal volatile solubility behavior. Work at 1200°C on andesitic melts saturated in two fluids determines that the presence of CO2 enlarges the immiscibility gap for vapor plus brine and increases the activities of H2O and Cl (Botcharnikov et al. 2007). Conversely, other work involving Cl-enriched phonolitic melts plus two fluids at 900°C observes that the presence of Cl strongly reduces CO2 solubility in the melt. In fact, for runs containing as much as 80 mole percent CO2 in the fluid, the CO2/CO3 contents of the melts were reduced to values below the limit of detection for FTIR (< ca. 30-40 ppm). Thus, Cl works to reduce CO2 solubility, which in turn reduces H2O solubility in phonolitic melts. Current work on the solubility of H-O-C-S in haplogranitic melts at 200 MPa demonstrates that the addition of C reduces the (fluid/melt) partition coefficient for S. In addition, these experimentally determined partition coefficients decrease in the order CO2 > S > H2O, and their ranges are virtually identical to and thus confirm modeled values computed (Scaillet and Pichavant, 2003) for pre-eruptive magmatic fluids based on volatile fugacities of volcanic gases of arc-related magmas. Botcharnikov R et al (2004) Chem. Geol. 213, 207-225. Botcharnikov R, Holtz F, Behrens H (2007) Eur. J. Mineral. 19, 671-680. Newton R, Manning C (2005) J. Petrol. 46, 701-716. Scaillet B, Pichavant M (2003) Volcanic Degassing, Geol. Soc. Spec. Pub. 213, 23-52. Webster J, Sintoni M, De Vivo B (2009) Chem. Geol. 263, 19-36.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=149570&keyword=composite+AND+column&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=149570&keyword=composite+AND+column&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>IMPROVING THE CALIBRATION OF MODELS TO EVALUATE VAPOR MOVEMENT AT UST SITES BY VERTICAL PROFILING OF CONTAMINANTS IN GROUND WATER</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>A risk assessment of the movement of vapors of volatile organic contaminants (VOCs) from ground water through the unsaturated zone and into living spaces usually involves a transport and fate model such as the Johnson and Ettinger model. The concentration of volatile organic con...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=20170002511&hterms=pluto&qs=N%3D0%26Ntk%3DAll%26Ntx%3Dmode%2Bmatchall%26Ntt%3Dpluto','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=20170002511&hterms=pluto&qs=N%3D0%26Ntk%3DAll%26Ntx%3Dmode%2Bmatchall%26Ntt%3Dpluto"><span>Pluto's Global Surface Composition Through Pixel-by-Pixel Hapke Modeling of New Horizons Ralph LEISA Data</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Protopapa, S.; Grundy, W. M.; Reuter, D. C.; Hamilton, D. P.; Dalle Ore, C. M.; Cook, J. C.; Cruikshank, D. P.; Schmitt, B.; Philippe, S.; Quirico, E.; <a style="text-decoration: none; " href="javascript:void(0); " onClick="displayelement('author_20170002511'); toggleEditAbsImage('author_20170002511_show'); toggleEditAbsImage('author_20170002511_hide'); "> <img style="display:inline; width:12px; height:12px; " src="images/arrow-up.gif" width="12" height="12" border="0" alt="hide" id="author_20170002511_show"> <img style="width:12px; height:12px; display:none; " src="images/arrow-down.gif" width="12" height="12" border="0" alt="hide" id="author_20170002511_hide"></p> <p>2016-01-01</p> <p>On July 14th 2015, NASA's New Horizons mission gave us an unprecedented detailed view of the Pluto system. The complex compositional diversity of Pluto's encounter hemisphere was revealed by the Ralph/LEISA infrared spectrometer on board of New Horizons. We present compositional maps of Pluto defining the spatial distribution of the abundance and textural properties of the volatiles methane and nitrogen ices and non-volatiles water ice and tholin. These results are obtained by applying a pixel-by-pixel Hapke radiative transfer model to the LEISA scans. Our analysis focuses mainly on the large scale latitudinal variations of methane and nitrogen ices and aims at setting observational constraints to volatile transport models. Specifically, we find three latitudinal bands: the first, enriched in methane, extends from the pole to 55degN, the second dominated by nitrogen, continues south to 35 degN, and the third, com- posed again mainly of methane, reaches 20 degN. We demonstrate that the distribution of volatiles across these surface units can be explained by differences in insolation over the past few decades. The latitudinal pattern is broken by Sputnik Planitia, a large reservoir of volatiles, with nitrogen playing the most important role. The physical properties of methane and nitrogen in this region are suggestive of the presence of a cold trap or possible volatile stratification. Furthermore our modeling results point to a possible sublimation transport of nitrogen from the northwest edge of Sputnik Planitia toward the south.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017Icar..287..218P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017Icar..287..218P"><span>Pluto's global surface composition through pixel-by-pixel Hapke modeling of New Horizons Ralph/LEISA data</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Protopapa, S.; Grundy, W. M.; Reuter, D. C.; Hamilton, D. P.; Dalle Ore, C. M.; Cook, J. C.; Cruikshank, D. P.; Schmitt, B.; Philippe, S.; Quirico, E.; Binzel, R. P.; Earle, A. M.; Ennico, K.; Howett, C. J. A.; Lunsford, A. W.; Olkin, C. B.; Parker, A.; Singer, K. N.; Stern, A.; Verbiscer, A. J.; Weaver, H. A.; Young, L. A.; New Horizons Science Team</p> <p>2017-05-01</p> <p>On July 14th 2015, NASA's New Horizons mission gave us an unprecedented detailed view of the Pluto system. The complex compositional diversity of Pluto's encounter hemisphere was revealed by the Ralph/LEISA infrared spectrometer on board of New Horizons. We present compositional maps of Pluto defining the spatial distribution of the abundance and textural properties of the volatiles methane and nitrogen ices and non-volatiles water ice and tholin. These results are obtained by applying a pixel-by-pixel Hapke radiative transfer model to the LEISA scans. Our analysis focuses mainly on the large scale latitudinal variations of methane and nitrogen ices and aims at setting observational constraints to volatile transport models. Specifically, we find three latitudinal bands: the first, enriched in methane, extends from the pole to 55°N, the second dominated by nitrogen, continues south to 35°N, and the third, composed again mainly of methane, reaches 20°N. We demonstrate that the distribution of volatiles across these surface units can be explained by differences in insolation over the past few decades. The latitudinal pattern is broken by Sputnik Planitia, a large reservoir of volatiles, with nitrogen playing the most important role. The physical properties of methane and nitrogen in this region are suggestive of the presence of a cold trap or possible volatile stratification. Furthermore our modeling results point to a possible sublimation transport of nitrogen from the northwest edge of Sputnik Planitia toward the south.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19910013671','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19910013671"><span>Scientific results of the NASA-sponsored study project on Mars: Evolution of volcanism, tectonics, and volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Solomon, Sean C. (Editor); Sharpton, Virgil L. (Editor); Zimbelman, James R. (Editor)</p> <p>1990-01-01</p> <p>The objectives of the Mars: Evolution of Volcanism, Tectonics, and Volatiles (MEVTV) project are to outline the volcanic and tectonic history of Mars; to determine the influence of volatiles on Martian volcanic and tectonic processes; and to attempt to determine the compositional, thermal, and volatile history of Mars from its volcanic and tectonic evolution. Available data sets were used to test general models of the volcanic and tectonic history of Mars.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=81444&keyword=motor+AND+paso+AND+paso&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=81444&keyword=motor+AND+paso+AND+paso&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>RECEPTOR MODEL COMPARISONS AND WIND DIRECTION ANALYSES OF VOLATILE ORGANIC COMPOUNDS AND SUBMICROMETER PARTICLES IN AN ARID, BINATIONAL, URBAN AIRSHED</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>The relationship between continuous measurements of volatile organic compounds sources and particle number was evaluated at a Photochemical Assessment Monitoring Station Network (PAMS) site located near the U.S.-Mexico Border in central El Paso, TX. Sources of volatile organic...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19920001589','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19920001589"><span>Theoretical studies of volatile processes in the outer solar system</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Lunine, Jonathan I.</p> <p>1991-01-01</p> <p>Four studies of volatile processes in the outer solar system are discussed. Researchers suggest that the convective and conductive regions of Triton's atmosphere join at the tropopause near 10 km. A model of volatile transport on Triton's surface was constructed that predicts that Triton's surface north of 15 degrees north latitude is experiencing deposition of nitrogen frosts, as are the bright portions of the south polar cap near the equator. Also discussed are numerical models of the evolution of Titan's surface and atmosphere. Results of a study of the rheology of ammonia-water liquids were applied to the icy satellites of the outer solar system. Finally, the researchers examined the frictional heating, sublimation, and re-condensation of grains free-falling into the solar nebula from a surrounding interstellar cloud. The sublimation model includes the effect of various volatile species and accounts for the poor radiating properties of small grains using Mie theory.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=341485&Lab=NHEERL&keyword=Non+AND+equivalent&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=341485&Lab=NHEERL&keyword=Non+AND+equivalent&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>Prediction of internal dosimetry and toxicity of volatile chemicals in rats using physiologically based pharmacokinetic modeling: carbon tetrachloride as a model compound</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Prediction of internal dosimetry and toxicity of volatile chemicals in rats using physiologically based pharmacokinetic modeling: carbon tetrachloride as a model compound D.N. Williams1, J.E. Simmons2, J.V. Bruckner3, and M.V. Evans2 1ORISE, Oak Ridge, TN 37831-0117; 2US EPA/ORD/...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012AIPC.1479.2233N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012AIPC.1479.2233N"><span>Data analysis unveils a new stylized fact in foreign currency markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Nacher, J. C.; Ochiai, T.</p> <p>2012-09-01</p> <p>The search for stylized facts (i.e., simplified empirical facts) is of capital importance in econophysics because the stylized facts constitute the experimental empirical body on which theories and models should be tested. At the moment they are too few and this is an important limitation to the progress in the field. In this work, we unveil a new stylized fact, which consists of resistance effect and breaking-acceleration effect that implicitly requires a long memory feature in price movement. By analyzing a vast amount of historical data, we demonstrate that the financial market tends to exceed a past (historical) extreme price less often than expected by a classic short-memory model (e.g., Black-Scholes model). We call it resistance effect. However, when the market does it, we predict that the average volatility at that time point will be much higher (accelerates more). It means, in average, volatility accelerates more when the price breaks the highest (lowest) value. We refer to this as breaking-acceleration effect. These observed empirical facts are actually an effect which may arise from technical trading and psychological effects. Taken together, these results indicate that, beyond the predictive capability of this unveiled stylized fact, traditional short-memory models do not faithfully capture the market dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..495...59Z','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..495...59Z"><span>Exact probability distribution function for the volatility of cumulative production</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Zadourian, Rubina; Klümper, Andreas</p> <p>2018-04-01</p> <p>In this paper we study the volatility and its probability distribution function for the cumulative production based on the experience curve hypothesis. This work presents a generalization of the study of volatility in Lafond et al. (2017), which addressed the effects of normally distributed noise in the production process. Due to its wide applicability in industrial and technological activities we present here the mathematical foundation for an arbitrary distribution function of the process, which we expect will pave the future research on forecasting of the production process.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/1121014-observations-diurnal-weekly-variations-monoterpene-dominated-fluxes-volatile-organic-compounds-from-mediterranean-forests-implications-regional-modeling','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/1121014-observations-diurnal-weekly-variations-monoterpene-dominated-fluxes-volatile-organic-compounds-from-mediterranean-forests-implications-regional-modeling"><span>Observations of Diurnal to Weekly Variations of Monoterpene-Dominated Fluxes of Volatile Organic Compounds from Mediterranean Forests: Implications for Regional Modeling</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Fares, Silvano; Schnitzhofer, Ralf; Jiang, Xiaoyan</p> <p>2013-10-01</p> <p>The Estate of Castelporziano (Rome, Italy) hosts many ecosystems representative of Mediterranean vegetation, especially holm oak and pine forests and dune vegetation. In this work, basal emission factors (BEFs) of biogenic volatile organic compounds (BVOCs) obtained by Eddy Covariance in a field campaign using a proton transfer reaction–time-of-flight–mass spectrometer (PTR-TOF-MS) were compared to BEFs reported in previous studies that could not measure fluxes in real-time. Globally, broadleaf forests are dominated by isoprene emissions, but these Mediterranean ecosystems are dominated by strong monoterpene emitters, as shown by the new BEFs. The original and new BEFs were used to parametrize the modelmore » of emissions of gases and aerosols from nature (MEGAN v2.1), and model outputs were compared with measured fluxes. Results showed good agreement between modeled and measured fluxes when a model was used to predict radiative transfer and energy balance across the canopy. We then evaluated whether changes in BVOC emissions can affect the chemistry of the atmosphere and climate at a regional level. MEGAN was run together with the land surface model (community land model, CLM v4.0) of the community earth system model (CESM v1.0). Finally, results highlighted that tropospheric ozone concentration and air temperature predicted from the model are sensitive to the magnitude of BVOC emissions, thus demonstrating the importance of adopting the proper BEF values for model parametrization.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26568468','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26568468"><span>Analysis of Volatile Markers for Virgin Olive Oil Aroma Defects by SPME-GC/FID: Possible Sources of Incorrect Data.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Oliver-Pozo, Celia; Aparicio-Ruiz, Ramón; Romero, Inmaculada; García-González, Diego L</p> <p>2015-12-09</p> <p>The need to explain virgin olive oil (VOO) aroma descriptors by means of volatiles has raised interest in applying analytical techniques for trapping and quantitating volatiles. Static headspace sampling with solid phase microextraction (SPME) as trapping material is one of the most applied solutions for analyzing volatiles. The use of an internal standard and the determination of the response factors of the main volatiles seem to guarantee the correct determination of volatile concentrations in VOOs by SPME-GC/FID. This paper, however, shows that the competition phenomena between volatiles in their adsorption to the SPME fiber, inherent in static headspace sampling, may affect the quantitation. These phenomena are more noticeable in the particular case of highly odorant matrices, such as rancid and vinegary VOOs with high intensity of defect. The competition phenomena can modify the measurement sensitivity, which can be observed in volatile quantitation as well as in the recording of internal standard areas in different matrices. This paper analyzes the bias of the peak areas and concentrations of those volatiles that are markers for each sensory defect of VOOs (rancid, vinegary, musty, and fusty) when the intensity and complexity of aroma are increased. Of the 17 volatile markers studied in this work, 10 presented some anomalies in the quantitation in highly odorant matrices due the competition phenomena. However, quantitation was not affected in the concentration ranges at which each volatile marker is typically found in the defective oils they were characteristic of, validating their use as markers.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26617043','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26617043"><span>Effect of chitosan-lemon essential oil coatings on volatile profile of strawberries during storage.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Perdones, Ángela; Escriche, Isabel; Chiralt, Amparo; Vargas, Maria</p> <p>2016-04-15</p> <p>Chitosan coatings containing lemon essential oils were described as effective at controlling fruit fungal decay at 20°C during 7 days. In this work, GC-MS was used to characterise the volatile compounds of strawberries during cold storage in order to analyse the influence of fruit coatings with chitosan, containing or not containing lemon essential oil, on the volatile profile of the fruits. The coatings affected the metabolic pathways and volatile profile of the fruits. Pure chitosan promoted the formation of esters and dimethyl furfural in very short time after coating, while coatings containing lemon essential oil incorporated terpenes (limonene, γ-terpinene, p-cymene and α-citral) to the fruit volatiles and enhanced the fermentative process, modifying the typical fruit aroma composition. No effect of chitosan coatings was sensorially perceived, the changes induced by lemon essential oil were notably appreciated. Copyright © 2015 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013AGUFMMR14A..02M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013AGUFMMR14A..02M"><span>Toward measurements of volatile behavior at realistic pressure and temperature conditions in planetary deep interiors. (Invited)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>McWilliams, R. S.</p> <p>2013-12-01</p> <p>Laboratory studies of volatiles at high pressure are constantly challenged to achieve conditions directly relevant to planets. While dynamic compression experiments are confined to adiabatic pathways that frequently exceed relevant temperatures due to the low densities and bulk moduli of volatile samples, static compression experiments are often complicated by sample reactivity and mobility before reaching relevant temperatures. By combining the speed of dynamic compression with the flexibility of experimental path afforded by static compression, optical spectroscopy measurements in volatiles such as H, N, and Ar have been demonstrated at previously-unexplored planetary temperature (up to 11,000 K) and pressure (up to 150 GPa). These optical data characterize the electronic properties of extreme states and have implications for bonding, transport, and mixing behavior in volatiles within planets. This work was conducted in collaboration with D.A. Dalton and A.F. Goncharov (Carnegie Institution of Washington) and M.F. Mahmood (Howard University).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2009PhDT........85W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2009PhDT........85W"><span>Statistical physics approaches to financial fluctuations</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wang, Fengzhong</p> <p>2009-12-01</p> <p>Complex systems attract many researchers from various scientific fields. Financial markets are one of these widely studied complex systems. Statistical physics, which was originally developed to study large systems, provides novel ideas and powerful methods to analyze financial markets. The study of financial fluctuations characterizes market behavior, and helps to better understand the underlying market mechanism. Our study focuses on volatility, a fundamental quantity to characterize financial fluctuations. We examine equity data of the entire U.S. stock market during 2001 and 2002. To analyze the volatility time series, we develop a new approach, called return interval analysis, which examines the time intervals between two successive volatilities exceeding a given value threshold. We find that the return interval distribution displays scaling over a wide range of thresholds. This scaling is valid for a range of time windows, from one minute up to one day. Moreover, our results are similar for commodities, interest rates, currencies, and for stocks of different countries. Further analysis shows some systematic deviations from a scaling law, which we can attribute to nonlinear correlations in the volatility time series. We also find a memory effect in return intervals for different time scales, which is related to the long-term correlations in the volatility. To further characterize the mechanism of price movement, we simulate the volatility time series using two different models, fractionally integrated generalized autoregressive conditional heteroscedasticity (FIGARCH) and fractional Brownian motion (fBm), and test these models with the return interval analysis. We find that both models can mimic time memory but only fBm shows scaling in the return interval distribution. In addition, we examine the volatility of daily opening to closing and of closing to opening. We find that each volatility distribution has a power law tail. Using the detrended fluctuation analysis (DFA) method, we show long-term auto-correlations in these volatility time series. We also analyze return, the actual price changes of stocks, and find that the returns over the two sessions are often anti-correlated.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_11");'>11</a></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li class="active"><span>13</span></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_13 --> <div id="page_14" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li class="active"><span>14</span></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="261"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017JPhCS.943a2054S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017JPhCS.943a2054S"><span>The models for financial crisis detection in Indonesia based on import, export, and foreign exchange reserves</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sugiyanto; Wibowo, Supriyadi; Rizky Aristina Suwardi, Vivi</p> <p>2017-12-01</p> <p>The severity of the financial crisis that occurred in Indonesia required an early warning system of financial crisis. The financial crisis in Indonesia can be detected based on imports, exports, and foreign exchange reserves. The purpose of the research is to determine an appropriate model to detect the financial crisis in Indonesia based on imports, exports, and foreign exchange reserves. Markov switching is an alternative framework for the approach often used in financial crisis detection. Combined volatility and Markov switching model with three states assumptions can be established if an AR and volatility models have been obtained. Imports, exports, and foreign exchange reserves data from January 1990 to December 2016 have the heteroscedasticity effect so that an ARCH model is used as a volatility model. Research shows that SWARCH(3.1) model is an appropriate model for detecting financial crisis in Indonesia based on imports, exports, and foreign exchange reserves.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24347157','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24347157"><span>An overview of plant volatile metabolomics, sample treatment and reporting considerations with emphasis on mechanical damage and biological control of weeds.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Beck, John J; Smith, Lincoln; Baig, Nausheena</p> <p>2014-01-01</p> <p>The technology for the collection and analysis of plant-emitted volatiles for understanding chemical cues of plant-plant, plant-insect or plant-microbe interactions has increased over the years. Consequently, the in situ collection, analysis and identification of volatiles are considered integral to elucidation of complex plant communications. Due to the complexity and range of emissions the conditions for consistent emission of volatiles are difficult to standardise. To discuss: evaluation of emitted volatile metabolites as a means of screening potential target- and non-target weeds/plants for insect biological control agents; plant volatile metabolomics to analyse resultant data; importance of considering volatiles from damaged plants; and use of a database for reporting experimental conditions and results. Recent literature relating to plant volatiles and plant volatile metabolomics are summarised to provide a basic understanding of how metabolomics can be applied to the study of plant volatiles. An overview of plant secondary metabolites, plant volatile metabolomics, analysis of plant volatile metabolomics data and the subsequent input into a database, the roles of plant volatiles, volatile emission as a function of treatment, and the application of plant volatile metabolomics to biological control of invasive weeds. It is recommended that in addition to a non-damaged treatment, plants be damaged prior to collecting volatiles to provide the greatest diversity of odours. For the model system provided, optimal volatile emission occurred when the leaf was punctured with a needle. Results stored in a database should include basic environmental conditions or treatments. Copyright © 2013 John Wiley & Sons, Ltd.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012PhyA..391.1469W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012PhyA..391.1469W"><span>Pricing European option with transaction costs under the fractional long memory stochastic volatility model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wang, Xiao-Tian; Wu, Min; Zhou, Ze-Min; Jing, Wei-Shu</p> <p>2012-02-01</p> <p>This paper deals with the problem of discrete time option pricing using the fractional long memory stochastic volatility model with transaction costs. Through the 'anchoring and adjustment' argument in a discrete time setting, a European call option pricing formula is obtained.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=186945&keyword=biotechnology&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=186945&keyword=biotechnology&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>Predicting Age-appropriate Pharmacokinetics of Six Volatile Organic Compounds in the Rat Utilizing Physiologically-based Pharmacokinetic Modeling (T)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>The capability of physiologically-based pharmacokinetic (PBPK) models to incorporate ageappropriate physiological and chemical-specific parameters was utilized in this study to predict changes in internal dosimetry for six volatile organic compounds (VOCs) across different ages o...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=227238','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=227238"><span>Process model for ammonia volatilization from anaerobic swine lagoons incorporating varying wind speeds and biogas bubbling</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>Ammonia volatilization from treatment lagoons varies widely with the total ammonia concentration, pH, temperature, suspended solids, atmospheric ammonia concentration above the water surface, and wind speed. Ammonia emissions were estimated with a process-based mechanistic model integrating ammonia ...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20040076920','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20040076920"><span>The Diversity of Martian Volcanic Features as Seen in MOC Images and MOLA Topographic Data</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Mouginis-Mark, Peter J.</p> <p>2004-01-01</p> <p>This project focused on the evolution of the summit areas of Martian volcanoes. By using data collected from the Mars Orbiter Camera (MOC) and Mars Laser Altimeter (MOLA) instruments, we tried to better understand the diversity of constructional volcanism on Mars, and hence further understand eruption processes. We investigated the styles of volcanism on the major volcanic constructs (Olympus, Arsia, Pavonis, and Ascraeus Montes), and also studied the role of magma-volatile interactions within the shallow subsurface of these volcanoes and the surrounding areas. Theoretical models for internal processes within volcanoes, including the thermal influences of dike intrusions on pre-existing volatiles, were developed based on our identification of landform distributions. Our work provided new insights into the diversity of volcanism on Mars, and the distribution of Martian volatiles in space and time. Highlights of our results include: 1) The identification of large ash deposits at the summit of Arsia Mons; 2) The study of a large flank eruption on Elysium Mons and the estimation of the effusion rate needed to produce the observed lava channel; 3) The quantitative description of dike intrusion into volatile-rich terrain to explain the origin of Hrad Vallis; 4) The identification of constructional ridges on top of very young lava flows from Olympus Mons, with the interpretation that these ridges were formed by very recent phreatomagmatic eruptions; and 5) The characterization of the dimensions and slope distributions on 18 volcanic edifices on Mars.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28870105','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28870105"><span>Characterization of volatile compounds produced by Lactobacillus helveticus strains in a hard cheese model.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Cuffia, Facundo; Bergamini, Carina V; Wolf, Irma V; Hynes, Erica R; Perotti, María C</p> <p>2018-01-01</p> <p>Starter cultures of Lactobacillus helveticus used in hard cooked cheeses play an important role in flavor development. In this work, we studied the capacity of three strains of L. helveticus, two autochthonous (Lh138 and Lh209) and one commercial (LhB02), to grow and to produce volatile compounds in a hard cheese extract. Bacterial counts, pH, profiles of organic acids, carbohydrates, and volatile compounds were analyzed during incubation of extracts for 14 days at 37 ℃. Lactobacilli populations were maintained at 10 6 CFU ml -1 for Lh138, while decreases of approx. 2 log orders were found for LhB02 and Lh209. Both Lh209 and LhB02 slightly increased the acetic acid content whereas mild increase in lactic acid was produced by Lh138. The patterns of volatiles were dependent on the strain which reflect their distinct enzymatic machineries: LhB02 and Lh209 produced a greater diversity of compounds, while Lh138 was the least producer strain. Extracts inoculated with LhB02 and Lh 209 were characterized by ketones, esters, alcohols, aldehydes, and acids, whereas in the extracts with Lh138 the main compounds belonged to aromatic, aldehydes, and ketones groups. Therefore, Lh209 and LhB02 could represent the best cheese starters to improve and intensify the flavor, and even a starter composed by combinations of LhB02 or Lh209 with Lh138 could also be a strategy to diversify cheese flavor.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29526496','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29526496"><span>Dispersive liquid-liquid microextraction and gas chromatography accurate mass spectrometry for extraction and non-targeted profiling of volatile and semi-volatile compounds in grape marc distillates.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Fontana, Ariel; Rodríguez, Isaac; Cela, Rafael</p> <p>2018-04-20</p> <p>The suitability of dispersive liquid-liquid microextraction (DLLME) and gas chromatography accurate mass spectrometry (GC-MS), based on a time-of-flight (TOF) MS analyzer and using electron ionization (EI), for the characterization of volatile and semi-volatile profiles of grape marc distillates (grappa) are evaluated. DLLME conditions are optimized with a selection of compounds, from different chemical families, present in the distillate spirit. Under final working conditions, 2.5 mL of sample and 0.5 mL of organic solvents are consumed in the sample preparation process. The absolute extraction efficiencies ranged from 30 to 100%, depending on the compound. For the same sample volume, DLLME provided higher responses than solid-phase microextraction (SPME) for most of the model compounds. The GC-EI-TOF-MS records of grappa samples were processed using a data mining non-targeted search algorithm. In this way, chromatographic peaks and accurate EI-MS spectra of sample components were linked. The identities of more than 140 of these components are proposed from comparison of their accurate spectra with those in a low resolution EI-MS database, accurate masses of most intense fragment ions of known structure, and available chromatographic retention index. The use of chromatographic and spectral data, associated to the set of components mined from different grappa samples, for multivariate analysis purposes is also illustrated in the study. Copyright © 2018 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/22384958','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/22384958"><span>Effect of the type of oil on the evolution of volatile compounds of taralli during storage.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Giarnetti, Mariagrazia; Caponio, Francesco; Paradiso, Vito M; Summo, Carmine; Gomes, Tommaso</p> <p>2012-03-01</p> <p>Baking process leads to a huge quantity of newly formed volatile compounds, which play a major role in developing the flavor of the final product. The aim of this work was to investigate on the evolution of the volatile profile of taralli as a function of both the kind of oil used in the dough and the storage time. The volatile compounds from the taralli were extracted by headspace solid-phase microextraction and analyzed by gas-chromatography/mass spectrometry (GC/MS). Forty-four volatile compounds were identified in taralli, most of which produced by thermically induced reactions occurring during baking process, such as volatiles deriving from Maillard reaction and/or sugar degradation and lipid oxidation. The results obtained demonstrated the essential role played by the type of oil on the formation and on the release of volatile compounds. The volatile compounds significantly increased during storage and their individual levels were in most cases significantly lower in taralli made with extra virgin olive oil than in those made with refined oils. Finally, the taralli made with extra virgin olive oil, compared with those prepared with other vegetable oils, showed to be more resistant to oxidation, probably due to the presence of natural antioxidants. © 2012 Institute of Food Technologists®</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22597707-origin-resistive-switching-volatility-ni-tio-sub-ni-stacks','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22597707-origin-resistive-switching-volatility-ni-tio-sub-ni-stacks"><span>On the origin of resistive switching volatility in Ni/TiO{sub 2}/Ni stacks</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Cortese, Simone, E-mail: simone.cortese@soton.ac.uk; Trapatseli, Maria; Khiat, Ali</p> <p>2016-08-14</p> <p>Resistive switching and resistive random access memories have attracted huge interest for next generation nonvolatile memory applications, also thought to be able to overcome flash memories limitations when arranged in crossbar arrays. A cornerstone of their potential success is that the toggling between two distinct resistance states, usually a High Resistive State (HRS) and a Low Resistive State (LRS), is an intrinsic non-volatile phenomenon with the two states being thermodynamically stable. TiO{sub 2} is one of the most common materials known to support non-volatile RS. In this paper, we report a volatile resistive switching in a titanium dioxide thin filmmore » sandwiched by two nickel electrodes. The aim of this work is to understand the underlying physical mechanism that triggers the volatile effect, which is ascribed to the presence of a NiO layer at the bottom interface. The NiO layer alters the equilibrium between electric field driven filament formation and thermal enhanced ion diffusion, resulting in the volatile behaviour. Although the volatility is not ideal for non-volatile memory applications, it shows merit for access devices in crossbar arrays due to its high LRS/HRS ratio, which are also briefly discussed.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AGUFM.P43A2106K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AGUFM.P43A2106K"><span>Hidden in the Neutrons: Physical Evidence for Lunar True Polar Wander</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Keane, J. T.; Siegler, M. A.; Miller, R. S.; Laneuville, M.; Paige, D. A.; Matsuyama, I.; Lawrence, D. J.; Crotts, A.; Poston, M.</p> <p>2015-12-01</p> <p>Airless bodies like the Moon are time capsules of planetary and solar system evolution. Lunar polar ices, in particular, record a history of volatile delivery, orbital dynamics, and solar system chemistry. However, despite two decades of orbital geochemistry measurements, the observed abundances and spatial distribution of lunar polar volatiles (likely water ice, as inferred by epithermal neutron deficits) remain unexplained. The observed deposits do not correlate with measured surface temperatures or thermal models of ice stability and are notably asymmetric about the lunar poles, with the peak abundance offset from the present-day pole by 5°. Here we show, for the first time, that polar volatile deposits at the North and South pole are antipodal, displaced equally from each each pole along opposite longitudes. These off-polar volatiles likely represent fossilized cold-traps, formed when the moon had a different spin pole. Reorientation of the Moon from this paleopole to the present pole (i.e. true polar wander) altered the locations of cold-traps and resulted in the asymmetric, but antipodal, polar hydrogen distribution. Since true polar wander results from changes in the distribution of mass within a planet, the direction and magnitude of this wander can be used to constrain the evolution of the lunar interior. We find a causal link between this paleopole and the unique thermal evolution of the nearside Procellarum KREEP Terrane (PKT). Radiogenic heating within this province not only resulted major mare volcanism, but also altered the Moon's moments of inertia. We use a combination of analytical, and numerical 3-D thermochemical convection models to show that the evolution of the PKT naturally produces the correct direction and magnitude of polar wander (albeit early in lunar history, when the PKT was most active). This work provides a self-consistent explanation for the spatial distribution of lunar polar volatiles and opens a deeper connection to the evolution of the lunar interior. Our hypothesis will be readily testable with forthcoming lunar missions, including high-resolution orbital geochemistry instruments, in-situ and returned sample analysis, and geophysical networks.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://pubs.er.usgs.gov/publication/70184512','USGSPUBS'); return false;" href="https://pubs.er.usgs.gov/publication/70184512"><span>Evaluation of volatilization as a natural attenuation pathway for MTBE</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://pubs.er.usgs.gov/pubs/index.jsp?view=adv">USGS Publications Warehouse</a></p> <p>Lahvis, Matthew A.; Baehr, Arthur L.; Baker, Ronald J.</p> <p>2004-01-01</p> <p>Volatilization and diffusion through the unsaturated zone can be an important pathway for natural attenuation remediation of methyl tert-butyl ether (MTBE) at gasoline spill sites. The significance of this pathway depends primarily on the distribution of immiscible product within the unsaturated zone and the relative magnitude of aqueous-phase advection (ground water recharge) to gaseous-phase diffusion. At a gasoline spill site in Laurel Bay, South Carolina, rates of MTBE volatilization from ground water downgradient from the source are estimated by analyzing the distribution of MTBE in the unsaturated zone above a solute plume. Volatilization rates of MTBE from ground water determined by transport modeling ranged from 0.0020 to 0.0042 g m-2/year, depending on the assumed rate of ground water recharge. Although diffusive conditions at the Laurel Bay site are favorable for volatilization, mass loss of MTBE is insignificant over the length (230 m) of the solute plume. Based on this analysis, significant volatilization of MTBE from ground water downgradient from source areas at other sites is not likely. In contrast, model results indicate that volatilization coupled with diffusion to the atmosphere could be a significant mass loss pathway for MTBE in source areas where residual product resides above the capillary zone. Although not documented, mass loss of MTBE at the Laurel Bay site due to volatilization and diffusion to the atmosphere are predicted to be two to three times greater than mass loading of MTBE to ground water due to dissolution and recharge. This result would imply that volatilization in the source zone may be the critical natural attenuation pathway for MTBE at gasoline spill sites, especially when considering capillary zone limitations on volatilization of MTBE from ground water and the relative recalcitrance of MTBE to biodegradation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=3758294','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=3758294"><span>Reactivation in Working Memory: An Attractor Network Model of Free Recall</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Lansner, Anders; Marklund, Petter; Sikström, Sverker; Nilsson, Lars-Göran</p> <p>2013-01-01</p> <p>The dynamic nature of human working memory, the general-purpose system for processing continuous input, while keeping no longer externally available information active in the background, is well captured in immediate free recall of supraspan word-lists. Free recall tasks produce several benchmark memory phenomena, like the U-shaped serial position curve, reflecting enhanced memory for early and late list items. To account for empirical data, including primacy and recency as well as contiguity effects, we propose here a neurobiologically based neural network model that unifies short- and long-term forms of memory and challenges both the standard view of working memory as persistent activity and dual-store accounts of free recall. Rapidly expressed and volatile synaptic plasticity, modulated intrinsic excitability, and spike-frequency adaptation are suggested as key cellular mechanisms underlying working memory encoding, reactivation and recall. Recent findings on the synaptic and molecular mechanisms behind early LTP and on spiking activity during delayed-match-to-sample tasks support this view. PMID:24023690</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24023690','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24023690"><span>Reactivation in working memory: an attractor network model of free recall.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Lansner, Anders; Marklund, Petter; Sikström, Sverker; Nilsson, Lars-Göran</p> <p>2013-01-01</p> <p>The dynamic nature of human working memory, the general-purpose system for processing continuous input, while keeping no longer externally available information active in the background, is well captured in immediate free recall of supraspan word-lists. Free recall tasks produce several benchmark memory phenomena, like the U-shaped serial position curve, reflecting enhanced memory for early and late list items. To account for empirical data, including primacy and recency as well as contiguity effects, we propose here a neurobiologically based neural network model that unifies short- and long-term forms of memory and challenges both the standard view of working memory as persistent activity and dual-store accounts of free recall. Rapidly expressed and volatile synaptic plasticity, modulated intrinsic excitability, and spike-frequency adaptation are suggested as key cellular mechanisms underlying working memory encoding, reactivation and recall. Recent findings on the synaptic and molecular mechanisms behind early LTP and on spiking activity during delayed-match-to-sample tasks support this view.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AGUFM.A33K..04H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AGUFM.A33K..04H"><span>Advanced Characterization of Semivolatile Organic Compounds Emitted from Biomass Burning</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hatch, L. E.; Liu, Y.; Rivas-Ubach, A.; Shaw, J. B.; Lipton, M. S.; Barsanti, K. C.</p> <p>2016-12-01</p> <p>Biomass burning (BB) emits large amounts of non-methane organic gases (NMOGs) and primary (directly emitted) particulate matter (PM). NMOGs also react in plume to form secondary PM (i.e., SOA) and ozone. BB-PM has been difficult to represent accurately in models used for chemistry and climate predictions, including for air quality and fire management purposes. Much recent research supports that many previously unconsidered SOA precursors exist, including oxidation of semivolatile compounds (SVOCs). Although many recent studies have characterized relatively volatile BB-derived NMOGs and relatively non-volatile particle-phase organic species, comparatively few studies have performed detailed characterization of SVOCs emitted from BB. Here we present efforts to expand the volatility and compositional ranges of compounds measured in BB smoke. In this work, samples of SVOCs in gas and particle phases were collected from 18 fires representing a range of fuel types during the 2016 FIREX fire laboratory campaign; samples were analyzed by two-dimensional gas chromatography with time-of-flight mass spectrometry (GCxGC-TOFMS) and Fourier-transform ion cyclotron resonance mass spectrometry (FTICR-MS). Hundreds of compounds were detectable in both gas and particle phases by GCxGC-TOFMS whereas thousands of peaks were present in the FTICR mass spectra. Data from both approaches highlight that chemical fingerprints of smoke are fuel/burn-dependent. These efforts support our continued research in building the understanding and model representation of BB emissions and BB-derived SOA.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.A33K..04H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.A33K..04H"><span>Advanced Characterization of Semivolatile Organic Compounds Emitted from Biomass Burning</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hatch, L. E.; Liu, Y.; Rivas-Ubach, A.; Shaw, J. B.; Lipton, M. S.; Barsanti, K. C.</p> <p>2017-12-01</p> <p>Biomass burning (BB) emits large amounts of non-methane organic gases (NMOGs) and primary (directly emitted) particulate matter (PM). NMOGs also react in plume to form secondary PM (i.e., SOA) and ozone. BB-PM has been difficult to represent accurately in models used for chemistry and climate predictions, including for air quality and fire management purposes. Much recent research supports that many previously unconsidered SOA precursors exist, including oxidation of semivolatile compounds (SVOCs). Although many recent studies have characterized relatively volatile BB-derived NMOGs and relatively non-volatile particle-phase organic species, comparatively few studies have performed detailed characterization of SVOCs emitted from BB. Here we present efforts to expand the volatility and compositional ranges of compounds measured in BB smoke. In this work, samples of SVOCs in gas and particle phases were collected from 18 fires representing a range of fuel types during the 2016 FIREX fire laboratory campaign; samples were analyzed by two-dimensional gas chromatography with time-of-flight mass spectrometry (GCxGC-TOFMS) and Fourier-transform ion cyclotron resonance mass spectrometry (FTICR-MS). Hundreds of compounds were detectable in both gas and particle phases by GCxGC-TOFMS whereas thousands of peaks were present in the FTICR mass spectra. Data from both approaches highlight that chemical fingerprints of smoke are fuel/burn-dependent. These efforts support our continued research in building the understanding and model representation of BB emissions and BB-derived SOA.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4683202','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4683202"><span>Volatiles in Inter-Specific Bacterial Interactions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Tyc, Olaf; Zweers, Hans; de Boer, Wietse; Garbeva, Paolina</p> <p>2015-01-01</p> <p>The importance of volatile organic compounds for functioning of microbes is receiving increased research attention. However, to date very little is known on how inter-specific bacterial interactions effect volatiles production as most studies have been focused on volatiles produced by monocultures of well-described bacterial genera. In this study we aimed to understand how inter-specific bacterial interactions affect the composition, production and activity of volatiles. Four phylogenetically different bacterial species namely: Chryseobacterium, Dyella, Janthinobacterium, and Tsukamurella were selected. Earlier results had shown that pairwise combinations of these bacteria induced antimicrobial activity in agar media whereas this was not the case for monocultures. In the current study, we examined if these observations were also reflected by the production of antimicrobial volatiles. Thus, the identity and antimicrobial activity of volatiles produced by the bacteria were determined in monoculture as well in pairwise combinations. Antimicrobial activity of the volatiles was assessed against fungal, oomycetal, and bacterial model organisms. Our results revealed that inter-specific bacterial interactions affected volatiles blend composition. Fungi and oomycetes showed high sensitivity to bacterial volatiles whereas the effect of volatiles on bacteria varied between no effects, growth inhibition to growth promotion depending on the volatile blend composition. In total 35 volatile compounds were detected most of which were sulfur-containing compounds. Two commonly produced sulfur-containing volatile compounds (dimethyl disulfide and dimethyl trisulfide) were tested for their effect on three target bacteria. Here, we display the importance of inter-specific interactions on bacterial volatiles production and their antimicrobial activities. PMID:26733959</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013JPhCS.439a2018O','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013JPhCS.439a2018O"><span>Photocatalytic thin films coupled with polymeric microcapsules for the controlled-release of volatile agents upon solar activation</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Oliveira, L. F.; Marques, J.; Coutinho, P. J. G.; Parpot, P.; Tavares, C. J.</p> <p>2013-06-01</p> <p>This work reportson the application of solar-activated photocatalytic thin films that allow the controlled-release of volatile agents (e.g., insecticides, repellents) from the interior of adsorbedpolymericmicrocapsules. In order to standardize the tests, a quantification of the inherent controlled-release of a particular volatile agent is determined by gas chromatography coupled to mass spectroscopy, so that an application can be offered to a wide range of supports from various industrial sectors, such as in textiles (clothing, curtains, mosquito nets). This technology takes advantage of the established photocatalytic property of titanium dioxide (TiO2) for the use as an active surface/site to promote the controlled-release of a specific vapor (volatile agentfrom within the aforementioned microcapsules.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..462.1091G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..462.1091G"><span>Stochastic model of financial markets reproducing scaling and memory in volatility return intervals</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gontis, V.; Havlin, S.; Kononovicius, A.; Podobnik, B.; Stanley, H. E.</p> <p>2016-11-01</p> <p>We investigate the volatility return intervals in the NYSE and FOREX markets. We explain previous empirical findings using a model based on the interacting agent hypothesis instead of the widely-used efficient market hypothesis. We derive macroscopic equations based on the microscopic herding interactions of agents and find that they are able to reproduce various stylized facts of different markets and different assets with the same set of model parameters. We show that the power-law properties and the scaling of return intervals and other financial variables have a similar origin and could be a result of a general class of non-linear stochastic differential equations derived from a master equation of an agent system that is coupled by herding interactions. Specifically, we find that this approach enables us to recover the volatility return interval statistics as well as volatility probability and spectral densities for the NYSE and FOREX markets, for different assets, and for different time-scales. We find also that the historical S&P500 monthly series exhibits the same volatility return interval properties recovered by our proposed model. Our statistical results suggest that human herding is so strong that it persists even when other evolving fluctuations perturbate the financial system.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhRvE..78a6101L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhRvE..78a6101L"><span>Path integral approach to closed-form option pricing formulas with applications to stochastic volatility and interest rate models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lemmens, D.; Wouters, M.; Tempere, J.; Foulon, S.</p> <p>2008-07-01</p> <p>We present a path integral method to derive closed-form solutions for option prices in a stochastic volatility model. The method is explained in detail for the pricing of a plain vanilla option. The flexibility of our approach is demonstrated by extending the realm of closed-form option price formulas to the case where both the volatility and interest rates are stochastic. This flexibility is promising for the treatment of exotic options. Our analytical formulas are tested with numerical Monte Carlo simulations.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_12");'>12</a></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li class="active"><span>14</span></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_14 --> <div id="page_15" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li class="active"><span>15</span></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="281"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20050217189','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20050217189"><span>Thermodynamics of Volatile Species in the Silicon-Oxygen-Hydrogen System Studied</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Jacobson, Nathan S.; Opila, Elizabeth J.; Copland, Evan H.; Myers, Dwight</p> <p>2005-01-01</p> <p>The volatilization of silica (SiO2) to silicon hydroxides and oxyhydroxides because of reaction with water vapor is important in a variety of high-temperature corrosion processes. For example, the lifetimes of silicon carbide (SiC) and silicon nitride (Si3N4) - based components in combustion environments are limited by silica volatility. To understand and model this process, it is essential to have accurate thermodynamic data for the formation of volatile silicon hydroxides and oxyhydroxides.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..461..788N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..461..788N"><span>Extracting volatility signal using maximum a posteriori estimation</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Neto, David</p> <p>2016-11-01</p> <p>This paper outlines a methodology to estimate a denoised volatility signal for foreign exchange rates using a hidden Markov model (HMM). For this purpose a maximum a posteriori (MAP) estimation is performed. A double exponential prior is used for the state variable (the log-volatility) in order to allow sharp jumps in realizations and then log-returns marginal distributions with heavy tails. We consider two routes to choose the regularization and we compare our MAP estimate to realized volatility measure for three exchange rates.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/1333888','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/1333888"><span>Above and belowground connections and species interactions: Controls over ecosystem fluxes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Trowbridge, Amy Marie; Phillips, Richard; Stoy, Paul Christopher</p> <p></p> <p>The ultimate goal of this work was to quantify soil and volatile organic compound fluxes as a function of tree species and associated mycorrhizal associations in an intact forest, but also to describe the physical and biological factors that control these emissions. The results of this research lay the foundation toward an improved mechanistic understanding of carbon pathways, fluxes, and ecosystem function, ultimately improving the representation of forest ecosystems in Earth System models. To this end, a multidisciplinary approach was necessary to fill a critical gap in our understanding of how soil and root processes may influence whole-ecosystem carbon-based volatilemore » fluxes in the face of a rapidly changing climate. We developed a series of novel sampling protocols and coupled a variety of advanced analytical techniques, resulting in findings relevant across disciplines. Furthermore, we leveraged existing infrastructure, research sites, and datasets to design a low-cost exploratory project that links belowground processes, soil volatile emissions, and total ecosystem carbon budgets. Measurements from soil collars installed across a species/mycorrhizal gradient at the DOE-supported Moran Monroe State Forest Ameriflux tower site suggest that leaf litter is the primary source of belowground and forest floor volatile emissions, but the strength of this source is significantly affected not only by leaf litter type, but the strength of the soil as a sink. Results suggest that the strength of the sink is influenced by tree species-specific associated microbial communities that change throughout the season as a function of temperature, soil moisture, leaf litter inputs, and phenology. The magnitude of the observed volatile fluxes from the forest floor is small relative to total aboveground ecosystem flux, but the contribution of these emissions to volatile-mediated ecological interactions and soil processes (e.g. nitrification) varies substantially across the growing season. This research lays the foundation to answer important questions regarding the impacts of seasonality and forest composition on belowground volatile source-sink dynamics in mediating nutrient cycling and biogeochemistry dynamics—critical components of overall ecosystem functioning. In collaboration with the Environmental Simulations Unit (EUS) at the Helmholtz Zentrum in Munich, Germany (headed by Prof. Dr. Joerg-Peter Schinitzler), we investigated carbon investment in above and belowground plant volatile compounds in response to environmental conditions and mycorrhizal associations. Using the sophisticated phytotron facility and on-line trace gas instruments, we conducted controlled laboratory experiments that showed that biotic stresses, such as herbivore feeding, can alter the magnitude of belowground volatile emissions as well as carbon allocation towards these volatiles. We saw no effect of mycorrhizae on any induced response, suggesting that microbial effects were unrelated to source-sink dynamics driving terpene emissions. Furthermore, the results suggest that even though enzyme activity responsible for root volatile synthesis is up-regulated following herbivory, the sink strength of the soil can significantly impact what is measured at the soil/atmosphere interface and thereby what enters the atmosphere. This is important as scientists may be underestimating the magnitude of belowground volatile emissions and their influence on belowground interactions due to limitations associated with current sampling techniques. These key findings are being integrated with results from a hydroxyl radical reactivity-VOC campaign and a late season litter removal experiment to offer a comprehensive mechanistic understanding of the sources and controls over soil volatile emissions, particularly during times of the year when vegetative aboveground emissions are low (leaf senescence). Ultimately, these coupled field and laboratory experiments offer insights into seasonal dynamics of volatile emissions and the mechanisms that control carbon allocation to these compounds with an eye towards improving carbon budgets, nutrient cycling, and terrestrial ecosystem models.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..445..264A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..445..264A"><span>Forecasting Tehran stock exchange volatility; Markov switching GARCH approach</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Abounoori, Esmaiel; Elmi, Zahra (Mila); Nademi, Younes</p> <p>2016-03-01</p> <p>This paper evaluates several GARCH models regarding their ability to forecast volatility in Tehran Stock Exchange (TSE). These include GARCH models with both Gaussian and fat-tailed residual conditional distribution, concerning their ability to describe and forecast volatility from 1-day to 22-day horizon. Results indicate that AR(2)-MRSGARCH-GED model outperforms other models at one-day horizon. Also, the AR(2)-MRSGARCH-GED as well as AR(2)-MRSGARCH-t models outperform other models at 5-day horizon. In 10 day horizon, three models of AR(2)-MRSGARCH outperform other models. Concerning 22 day forecast horizon, results indicate no differences between MRSGARCH models with that of standard GARCH models. Regarding Risk management out-of-sample evaluation (95% VaR), a few models seem to provide reasonable and accurate VaR estimates at 1-day horizon, with a coverage rate close to the nominal level. According to the risk management loss functions, there is not a uniformly most accurate model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28756673','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28756673"><span>Evolution of Volatile Compounds during the Distillation of Cognac Spirit.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Awad, Pierre; Athès, Violaine; Decloux, Martine Esteban; Ferrari, Gérald; Snakkers, Guillaume; Raguenaud, Patrick; Giampaoli, Pierre</p> <p>2017-09-06</p> <p>Cognac wine spirit has a complex composition in volatile compounds which contributes to its organoleptic profile. This work focused on the batch distillation process and, in particular, on volatile compounds specifically produced by chemical reactions during the distillation of Cognac wine spirit, traditionally conducted in two steps with charentais pot stills. The aim of this study was to characterize these volatile compounds formed during distillation. Sampling has been performed on the distillates and inside the boiler during a typical Cognac distillation. The analysis of these samples allowed us to perform a mass balance and to point out several types of volatile compounds whose quantities strongly increased during the distillation process. These compounds were distinguished by their chemical family. It has been found that the first distillation step was decisive for the formation of volatile compounds. Moreover, 2 esters, 3 aldehydes, 12 norisoprenoids, and 3 terpenes were shown to be generated during the process. These results suggest that some volatile compounds found in Cognac spirit are formed during distillation due to chemical reactions induced by high temperature. These findings give important indications to professional distillers in order to enhance the product's quality.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/21108074','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/21108074"><span>Volatile flavor compounds in yogurt: a review.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Cheng, Hefa</p> <p>2010-11-01</p> <p>Considerable knowledge has been accumulated on the volatile compounds contributing to the aroma and flavor of yogurt. This review outlines the production of the major flavor compounds in yogurt fermentation and the analysis techniques, both instrumental and sensory, for quantifying the volatile compounds in yogurt. The volatile compounds that have been identified in plain yogurt are summarized, with the few key aroma compounds described in detail. Most flavor compounds in yogurt are produced from lipolysis of milkfat and microbiological transformations of lactose and citrate. More than 100 volatiles, including carbonyl compounds, alcohols, acids, esters, hydrocarbons, aromatic compounds, sulfur-containing compounds, and heterocyclic compounds, are found in yogurt at low to trace concentrations. Besides lactic acid, acetaldehyde, diacetyl, acetoin, acetone, and 2-butanone contribute most to the typical aroma and flavor of yogurt. Extended storage of yogurt causes off-flavor development, which is mainly attributed to the production of undesired aldehydes and fatty acids during lipid oxidation. Further work on studying the volatile flavor compounds-matrix interactions, flavor release mechanisms, and the synergistic effect of flavor compounds, and on correlating the sensory properties of yogurt with the compositions of volatile flavor compounds are needed to fully elucidate yogurt aroma and flavor.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=71421&keyword=automobile&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=71421&keyword=automobile&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>SOURCE APPORTIONMENT OF EXPOSURES TO VOLATILE ORGANIC COMPOUNDS: I. EVALUATION OF RECEPTOR MODELS USING SIMULATED EXPOSURE DATA. (R826788)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p><p>Four receptor-oriented source apportionment models were evaluated by applying them to simulated personal exposure data for select volatile organic compounds (VOCs) that were generated by Monte Carlo sampling from known source contributions and profiles. The exposure sources mo...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=63597&keyword=properties+AND+physical+AND+gases&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=63597&keyword=properties+AND+physical+AND+gases&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>MODELING FLUX PATHWAYS TO VEGETATION FOR VOLATILE AND SEMI-VOLATILE ORGANIC COMPOUNDS IN A MULTIMEDIA ENVIRONMENT</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>This study evaluates the treatment of gas-phase atmospheric deposition in a screening level model of the multimedia environmental distribution of toxics (MEND-TOX). Recent algorithmic additions to MEND-TOX for the estimation of gas-phase deposition velocity over vegetated surf...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=71422&keyword=team+AND+building&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=71422&keyword=team+AND+building&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>SOURCE APPORTIONMENT OF EXPOSURES TO VOLATILE ORGANIC COMPOUNDS: II. APPLICATION OF RECEPTOR MODELS TO TEAM STUDY DATA. (R826788)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p><p>Four receptor-oriented source apportionment models were applied to personal exposure measurements for toxic volatile organic compounds (VOCs). The measurements are from the total exposure assessment methodology studies conducted from 1980 to 1984 in New Jersey (NJ) and Califor...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=333279','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=333279"><span>A process-based emission model for volatile organic compounds from silage sources on farms</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>Silage on dairy farms can emit large amounts of volatile organic compounds (VOCs), a precursor in the formation of tropospheric ozone. Because of the challenges associated with direct measurements, process-based modeling is another approach for estimating emissions of air pollutants from sources suc...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=267074','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=267074"><span>Effects of soil moisture on the diurnal pattern of pesticide emission: Numerical simulation and sensitivity analysis</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>Accurate prediction of pesticide volatilization is important for the protection of human and environmental health. Due to the complexity of the volatilization process, sophisticated predictive models are needed, especially for dry soil conditions. A mathematical model was developed to allow simulati...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.gpo.gov/fdsys/pkg/FR-2012-07-09/pdf/2012-16653.pdf','FEDREG'); return false;" href="https://www.gpo.gov/fdsys/pkg/FR-2012-07-09/pdf/2012-16653.pdf"><span>77 FR 40398 - Self-Regulatory Organizations; Fixed Income Clearing Corporation; Order Approving Proposed Rule...</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=FR">Federal Register 2010, 2011, 2012, 2013, 2014</a></p> <p></p> <p>2012-07-09</p> <p>... prices of financial products that have maturity dates in the future as part of the volatility model in... Volatility Model in Its Clearing Fund Formula July 2, 2012. I. Introduction On May 15, 2012, the Fixed Income... simulation model currently used to calculate the VaR Charge in GSD's Clearing Fund formula is driven by...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AIPC.1868d0005N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AIPC.1868d0005N"><span>Volatility modeling for IDR exchange rate through APARCH model with student-t distribution</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Nugroho, Didit Budi; Susanto, Bambang</p> <p>2017-08-01</p> <p>The aim of this study is to empirically investigate the performance of APARCH(1,1) volatility model with the Student-t error distribution on five foreign currency selling rates to Indonesian rupiah (IDR), including the Swiss franc (CHF), the Euro (EUR), the British pound (GBP), Japanese yen (JPY), and the US dollar (USD). Six years daily closing rates over the period of January 2010 to December 2016 for a total number of 1722 observations have analysed. The Bayesian inference using the efficient independence chain Metropolis-Hastings and adaptive random walk Metropolis methods in the Markov chain Monte Carlo (MCMC) scheme has been applied to estimate the parameters of model. According to the DIC criterion, this study has found that the APARCH(1,1) model under Student-t distribution is a better fit than the model under normal distribution for any observed rate return series. The 95% highest posterior density interval suggested the APARCH models to model the IDR/JPY and IDR/USD volatilities. In particular, the IDR/JPY and IDR/USD data, respectively, have significant negative and positive leverage effect in the rate returns. Meanwhile, the optimal power coefficient of volatility has been found to be statistically different from 2 in adopting all rate return series, save the IDR/EUR rate return series.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20110024038','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20110024038"><span>Dynamic Modeling of Process Technologies for Closed-Loop Water Recovery Systems</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Allada, Rama Kumar; Lange, Kevin; Anderson, Molly</p> <p>2011-01-01</p> <p>Detailed chemical process simulations are a useful tool in designing and optimizing complex systems and architectures for human life support. Dynamic and steady-state models of these systems help contrast the interactions of various operating parameters and hardware designs, which become extremely useful in trade-study analyses. NASA s Exploration Life Support technology development project recently made use of such models to compliment a series of tests on different waste water distillation systems. This paper presents dynamic simulations of chemical process for primary processor technologies including: the Cascade Distillation System (CDS), the Vapor Compression Distillation (VCD) system, the Wiped-Film Rotating Disk (WFRD), and post-distillation water polishing processes such as the Volatiles Removal Assembly (VRA) that were developed using the Aspen Custom Modeler and Aspen Plus process simulation tools. The results expand upon previous work for water recovery technology models and emphasize dynamic process modeling and results. The paper discusses system design, modeling details, and model results for each technology and presents some comparisons between the model results and available test data. Following these initial comparisons, some general conclusions and forward work are discussed.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AtmEn.133..123T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AtmEn.133..123T"><span>Speciation of the major inorganic salts in atmospheric aerosols of Beijing, China: Measurements and comparison with model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Tang, Xiong; Zhang, Xiaoshan; Ci, Zhijia; Guo, Jia; Wang, Jiaqi</p> <p>2016-05-01</p> <p>In the winter and summer of 2013-2014, we used a sampling system, which consists of annular denuder, back-up filter and thermal desorption set-up, to measure the speciation of major inorganic salts in aerosols and the associated trace gases in Beijing. This sampling system can separate volatile ammonium salts (NH4NO3 and NH4Cl) from non-volatile ammonium salts ((NH4)2SO4), as well as the non-volatile nitrate and chloride. The measurement data was used as input of a thermodynamic equilibrium model (ISORROPIA II) to investigate the gas-aerosol equilibrium characteristics. Results show that (NH4)2SO4, NH4NO3 and NH4Cl were the major inorganic salts in aerosols and mainly existed in the fine particles. The sulfate, nitrate and chloride associated with crustal ions were also important in Beijing where mineral dust concentrations were high. About 19% of sulfate in winter and 11% of sulfate in summer were associated with crustal ions and originated from heterogeneous reactions or direct emissions. The non-volatile nitrate contributed about 33% and 15% of nitrate in winter and summer, respectively. Theoretical thermodynamic equilibrium calculations for NH4NO3 and NH4Cl suggest that the gaseous precursors were sufficient to form stable volatile ammonium salts in winter, whereas the internal mixing with sulfate and crustal species were important for the formation of volatile ammonium salts in summer. The results of the thermodynamic equilibrium model reasonably agreed with the measurements of aerosols and gases, but large discrepancy existed in predicting the speciation of inorganic ammonium salts. This indicates that the assumption on crustal species in the model was important for obtaining better understanding on gas-aerosol partitioning and improving the model prediction.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.gpo.gov/fdsys/pkg/FR-2012-07-31/pdf/2012-18602.pdf','FEDREG'); return false;" href="https://www.gpo.gov/fdsys/pkg/FR-2012-07-31/pdf/2012-18602.pdf"><span>77 FR 45394 - Self-Regulatory Organizations; EDGX Exchange, Inc.; Notice of Filing and Immediate Effectiveness...</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=FR">Federal Register 2010, 2011, 2012, 2013, 2014</a></p> <p></p> <p>2012-07-31</p> <p>... date on which a limit up/limit down mechanism to address extraordinary market volatility, if adopted... rule was too narrow. In particular, commenters noted that securities that experienced volatility on May..., unanticipated price movements in NMS stocks. The Exchange believes that the Pilot is working well, that it has...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.gpo.gov/fdsys/pkg/FR-2012-07-31/pdf/2012-18601.pdf','FEDREG'); return false;" href="https://www.gpo.gov/fdsys/pkg/FR-2012-07-31/pdf/2012-18601.pdf"><span>77 FR 45396 - Self-Regulatory Organizations; EDGA Exchange, Inc.; Notice of Filing and Immediate Effectiveness...</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.gpo.gov/fdsys/browse/collection.action?collectionCode=FR">Federal Register 2010, 2011, 2012, 2013, 2014</a></p> <p></p> <p>2012-07-31</p> <p>... the date on which a limit up/limit down mechanism to address extraordinary market volatility, if... rule was too narrow. In particular, commenters noted that securities that experienced volatility on May... movements in NMS stocks. The Exchange believes that the Pilot is working well, that it has been infrequently...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=328966','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=328966"><span>Differential response of a local population of entomopathogenic nematodes to non-native herbivore induced plant volatiles (HIPV) in the laboratory and field</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>Recent work has shown the potential for enhanced efficacy of entomopathogenic nematodes (EPN) through their attraction to herbivore induced plant volatiles. However, there has been little investigation into the utilization of these attractants in systems other than in those in which the compounds we...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.dtic.mil/docs/citations/ADA559385','DTIC-ST'); return false;" href="http://www.dtic.mil/docs/citations/ADA559385"><span>Effect of Intake Pressure and Temperature on Auto-Ignition of Fuels with Different Cetane Number and Volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.dtic.mil/">DTIC Science & Technology</a></p> <p></p> <p>2012-04-12</p> <p>1 Effect Of Intake Pressure And Temperature On Auto-Ignition Of Fuels With Different Cetane Number And Volatility C. Jayakumar , U. Joshi, Z...AUTHOR(S) Eric Sattler; C. Jayakumar ; U. Joshi; Z. Zheng; W. Bryzik 5d. PROJECT NUMBER 5e. TASK NUMBER 5f. WORK UNIT NUMBER 7. PERFORMING</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018Icar..306....1R','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018Icar..306....1R"><span>A combined model of heat and mass transfer for the in situ extraction of volatile water from lunar regolith</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Reiss, P.</p> <p>2018-05-01</p> <p>Chemical analysis of lunar soil samples often involves thermal processing to extract their volatile constituents, such as loosely adsorbed water. For the characterization of volatiles and their bonding mechanisms it is important to determine their desorption temperature. However, due to the low thermal diffusivity of lunar regolith, it might be difficult to reach a uniform heat distribution in a sample that is larger than only a few particles. Furthermore, the mass transport through such a sample is restricted, which might lead to a significant delay between actual desorption and measurable outgassing of volatiles from the sample. The entire volatiles extraction process depends on the dynamically changing heat and mass transfer within the sample, and is influenced by physical parameters such as porosity, tortuosity, gas density, temperature and pressure. To correctly interpret measurements of the extracted volatiles, it is important to understand the interaction between heat transfer, sorption, and gas transfer through the sample. The present paper discusses the molecular kinetics and mechanisms that are involved in the thermal extraction process and presents a combined parametrical computation model to simulate this process. The influence of water content on the gas diffusivity and thermal diffusivity is discussed and the issue of possible resorption of desorbed molecules within the sample is addressed. Based on the multi-physical computation model, a case study for the ProSPA instrument for in situ analysis of lunar volatiles is presented, which predicts relevant dynamic process parameters, such as gas pressure and process duration.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_13");'>13</a></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li class="active"><span>15</span></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_15 --> <div id="page_16" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li class="active"><span>16</span></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="301"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492..168P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492..168P"><span>Forecasting stock return volatility: A comparison between the roles of short-term and long-term leverage effects</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pan, Zhiyuan; Liu, Li</p> <p>2018-02-01</p> <p>In this paper, we extend the GARCH-MIDAS model proposed by Engle et al. (2013) to account for the leverage effect in short-term and long-term volatility components. Our in-sample evidence suggests that both short-term and long-term negative returns can cause higher future volatility than positive returns. Out-of-sample results show that the predictive ability of GARCH-MIDAS is significantly improved after taking the leverage effect into account. The leverage effect for short-term volatility component plays more important role than the leverage effect for long-term volatility component in affecting out-of-sample forecasting performance.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19950015360','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19950015360"><span>Conference on Deep Earth and Planetary Volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p></p> <p>1994-01-01</p> <p>The following topics are covered in the presented papers: (1) rare gases systematics and mantle structure; (2) volatiles in the earth; (3) impact degassing of water and noble gases from silicates; (4) D/H ratios and H2O contents of mantle-derived amphibole megacrysts; (5) thermochemistry of dense hydrous magnesium silicates; (6) modeling of the effect of water on mantle rheology; (7) noble gas isotopes and halogens in volatile-rich inclusions in diamonds; (8) origin and loss of the volatiles of the terrestrial planets; (9) structure and the stability of hydrous minerals at high pressure; (10) recycling of volatiles at subduction zones and various other topics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/17278472','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/17278472"><span>Model risk for European-style stock index options.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Gençay, Ramazan; Gibson, Rajna</p> <p>2007-01-01</p> <p>In empirical modeling, there have been two strands for pricing in the options literature, namely the parametric and nonparametric models. Often, the support for the nonparametric methods is based on a benchmark such as the Black-Scholes (BS) model with constant volatility. In this paper, we study the stochastic volatility (SV) and stochastic volatility random jump (SVJ) models as parametric benchmarks against feedforward neural network (FNN) models, a class of neural network models. Our choice for FNN models is due to their well-studied universal approximation properties of an unknown function and its partial derivatives. Since the partial derivatives of an option pricing formula are risk pricing tools, an accurate estimation of the unknown option pricing function is essential for pricing and hedging. Our findings indicate that FNN models offer themselves as robust option pricing tools, over their sophisticated parametric counterparts in predictive settings. There are two routes to explain the superiority of FNN models over the parametric models in forecast settings. These are nonnormality of return distributions and adaptive learning.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AGUFM.A33H0339G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AGUFM.A33H0339G"><span>A Monte-Carlo Analysis of Organic Aerosol Volatility with Aerosol Microphysics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gao, C. Y.; Tsigaridis, K.; Bauer, S. E.</p> <p>2016-12-01</p> <p>A newly developed box model scheme, MATRIX-VBS, includes the volatility-basis set (VBS) framework in an aerosol microphysical scheme MATRIX (Multiconfiguration Aerosol TRacker of mIXing state), which resolves aerosol mass and number concentrations and aerosol mixing state. The new scheme advanced the representation of organic aerosols in Earth system models by improving the traditional and simplistic treatment of organic aerosols as non-volatile and with a fixed size distribution. Further development includes adding the condensation of organics on coarse mode aerosols - dust and sea salt, thus making all organics in the system semi-volatile. To test and simplify the model, a Monte-Carlo analysis is performed to pin point which processes affect organics the most under which chemical and meteorological conditions. Since the model's parameterizations have the ability to capture a very wide range of conditions, from very clean to very polluted and for a wide range of meteorological conditions, all possible scenarios on Earth across the whole parameter space, including temperature, location, emissions and oxidant levels, are examined. The Monte-Carlo simulations provide quantitative information on the sensitivity of the newly developed model and help us understand how organics are affecting the size distribution, mixing state and volatility distribution at varying levels of meteorological conditions and pollution levels. In addition, these simulations give information on which parameters play a critical role in the aerosol distribution and evolution in the atmosphere and which do not, that will facilitate the simplification of the box model, an important step in its implementation in the global model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25054439','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25054439"><span>Realized volatility and absolute return volatility: a comparison indicating market risk.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zheng, Zeyu; Qiao, Zhi; Takaishi, Tetsuya; Stanley, H Eugene; Li, Baowen</p> <p>2014-01-01</p> <p>Measuring volatility in financial markets is a primary challenge in the theory and practice of risk management and is essential when developing investment strategies. Although the vast literature on the topic describes many different models, two nonparametric measurements have emerged and received wide use over the past decade: realized volatility and absolute return volatility. The former is strongly favored in the financial sector and the latter by econophysicists. We examine the memory and clustering features of these two methods and find that both enable strong predictions. We compare the two in detail and find that although realized volatility has a better short-term effect that allows predictions of near-future market behavior, absolute return volatility is easier to calculate and, as a risk indicator, has approximately the same sensitivity as realized volatility. Our detailed empirical analysis yields valuable guidelines for both researchers and market participants because it provides a significantly clearer comparison of the strengths and weaknesses of the two methods.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4108408','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4108408"><span>Realized Volatility and Absolute Return Volatility: A Comparison Indicating Market Risk</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Takaishi, Tetsuya; Stanley, H. Eugene; Li, Baowen</p> <p>2014-01-01</p> <p>Measuring volatility in financial markets is a primary challenge in the theory and practice of risk management and is essential when developing investment strategies. Although the vast literature on the topic describes many different models, two nonparametric measurements have emerged and received wide use over the past decade: realized volatility and absolute return volatility. The former is strongly favored in the financial sector and the latter by econophysicists. We examine the memory and clustering features of these two methods and find that both enable strong predictions. We compare the two in detail and find that although realized volatility has a better short-term effect that allows predictions of near-future market behavior, absolute return volatility is easier to calculate and, as a risk indicator, has approximately the same sensitivity as realized volatility. Our detailed empirical analysis yields valuable guidelines for both researchers and market participants because it provides a significantly clearer comparison of the strengths and weaknesses of the two methods. PMID:25054439</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016RSPSA.47260009W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016RSPSA.47260009W"><span>Role of hydrogen in volatile behaviour of defects in SiO2-based electronic devices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wimmer, Yannick; El-Sayed, Al-Moatasem; Gös, Wolfgang; Grasser, Tibor; Shluger, Alexander L.</p> <p>2016-06-01</p> <p>Charge capture and emission by point defects in gate oxides of metal-oxide-semiconductor field-effect transistors (MOSFETs) strongly affect reliability and performance of electronic devices. Recent advances in experimental techniques used for probing defect properties have led to new insights into their characteristics. In particular, these experimental data show a repeated dis- and reappearance (the so-called volatility) of the defect-related signals. We use multiscale modelling to explain the charge capture and emission as well as defect volatility in amorphous SiO2 gate dielectrics. We first briefly discuss the recent experimental results and use a multiphonon charge capture model to describe the charge-trapping behaviour of defects in silicon-based MOSFETs. We then link this model to ab initio calculations that investigate the three most promising defect candidates. Statistical distributions of defect characteristics obtained from ab initio calculations in amorphous SiO2 are compared with the experimentally measured statistical properties of charge traps. This allows us to suggest an atomistic mechanism to explain the experimentally observed volatile behaviour of defects. We conclude that the hydroxyl-E' centre is a promising candidate to explain all the observed features, including defect volatility.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/18752888','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/18752888"><span>Simulation of radioelement volatility during the vitrification of radioactive wastes by arc plasma.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Ghiloufi, Imed</p> <p>2009-04-15</p> <p>A computer model is used to simulate the volatility of some radioelements cesium ((137)Cs), cobalt ((60)Co), and ruthenium ((106)Ru) during the radioactive wastes vitrification by thermal plasma. This model is based on the calculation of system composition using the free enthalpy minimization method, coupled with the equation of mass transfer at the reactional interface. The model enables the determination of the effects of various parameters (e.g., temperature, plasma current, and matrix composition) on the radioelement volatility. The obtained results indicate that any increase in molten bath temperature causes an increase in the cobalt volatility; while ruthenium has a less obvious behavior. It is also found that the oxygen flux in the carrier gas supports the radioelement incorporations in the containment matrix, except in the case of the ruthenium which is more volatile under an oxidizing atmosphere. For electrolyses effects, an increase in the plasma current considerably increases both the vaporization speed and the vaporized quantities of (137)Cs and (60)Co. The increase of silicon percentage in the containment matrix supports the incorporation of (60)Co and (137)Cs in the matrix. The simulation results are compared favorably to the experimental measurements obtained by emission spectroscopy.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2006AGUFM.P31B0142O','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2006AGUFM.P31B0142O"><span>Mapping fault-controlled volatile migration in equatorial layered deposits on Mars</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Okubo, C. H.</p> <p>2006-12-01</p> <p>Research in terrestrial settings shows that clastic sedimentary deposits are productive host rocks for underground volatile reservoirs because of their high porosity and permeability. Within such reservoirs, faults play an important role in controlling pathways for volatile migration, because faults act as either barriers or conduits. Therefore faults are important volatile concentrators, which means that evidence of geochemical, hydrologic and biologic processes are commonly concentrated at these locations. Accordingly, faulted sedimentary deposits on Mars are plausible areas to search for evidence of past volatile activity and associated processes. Indeed, evidence for volatile migration through layered sedimentary deposits on Mars has been documented in detail by the Opportunity rover in Meridiani Planum. Thus evidence for past volatile- driven processes that could have occurred within the protective depths of these deposits may now exposed at the surface and more likely found around faults. Owing to the extensive distribution of layered deposits on Mars, a major challenge in looking for and investigating evidence of past volatile processes in these deposits is identifying and prioritizing study areas. Toward this end, this presentation details initial results of a multiyear project to develop quantitative maps of latent pathways for fault-controlled volatile migration through the layered sedimentary deposits on Mars. Available MOC and THEMIS imagery are used to map fault traces within equatorial layered deposits, with an emphasis on proposed regions for MSL landing sites. These fault maps define regions of interest for stereo imaging by HiRISE and identify areas to search for existing MOC stereo coverage. Stereo coverage of identified areas of interest allows for the construction of digital elevation models and ultimately extraction of fault plane and displacement vector orientations. These fault and displacement data will be fed through numerical modeling techniques that are developed for exploring terrestrial geologic reservoirs. This will yield maps of latent pathways for volatile migration through the faulted layered deposits and provide insight into the geologic history of volatiles on Mars.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27871537','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27871537"><span>$1.8 Million and counting: how volatile agent education has decreased our spending $1000 per day.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Miller, Scott A; Aschenbrenner, Carol A; Traunero, Justin R; Bauman, Loren A; Lobell, Samuel S; Kelly, Jeffrey S; Reynolds, John E</p> <p>2016-12-01</p> <p>Volatile anesthetic agents comprise a substantial portion of every hospital's pharmacy budget. Challenged with an initiative to lower anesthetic drug expenditures, we developed an education-based intervention focused on reducing volatile anesthetic costs while preserving access to all available volatile anesthetics. When postintervention evaluation demonstrated a dramatic year-over-year reduction in volatile agent acquisition costs, we undertook a retrospective analysis of volatile anesthetic purchasing data using time series analysis to determine the impact of our educational initiative. We obtained detailed volatile anesthetic purchasing data from the Central Supply of Wake Forest Baptist Health from 2007 to 2014 and integrated these data with the time course of our educational intervention. Aggregate volatile anesthetic purchasing data were analyzed for 7 consecutive fiscal years. The educational initiative emphasized tissue partition coefficients of volatile anesthetics in adipose tissue and muscle and their impact on case management. We used an interrupted time series analysis of monthly cost per unit data using autoregressive integrated moving average modeling, with the monthly cost per unit being the amount spent per bottle of anesthetic agent per month. The cost per unit decreased significantly after the intervention (t=-6.73, P<.001). The autoregressive integrated moving average model predicted that the average cost per unit decreased $48 after the intervention, with 95% confidence interval of $34 to $62. As evident from the data, the purchasing of desflurane and sevoflurane decreased, whereas that of isoflurane increased. An educational initiative focused solely on the selection of volatile anesthetic agent per case significantly reduced volatile anesthetic expense at a tertiary medical center. This approach appears promising for application in other hospitals in the rapidly evolving, value-added health care environment. We were able to accomplish this with instruction on tissue partition coefficients and each agent's individual cost per MAC-hour delivered. Copyright © 2016 Elsevier Inc. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.dtic.mil/docs/citations/ADA240058','DTIC-ST'); return false;" href="http://www.dtic.mil/docs/citations/ADA240058"><span>Validation and Application of Pharmacokinetic Models for Interspecies Extrapolations in Toxicity Risk Assessments of Volatile Organics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.dtic.mil/">DTIC Science & Technology</a></p> <p></p> <p>1991-07-23</p> <p>8217 I ,R . -, Thir cnc-:-. a-:. On *: - ’y -e ir~d is Dle-: £ .. _... . . STINFO P No ’ &Cz" Final Report for Period I July 1987 - 30 April 1991...OF RESEARCH PAPERS AND ABSTRACTS Appendix K I. OVERALL OBJECTIVE AND STATEMENT OF WORK The overall objective of the proposed project is to investigate...determine what adjustments in administered dose are necessary to achieve equal brain levels of test compounds in each species. An inhalation and oral</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..479..265L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..479..265L"><span>Features of spillover networks in international financial markets: Evidence from the G20 countries</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Liu, Xueyong; An, Haizhong; Li, Huajiao; Chen, Zhihua; Feng, Sida; Wen, Shaobo</p> <p>2017-08-01</p> <p>The objective of this study is to investigate volatility spillover transmission systematically in stock markets across the G20 countries. To achieve this objective, we combined GARCH-BEKK model with complex network theory using the linkages of spillovers. GARCH-BEKK model was used to capture volatility spillover between stock markets. Then, an information spillover network was built. The data encompass the main stock indexes from 19 individual countries in the G20. To consider the dynamic spillover, the full data set was divided into several sub-periods. The main contribution of this paper is considering the volatility spillover relationships as the edges of a complex network, which can capture the propagation path of volatility spillovers. The results indicate that the volatility spillovers among the stock markets of the G20 countries constitute a holistic associated network, another finding is that Korea acts a role of largest sender in long-term, while Brazil is the largest long-term recipient in the G20 spillover network.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27989114','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27989114"><span>Characterization of Morphology, Volatile Profiles, and Molecular Markers in Edible Desert Truffles from the Negev Desert.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Kamle, Madhu; Bar, Einat; Lewinsohn, Dalia; Shavit, Elinoar; Roth-Bejerano, Nurit; Kagan-Zur, Varda; Barak, Ze'ev; Guy, Ofer; Zaady, Eli; Lewinsohn, Efraim; Sitrit, Yaron</p> <p>2017-03-28</p> <p>Desert truffles are mycorrhizal, hypogeous fungi considered a delicacy. On the basis of morphological characters, we identified three desert truffle species that grow in the same habitat in the Negev desert. These include Picoa lefebvrei (Pat.), Tirmania nivea (Desf.) Trappe, and Terfezia boudieri (Chatain), all associated with Helianthemum sessiliflorum. Their taxonomy was confirmed by PCR-RFLP. The main volatiles of fruit bodies of T. boudieri and T. nivea were 1-octen-3-ol and hexanal; however, volatiles of the latter species further included branched-chain amino acid derivatives such as 2-methylbutanal and 3-methylbutanal, phenylalanine derivatives such as benzaldehyde and benzenacetaldehyde, and methionine derivatives such as methional and dimethyl disulfide. The least aromatic truffle, P. lefebvrei, contained low levels of 1-octen-3-ol as the main volatile. Axenic mycelia cultures of T. boudieri displayed a simpler volatile profile compared to its fruit bodies. This work highlights differences in the volatile profiles of desert truffles and could hence be of interest for selecting and cultivating genotypes with the most likable aroma.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/23243469','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/23243469"><span>Investment Dynamics with Natural Expectations.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Fuster, Andreas; Hebert, Benjamin; Laibson, David</p> <p>2010-01-01</p> <p>We study an investment model in which agents have the wrong beliefs about the dynamic properties of fundamentals. Specifically, we assume that agents underestimate the rate of mean reversion. The model exhibits the following six properties: (i) Beliefs are excessively optimistic in good times and excessively pessimistic in bad times. (ii) Asset prices are too volatile. (iii) Excess returns are negatively autocorrelated. (iv) High levels of corporate profits predict negative future excess returns. (v) Real economic activity is excessively volatile; the economy experiences amplified investment cycles. (vi) Corporate profits are positively autocorrelated in the short run and negatively autocorrelated in the medium run. The paper provides an illustrative model of animal spirits, amplified business cycles, and excess volatility.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=3521572','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=3521572"><span>Investment Dynamics with Natural Expectations*</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Fuster, Andreas; Hebert, Benjamin; Laibson, David</p> <p>2012-01-01</p> <p>We study an investment model in which agents have the wrong beliefs about the dynamic properties of fundamentals. Specifically, we assume that agents underestimate the rate of mean reversion. The model exhibits the following six properties: (i) Beliefs are excessively optimistic in good times and excessively pessimistic in bad times. (ii) Asset prices are too volatile. (iii) Excess returns are negatively autocorrelated. (iv) High levels of corporate profits predict negative future excess returns. (v) Real economic activity is excessively volatile; the economy experiences amplified investment cycles. (vi) Corporate profits are positively autocorrelated in the short run and negatively autocorrelated in the medium run. The paper provides an illustrative model of animal spirits, amplified business cycles, and excess volatility. PMID:23243469</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017EPJB...90...30J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017EPJB...90...30J"><span>Extreme-volatility dynamics in crude oil markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jiang, Xiong-Fei; Zheng, Bo; Qiu, Tian; Ren, Fei</p> <p>2017-02-01</p> <p>Based on concepts and methods from statistical physics, we investigate extreme-volatility dynamics in the crude oil markets, using the high-frequency data from 2006 to 2010 and the daily data from 1986 to 2016. The dynamic relaxation of extreme volatilities is described by a power law, whose exponents usually depend on the magnitude of extreme volatilities. In particular, the relaxation before and after extreme volatilities is time-reversal symmetric at the high-frequency time scale, but time-reversal asymmetric at the daily time scale. This time-reversal asymmetry is mainly induced by exogenous events. However, the dynamic relaxation after exogenous events exhibits the same characteristics as that after endogenous events. An interacting herding model both with and without exogenous driving forces could qualitatively describe the extreme-volatility dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.fs.usda.gov/treesearch/pubs/38951','TREESEARCH'); return false;" href="https://www.fs.usda.gov/treesearch/pubs/38951"><span>Effects of exchange rate volatility on export volume and prices of forest products</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.fs.usda.gov/treesearch/">Treesearch</a></p> <p>Sijia Zhang; Joseph Buongiorno</p> <p>2010-01-01</p> <p>The relative value of currencies varies considerably over time. These fluctuations bring uncertainty to international traders. As a result, the volatility in exchange rate movements may influence the volume and the price of traded commodities. The volatility of exchange rates was measured by the variance of residuals in a GARCH(1,1) model of the exchange rate. We...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://files.eric.ed.gov/fulltext/ED574664.pdf','ERIC'); return false;" href="http://files.eric.ed.gov/fulltext/ED574664.pdf"><span>Childhood Income Volatility and Adult Outcomes. University of Kentucky Center for Poverty Research Discussion Paper Series, DP2012-03</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.eric.ed.gov/ERICWebPortal/search/extended.jsp?_pageLabel=advanced">ERIC Educational Resources Information Center</a></p> <p>Hardy, Bradley</p> <p>2012-01-01</p> <p>Using data linked across generations in the Panel Study of Income Dynamics, I estimate the relationship between exposure to volatile income during childhood and a set of socioeconomic outcomes in adulthood. The empirical framework is an augmented intergenerational income mobility model that includes controls for income volatility. I measure income…</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=299752','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=299752"><span>Green leaf volatiles, fire and nonanoic acid activate MAPkinases in the model grass species Lolium temulentum</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>Forage and turf related grasses are utilized in diverse environments where they are routinely subjected to herbicides and exposed to fire and volatiles after cutting, however very little is known concerning the perception or molecular responses to these different stresses or compounds. In the model ...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012AIPC.1497..257G','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012AIPC.1497..257G"><span>Variational formulation for Black-Scholes equations in stochastic volatility models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Gyulov, Tihomir B.; Valkov, Radoslav L.</p> <p>2012-11-01</p> <p>In this note we prove existence and uniqueness of weak solutions to a boundary value problem arising from stochastic volatility models in financial mathematics. Our settings are variational in weighted Sobolev spaces. Nevertheless, as it will become apparent our variational formulation agrees well with the stochastic part of the problem.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_14");'>14</a></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li class="active"><span>16</span></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_16 --> <div id="page_17" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li class="active"><span>17</span></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="321"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=129148&keyword=tree+AND+b&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=129148&keyword=tree+AND+b&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>AN IMPROVED MODEL FOR ESTIMATING EMISSIONS OF VOLATILE ORGANIC COMPOUNDS FROM FORESTS IN THE EASTERN UNITED STATES (Journal)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Regional estimates of biogenic volatile organic compound (BVOC) emissions are important inputs for models of atmospheric chemistry and carbon budgets. Since forests are the primary emitters of BVOCs, it is important to develop reliable estimates of their areal coverage and BVOC e...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=129153&keyword=digital+AND+library&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=129153&keyword=digital+AND+library&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>CRITICAL EVALUATION OF THE DIFFUSION HYPOTHESIS IN THE THEORY OF POROUS MEDIA VOLATILE ORGANIC COMPOUND (VOC) SOURCES AND SINKS</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>The paper proposes three alternative, diffusion-limited mathematical models to account for volatile organic compound (VOC) interactions with indoor sinks, using the linear isotherm model as a reference point. (NOTE: Recent reports by both the U.S. EPA and a study committee of the...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://eric.ed.gov/?q=dynamic+AND+programming&id=ED572065','ERIC'); return false;" href="https://eric.ed.gov/?q=dynamic+AND+programming&id=ED572065"><span>Portfolio Optimization with Stochastic Dividends and Stochastic Volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.eric.ed.gov/ERICWebPortal/search/extended.jsp?_pageLabel=advanced">ERIC Educational Resources Information Center</a></p> <p>Varga, Katherine Yvonne</p> <p>2015-01-01</p> <p>We consider an optimal investment-consumption portfolio optimization model in which an investor receives stochastic dividends. As a first problem, we allow the drift of stock price to be a bounded function. Next, we consider a stochastic volatility model. In each problem, we use the dynamic programming method to derive the Hamilton-Jacobi-Bellman…</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28147491','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28147491"><span>New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Wang, Guochao; Wang, Jun</p> <p>2017-01-01</p> <p>We make an approach on investigating the fluctuation behaviors of financial volatility duration dynamics. A new concept of volatility two-component range intensity (VTRI) is developed, which constitutes the maximal variation range of volatility intensity and shortest passage time of duration, and can quantify the investment risk in financial markets. In an attempt to study and describe the nonlinear complex properties of VTRI, a random agent-based financial price model is developed by the finite-range interacting biased voter system. The autocorrelation behaviors and the power-law scaling behaviors of return time series and VTRI series are investigated. Then, the complexity of VTRI series of the real markets and the proposed model is analyzed by Fuzzy entropy (FuzzyEn) and Lempel-Ziv complexity. In this process, we apply the cross-Fuzzy entropy (C-FuzzyEn) to study the asynchrony of pairs of VTRI series. The empirical results reveal that the proposed model has the similar complex behaviors with the actual markets and indicate that the proposed stock VTRI series analysis and the financial model are meaningful and feasible to some extent.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017Chaos..27a3117W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017Chaos..27a3117W"><span>New approach of financial volatility duration dynamics by stochastic finite-range interacting voter system</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wang, Guochao; Wang, Jun</p> <p>2017-01-01</p> <p>We make an approach on investigating the fluctuation behaviors of financial volatility duration dynamics. A new concept of volatility two-component range intensity (VTRI) is developed, which constitutes the maximal variation range of volatility intensity and shortest passage time of duration, and can quantify the investment risk in financial markets. In an attempt to study and describe the nonlinear complex properties of VTRI, a random agent-based financial price model is developed by the finite-range interacting biased voter system. The autocorrelation behaviors and the power-law scaling behaviors of return time series and VTRI series are investigated. Then, the complexity of VTRI series of the real markets and the proposed model is analyzed by Fuzzy entropy (FuzzyEn) and Lempel-Ziv complexity. In this process, we apply the cross-Fuzzy entropy (C-FuzzyEn) to study the asynchrony of pairs of VTRI series. The empirical results reveal that the proposed model has the similar complex behaviors with the actual markets and indicate that the proposed stock VTRI series analysis and the financial model are meaningful and feasible to some extent.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2005SPIE.5997..146V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2005SPIE.5997..146V"><span>Pricing end-of-life components</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Vadde, Srikanth; Kamarthi, Sagar V.; Gupta, Surendra M.</p> <p>2005-11-01</p> <p>The main objective of a product recovery facility (PRF) is to disassemble end-of-life (EOL) products and sell the reclaimed components for reuse and recovered materials in second-hand markets. Variability in the inflow of EOL products and fluctuation in demand for reusable components contribute to the volatility in inventory levels. To stay profitable the PRFs ought to manage their inventory by regulating the price appropriately to minimize holding costs. This work presents two deterministic pricing models for a PRF bounded by environmental regulations. In the first model, the demand is price dependent and in the second, the demand is both price and time dependent. The models are valid for single component with no inventory replenishment sale during the selling horizon . Numerical examples are presented to illustrate the models.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015EGUGA..17.3890K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015EGUGA..17.3890K"><span>Melting and reactive flow of a volatilized mantle beneath mid-ocean ridges: theory and numerical models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Keller, Tobias; Katz, Richard F.</p> <p>2015-04-01</p> <p>Laboratory experiments indicate that even small concentrations volatiles (H2O or CO2) in the upper mantle significantly affect the silicate melting behavior [HK96,DH06]. The presence of volatiles stabilizes volatile-rich melt at high pressure, thus vastly increasing the volume of the upper mantle expected to be partially molten [H10,DH10]. These small-degree melts have important consequences for chemical differentiation and could affect the dynamics of mantle flow. We have developed theory and numerical implementation to simulate thermo-chemically coupled magma/mantle dynamics in terms of a two-phase (rock+melt), three component (dunite+MORB+volatilized MORB) physical model. The fluid dynamics is based on McKenzie's equations [McK84], while the thermo-chemical formulation of the system is represented by a novel disequilibrium multi-component melting model based on thermo-dynamic theory [RBS11]. This physical model is implemented as a parallel, two-dimensional, finite-volume code that leverages tools from the PETSc toolkit. Application of this simulation code to a mid-ocean ridge system suggests that the methodology captures the leading-order features of both hydrated and carbonated mantle melting, including deep, low-degree, volatile-rich melt formation. Melt segregation leads to continuous dynamic thermo-chemical dis-equilibration, while phenomenological reaction rates are applied to continually move the system towards re-equilibration. The simulations will be used first to characterize volatile extraction from the MOR system assuming a chemically homogeneous mantle. Subsequently, simulations will be extended to investigate the consequences of heterogeneity in lithology [KW12] and volatile content. These studies will advance our understanding of the role of volatiles in the dynamic and chemical evolution of the upper mantle. Moreover, they will help to gauge the significance of the coupling between the deep carbon cycle and the ocean/atmosphere system. REFERENCES HK96 Hirth & Kohlstedt (1996), Earth Planet Sci Lett DH06 Dasgupta & Hirschmann (2006), doi:10.1038/nature04612. H10 Hirschmann (2010), doi:10.1016/j.pepi.2009.12.003. DH10 Dasgupta & Hirschmann (2010), doi:10.1016/j.epsl.2010.06.039. McK84 McKenzie (1984), J Pet KW12 Katz & Weatherley (2012), doi: 10.1016/j.epsl.2012.04.042. RBS11 Rudge, Bercovici & Spiegelman (2011), doi: 10.1111/j.1365-246X.2010.04870.x</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2011AIPC.1362..228M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2011AIPC.1362..228M"><span>Odor Profile of Different Varieties of Extra-Virgin Olive Oil During Deep Frying Using an Electronic Nose and SPME-GC-FID</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Messina, Valeria; Biolatto, Andrea; Sancho, Ana; Descalzo, Adriana; Grigioni, Gabriela; de Reca, Noemí Walsöe</p> <p>2011-09-01</p> <p>The aim of the performed work was to evaluate with an electronic nose changes in odor profile of Arauco and Arbequina varieties of extra-virgin olive oil during deep-frying. Changes in odor were analyzed using an electronic nose composed of 16 sensors. Volatile compounds were analyzed by SPME-GC-FID. Principal Component Analysis was applied for electronic results. Arauco variety showed the highest response for sensors. Statistical analysis for volatile compounds indicated a significant (P<0.001) interaction between variety and time of frying processes. Arauco variety showed the highest production of volatile compounds at 60 min of deep frying. The two varieties presented distinct patterns of volatile products, being clearly identified with the electronic nose.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/19626881','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/19626881"><span>[Proximate analysis of straw by near infrared spectroscopy (NIRS)].</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Huang, Cai-jin; Han, Lu-jia; Liu, Xian; Yang, Zeng-ling</p> <p>2009-04-01</p> <p>Proximate analysis is one of the routine analysis procedures in utilization of straw for biomass energy use. The present paper studied the applicability of rapid proximate analysis of straw by near infrared spectroscopy (NIRS) technology, in which the authors constructed the first NIRS models to predict volatile matter and fixed carbon contents of straw. NIRS models were developed using Foss 6500 spectrometer with spectra in the range of 1,108-2,492 nm to predict the contents of moisture, ash, volatile matter and fixed carbon in the directly cut straw samples; to predict ash, volatile matter and fixed carbon in the dried milled straw samples. For the models based on directly cut straw samples, the determination coefficient of independent validation (R2v) and standard error of prediction (SEP) were 0.92% and 0.76% for moisture, 0.94% and 0.84% for ash, 0.88% and 0.82% for volatile matter, and 0.75% and 0.65% for fixed carbon, respectively. For the models based on dried milled straw samples, the determination coefficient of independent validation (R2v) and standard error of prediction (SEP) were 0.98% and 0.54% for ash, 0.95% and 0.57% for volatile matter, and 0.78% and 0.61% for fixed carbon, respectively. It was concluded that NIRS models can predict accurately as an alternative analysis method, therefore rapid and simultaneous analysis of multicomponents can be achieved by NIRS technology, decreasing the cost of proximate analysis for straw.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFMDI53A..01K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFMDI53A..01K"><span>It's the little things that matter most: The role of volatiles in volcanoes and their magmatic roots</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Keller, T.; Suckale, J.</p> <p>2017-12-01</p> <p>Many volcanic eruptions are driven by volatiles - mostly H2O and CO2 - that degas from magmas rising up beneath the volcano. Gas expands during ascent, thus frequently creating lavas with upward of 50% vesicularity. That is a particularly compelling observation considering that volatiles are only present at concentrations of order 100 ppm in the mantle source. Yet, even at these small concentrations, volatiles significantly lower the peridotite solidus. That leads to the production of reactive volatile-rich melts at depth, which has important consequences for melt transport in the asthenosphere. Thus, volatiles have a pivotal role both at the beginning and the end of the magmatic storyline. A growing amount of observational evidence provides various perspectives on these systems. Volcanic products are characterised increasingly well by geochemical and petrological data. And, volcano monitoring now often provides continuous records of degassing flux and composition. What is missing to better interpret these data are coupled fluid mechanic and thermodynamic models that link melt production and reactive transport in the mantle and crust with degassing-driven volcanic activity at the surface. Such models need to describe the deformation and segregation of multiple material phases (liquids, solids, gases) and track the reactive transport of diverse chemical components (major elements, trace elements, volatiles). I will present progress towards a generalization of existing two-phase model for melt transport in the mantle, extending them to three-phase flows appropriate for magma circulation and degassing in volcanoes. What sets the two environments apart is the presence of a compressible vapor in volcanoes. Also, volcanic degassing may occur by convecting suspensions as well as porous segregation. The model framework we are developing for these processes is based on mixture theory. Uncovering the underlying physics that connects these diverse expressions of magma transport will provide an opportunity to gain deeper insights into magmatic and volcanic phenomena as related rather than separate processes. In time we may thus come to more fully understand how it is that the little things that are mantle volatiles do matter most in volcanoes and their magmatic roots.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.ars.usda.gov/research/publications/publication/?seqNo115=345035','TEKTRAN'); return false;" href="http://www.ars.usda.gov/research/publications/publication/?seqNo115=345035"><span>Soil nitrogen, phosphorous, and potassium alter ß-Damascenone and other volatiles in Pinot noir berries</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ars.usda.gov/research/publications/find-a-publication/">USDA-ARS?s Scientific Manuscript database</a></p> <p></p> <p></p> <p>The aim of this work was to evaluate the volatile composition of grape berries in vines subjected to varying levels of nitrogen (N), phosphorous (P) and potassium (K) supply. Pinot Noir grapevines were grown in a pot-in-pot system for three years and fertigated with varying levels of either N, P, or...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFMEP43G..05B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFMEP43G..05B"><span>Sediment Transport and Landscape Evolution on Comet 67P/Churyumov-Gerasimenko</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Birch, S.; Umurhan, O. M.; Hayes, A.; Tang, Y.; Moore, J. M.; White, O. L.</p> <p>2017-12-01</p> <p>New observations from ESA's Rosetta orbiter of comet 67P/Churyumov-Gerasimenko (67P) have revolutionized our understanding of these primitive bodies and the processes that act to modify their surfaces. Centimeter to meter scale images of the surface of 67P have revealed a diverse sedimentary world, where the dominant landforms consist of vertical, consolidated cliffs and pits interspersed, and in the northern hemisphere buried, by smooth, decameter thick sedimentary deposits. Sublimation erosion, in the form of jets, from exposed cliff faces acts to break off parts of the weakened bedrock material, which then accumulate as mass wasting deposits at the cliff bases. The large boulders within these deposits may also contribute to the jets, as volatiles in exposed faces of the boulders, previously hidden from the Sun, can sublimate away. During a jet event, the less volatile material that does not escape the comet falls back and drapes the rocky surface as smooth deposits. This is particularly evident in the northern hemisphere of 67P and within gravitational lows, where the underlying consolidated material appears to outcrop from underneath a vast cover of sedimentary deposits. These sedimentary materials, having a low thermal inertia, counteracts the erosive process, and allows for the surface of 67P to retain a relatively primitive form to the current day. To understand this process quantitatively, and constrain over what timescale(s) the surface of 67P evolves, we utilized high-resolution photoclinometry digital terrain models ( 14 cm/pixel), and the MARSSIM landscape evolution model, adapted for a low, and variable gravity environment. Perfectly suited to model sublimation erosion and mass-wasting, MARSSIM also allows us to track the re-condensation of non-volatile materials to accurately account for the important feedback played by the sedimentary deposits. These simulations will allow for us to constrain the rates of landscape evolution on 67P, to compare directly to observations of dynamic changes on the nucleus. Through this work, we will also be able to assess the question of whether 67P is primitive or not, using reasonable assumptions as to the volatility and strength of the bedrock materials.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/16736187','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/16736187"><span>Plant age, communication, and resistance to herbivores: young sagebrush plants are better emitters and receivers.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Shiojiri, Kaori; Karban, Richard</p> <p>2006-08-01</p> <p>Plants progress through a series of distinct stages during development, although the role of plant ontogeny in their defenses against herbivores is poorly understood. Recent work indicates that many plants activate systemic induced resistance after herbivore attack, although the relationship between resistance and ontogeny has not been a focus of this work. In addition, for sagebrush and a few other species, individuals near neighbors that experience simulated herbivory become more resistant to subsequent attack. Volatile, airborne cues are required for both systemic induced resistance among branches and for communication among individuals. We conducted experiments in stands of sagebrush of mixed ages to determine effects of plant age on volatile signaling between branches and individuals. Young and old control plants did not differ in levels of chewing damage that they experienced. Systemic induced resistance among branches was only observed for young plants. Young plants showed strong evidence of systemic resistance only if airflow was permitted among branches; plants with only vascular connections showed no systemic resistance. We also found evidence for volatile communication between individuals. For airborne communication, young plants were more effective emitters of cues as well as more responsive receivers of volatile cues.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyB..536..327Q','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyB..536..327Q"><span>Non-volatile resistive switching in the Mott insulator (V1-xCrx)2O3</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Querré, M.; Tranchant, J.; Corraze, B.; Cordier, S.; Bouquet, V.; Députier, S.; Guilloux-Viry, M.; Besland, M.-P.; Janod, E.; Cario, L.</p> <p>2018-05-01</p> <p>The discovery of non-volatile resistive switching in Mott insulators related to an electric-field-induced insulator to metal transition (IMT) has paved the way for their use in a new type of non-volatile memories, the Mott memories. While most of the previous studies were dedicated to uncover the resistive switching mechanism and explore the memory potential of chalcogenide Mott insulators, we present here a comprehensive study of resistive switching in the canonical oxide Mott insulator (V1-xCrx)2O3. Our work demonstrates that this compound undergoes a non-volatile resistive switching under electric field. This resistive switching is induced by a Mott transition at the local scale which creates metallic domains closely related to existing phases of the temperature-pressure phase diagram of (V1-xCrx)2O3. Our work demonstrates also reversible resistive switching in (V1-xCrx)2O3 crystals and thin film devices. Preliminary performances obtained on 880 nm thick layers with 500 nm electrodes show the strong potential of Mott memories based on the Mott insulator (V1-xCrx)2O3.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29537727','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29537727"><span>Volatile Constituents from Baccharis spp. L. (Asteraceae): Chemical Support for the Conservation of Threatened Species in Uruguay.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Minteguiaga, Manuel; González, Andrés; Cassel, Eduardo; Umpierrez, Noelia; Fariña, Laura; Dellacassa, Eduardo</p> <p>2018-05-01</p> <p>Chemical bioprospecting is an important tool for generating knowledge regarding local human-threatened floras and for conservation management. For Baccharis L. (Asteraceae), several volatile components have been reported for Brazil, Argentina, Bolivia, and Chile as a result of bioprospection, but not for Uruguayan flora, which is composed of more than 50 native species. In this work, through collection of aerial parts of different species and volatile simultaneous-distillation extraction and gas chromatography-mass spectrometry analyses, twelve native species of Baccharis were studied (B. articulata, B. cultrata, B. genistifolia, B. gibertii, B. gnaphalioides, B. ochracea, B. phyteumoides, B. punctulata, B. crispa, B. dracunculifolia, B. linearifolia subsp. linearifolia, and B. spicata). A detailed analysis of the male and female volatile composition was conducted for the last four species. The profiles of B. cultrata, B. genistifolia, B. gibertii, and B. gnaphalioides are reported for the first time. Because half of the species analyzed in this work are in Uruguay and are threatened or potentially threatened by human economic activities, the importance of their conservation as natural, sustainable resources is highlighted. © 2018 Wiley-VHCA AG, Zurich, Switzerland.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20524568','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20524568"><span>Effects of daylight savings time changes on stock market volatility.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Berument, M Hakan; Dogan, Nukhet; Onar, Bahar</p> <p>2010-04-01</p> <p>The presence of daylight savings time effects on stock returns and on stock volatility was investigated using an EGARCH specification to model the conditional variance. The evidence gathered from the major United States stock markets for the period between 1967 and 2007 did not support the existence of the daylight savings time effect on stock returns or on volatility. Returns on the first business day following daylight savings time changes were not lower nor was the volatility higher, as would be expected if there were an effect.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/1028579','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/1028579"><span>Nitrogen Trifluoride-Based Fluoride- Volatility Separations Process: Initial Studies</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>McNamara, Bruce K.; Scheele, Randall D.; Casella, Andrew M.</p> <p>2011-09-28</p> <p>This document describes the results of our investigations on the potential use of nitrogen trifluoride as the fluorinating and oxidizing agent in fluoride volatility-based used nuclear fuel reprocessing. The conceptual process uses differences in reaction temperatures between nitrogen trifluoride and fuel constituents that produce volatile fluorides to achieve separations and recover valuable constituents. We provide results from our thermodynamic evaluations, thermo-analytical experiments, kinetic models, and provide a preliminary process flowsheet. The evaluations found that nitrogen trifluoride can effectively produce volatile fluorides at different temperatures dependent on the fuel constituent.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/23238522','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/23238522"><span>Kinetic vaporization of heavy metals during fluidized bed thermal treatment of municipal solid waste.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Yu, Jie; Sun, Lushi; Xiang, Jun; Hu, Song; Su, Sheng</p> <p>2013-02-01</p> <p>Heavy metals volatilization during thermal treatment of model solid waste was theoretically and experimentally investigated in a fluidized bed reactor. Lead, cadmium, zinc and copper, the most four conventional heavy metals were investigated. Particle temperature model and metal diffusion model were established to simulate the volatilization of CdCl(2) evaporation and investigate the possible influencing factors. The diffusion coefficient, porosity and particle size had significant effects on metal volatilization. The higher diffusion coefficient and porosity resulted in the higher metal evaporation. The influence of redox conditions, HCl, water and mineral matrice were also investigated experimentally. The metal volatilization can be promoted by the injection of HCl, while oxygen played a negative role. The diffusion process of heavy metals within particles also had a significant influence on kinetics of their vaporization. The interaction between heavy metals and mineral matter can decrease metal evaporation amount by forming stable metallic species. Copyright © 2012 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014GeoRL..41.4795H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014GeoRL..41.4795H"><span>Volatility dependence of Henry's law constants of condensable organics: Application to estimate depositional loss of secondary organic aerosols</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hodzic, A.; Aumont, B.; Knote, C.; Lee-Taylor, J.; Madronich, S.; Tyndall, G.</p> <p>2014-07-01</p> <p>The water solubility of oxidation intermediates of volatile organic compounds that can condense to form secondary organic aerosol (SOA) is largely unconstrained in current chemistry-climate models. We apply the Generator of Explicit Chemistry and Kinetics of Organics in the Atmosphere to calculate Henry's law constants for these intermediate species. Results show a strong negative correlation between Henry's law constants and saturation vapor pressures. Details depend on precursor species, extent of photochemical processing, and NOx levels. Henry's law constants as a function of volatility are made available over a wide range of vapor pressures for use in 3-D models. In an application using the Weather Research and Forecasting model coupled with Chemistry (WRF-Chem) over the U.S. in summer, we find that dry (and wet) deposition of condensable organic vapors leads to major reductions in SOA, decreasing surface concentrations by ~50% (10%) for biogenic and ~40% (6%) for short chain anthropogenic precursors under the considered volatility conditions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..470..119A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..470..119A"><span>Co-movement measure of information transmission on international equity markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Al Rahahleh, Naseem; Bhatti, M. Ishaq</p> <p>2017-03-01</p> <p>Recently, Bhatti and Nguyen (2012) used EVT and various stochastic copulas to study the cross-country co-movements diversification and asset pricing allocation. Weiss (2013) observed that Dynamic Conditional Correlation (DCC) models outperform various copula models. This paper attempts to contribute to the literature on multivariate models for capturing forward and backward return co-movement, spillover effects and volatility linkages. It reflects cross-country forward and backward co-movements more clearly among various coupled international stock markets relating to information transmission and price discovery for making investment decisions. Given the reality of fat-tail or skewed distribution of financial data, this paper proposes the use of VECM-DCC and VAR-DCC models which capture dynamic dependences between the Australian and other selected international financial stock markets. We observe that the return co-movement effects between Australian and Asian countries are bidirectional ((AUS ↔ Hong Kong), (AUS ↔ Japan)) with the exception of Taiwan (AUS → Taiwan). We also observe that the volatility spillover between the Australian and both the UK and the US markets are bidirectional with a larger volatility spillover from both toward the AUS market. Further, the UK market has a higher volatility spillover on the Australian market compared to the US market and the US market has a higher volatility spillover on the UK than that of the Australian market.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_15");'>15</a></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li class="active"><span>17</span></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_17 --> <div id="page_18" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li class="active"><span>18</span></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="341"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016PhyA..462..508L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016PhyA..462..508L"><span>Network of listed companies based on common shareholders and the prediction of market volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Li, Jie; Ren, Da; Feng, Xu; Zhang, Yongjie</p> <p>2016-11-01</p> <p>In this paper, we build a network of listed companies in the Chinese stock market based on common shareholding data from 2003 to 2013. We analyze the evolution of topological characteristics of the network (e.g., average degree, diameter, average path length and clustering coefficient) with respect to the time sequence. Additionally, we consider the economic implications of topological characteristic changes on market volatility and use them to make future predictions. Our study finds that the network diameter significantly predicts volatility. After adding control variables used in traditional financial studies (volume, turnover and previous volatility), network topology still significantly influences volatility and improves the predictive ability of the model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5359574','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5359574"><span>Sweet taste in apple: the role of sorbitol, individual sugars, organic acids and volatile compounds</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Aprea, Eugenio; Charles, Mathilde; Endrizzi, Isabella; Laura Corollaro, Maria; Betta, Emanuela; Biasioli, Franco; Gasperi, Flavia</p> <p>2017-01-01</p> <p>Sweetness is one of the main drivers of consumer preference, and thus is given high priority in apple breeding programmes. Due to the complexity of sweetness evaluation, soluble solid content (SSC) is commonly used as an estimation of this trait. Nevertheless, it has been demonstrated that SSC and sweet taste are poorly correlated. Though individual sugar content may vary greatly between and within apple cultivars, no previous study has tried to investigate the relationship between the amount of individual sugars, or ratios of these, and apple sweetness. In this work, we quantified the major sugars (sucrose, glucose, fructose, xylose) and sorbitol and explored their influence on perceived sweetness in apple; we also related this to malic acid content, SSC and volatile compounds. Our data confirmed that the correlation between sweetness and SSC is weak. We found that sorbitol content correlates (similarly to SSC) with perceived sweetness better than any other single sugar or total sugar content. The single sugars show no differentiable importance in determining apple sweetness. Our predictive model based on partial least squares regression shows that after sorbitol and SSC, the most important contribution to apple sweetness is provided by several volatile compounds, mainly esters and farnesene. PMID:28322320</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/22417559','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/22417559"><span>Physiological, volatile, and SEM surface effects resulting from cutting and dipping treatments in cantaloupe.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Beaulieu, John C; Ingber, Bruce F; Lea, Jeanne M</p> <p>2011-09-01</p> <p>Previous research examined sanitation treatments on cut cantaloupe tissue to deliver germicidal and food safety effects. However, an apparent compromise between volatile loss and treatment/sampling efficacy appeared. Subsequently, a physiological and volatile reassessment of thinly sliced tissue against cubes was performed in cantaloupe tissue. Thin sliced cantaloupe L* decreased 27.5%, 40.5%, and 52.9% in 3, 2, and 1 mm thickness, respectively, compared with cut cubes after 3 d. Overall color (C) decreased in freshly prepared cubes (2.4%) and slices (14.4%) that were washed in cold water. Surface area per unit volume (SA: vol) in slices was 4.1 times greater than typical cubes, as reflected by substantial water loss (20.4%, 9.5%, and 6.7% in 1, 2 and 3-mm slices, respectively) after 1 d at 5 °C. Rinsing cubes and thin-slices with 5 °C deionized water resulted in roughly 15% soluble solids loss. SEM indicated 65.4% reduced cell size in 1-d old thin slices, evidenced by excessive cell damage and desiccation compared with stored fresh-cut cubes. In thin-sliced tissue exposed 15 min to an open atmosphere (mimic sanitation treatments), total esters decreased 92.8% and 95.8%, respectively, after 1 and 3 d storage at 5 °C. Washing tissue provided a boundary layer that reduced short-term ester losses in slices and cubes. Excessive cutting, sanitation treatment regimes, and storage can radically alter the desirable volatile profile of cut cantaloupe. Reduction of tissue size to maximize food-safety sanitation efficacy or delivering items to a niche market will need substantial work to engineer equipment and develop protocols to insure that product quality and volatiles are not compromised. We have demonstrated that cutting method and sampling protocol are critically important when using volatiles as a means by which to assess or interpret stress response and ascribe fresh-cut quality. Reduction of tissue size to maximize food-safety sanitation efficacy (for example, thin slices) will need substantial work to engineer equipment and design protocols to insure product quality and volatile profiles are not compromised. Journal of Food Science © 2011 Institute of Food Technologists® No claim to original US government works.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.epa.gov/chemical-research/indoor-semi-volatile-organic-compounds-i-svoc-version-10','PESTICIDES'); return false;" href="https://www.epa.gov/chemical-research/indoor-semi-volatile-organic-compounds-i-svoc-version-10"><span>Indoor Semi-volatile Organic Compounds (i-SVOC) Version 1.0</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.epa.gov/pesticides/search.htm">EPA Pesticide Factsheets</a></p> <p></p> <p></p> <p>i-SVOC Version 1.0 is a general-purpose software application for dynamic modeling of the emission, transport, sorption, and distribution of semi-volatile organic compounds (SVOCs) in indoor environments.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008PhyA..387.4261D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008PhyA..387.4261D"><span>Idiosyncratic risk in the Dow Jones Eurostoxx50 Index</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Daly, Kevin; Vo, Vinh</p> <p>2008-07-01</p> <p>Recent evidence by Campbell et al. [J.Y. Campbell, M. Lettau B.G. Malkiel, Y. Xu, Have individual stocks become more volatile? An empirical exploration of idiosyncratic risk, The Journal of Finance (February) (2001)] shows an increase in firm-level volatility and a decline of the correlation among stock returns in the US. In relation to the Euro-Area stock markets, we find that both aggregate firm-level volatility and average stock market correlation have trended upwards. We estimate a linear model of the market risk-return relationship nested in an EGARCH(1, 1)-M model for conditional second moments. We then show that traditional estimates of the conditional risk-return relationship, that use ex-post excess-returns as the conditioning information set, lead to joint tests of the theoretical model (usually the ICAPM) and of the Efficient Market Hypothesis in its strong form. To overcome this problem we propose alternative measures of expected market risk based on implied volatility extracted from traded option prices and we discuss the conditions under which implied volatility depends solely on expected risk. We then regress market excess-returns on lagged market implied variance computed from implied market volatility to estimate the relationship between expected market excess-returns and expected market risk.We investigate whether, as predicted by the ICAPM, the expected market risk is the main factor in explaining the market risk premium and the latter is independent of aggregate idiosyncratic risk.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24180553','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24180553"><span>Comparative study of volatile oil content and antimicrobial activity of pecan cultivars growing in Egypt.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>El Hawary, Seham S; Zaghloul, Soumaya S; El Halawany, Ali M; El Bishbishy, Mahitab H</p> <p>2013-11-01</p> <p>The volatile oils obtained from the leaves of four pecan cultivars growing in Egypt were evaluated for their chemical composition and antimicrobial activity. The selected cultivars (cv.) were Carya illinoinensis (Wangneh.) K. Koch. cv. Wichita, C. illinoinensis cv. Western Schley, C. illinoinensis cv. Cherokee, and C. illinoinensis cv. Sioux. The gas chromatography-mass spectrometry analyses revealed that the volatile oils from samples of the different cultivars differ in composition and percentage of their components. β-Curcumene was found as the major constituent of the cv. Wichita oil, whereas germacrene D was the major component of cv. Sioux, cv. Cherokee, and cv. Western Schley. The antimicrobial activity was assayed using the Kirby-Bauer Method by measuring the zone of inhibition of growth. All volatile oils displayed an antimicrobial activity against the tested bacterial strains. On the other hand, only the volatile oil of cv. Wichita showed an antifungal effect on Aspergillus flavus. This work has identified candidates of volatile oils for future in vivo studies to develop antibiotic substitutes for the diminution of human and animal pathogenic bacteria. Nevertheless, the variations of the volatile oil components and antimicrobial potencies of the different studied cultivars, necessitate identifying the cultivars used in future studies.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008JMAA..340...16D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008JMAA..340...16D"><span>An inverse problem of determining the implied volatility in option pricing</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Deng, Zui-Cha; Yu, Jian-Ning; Yang, Liu</p> <p>2008-04-01</p> <p>In the Black-Scholes world there is the important quantity of volatility which cannot be observed directly but has a major impact on the option value. In practice, traders usually work with what is known as implied volatility which is implied by option prices observed in the market. In this paper, we use an optimal control framework to discuss an inverse problem of determining the implied volatility when the average option premium, namely the average value of option premium corresponding with a fixed strike price and all possible maturities from the current time to a chosen future time, is known. The issue is converted into a terminal control problem by Green function method. The existence and uniqueness of the minimum of the control functional are addressed by the optimal control method, and the necessary condition which must be satisfied by the minimum is also given. The results obtained in the paper may be useful for those who engage in risk management or volatility trading.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26147721','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26147721"><span>Microbial Internal Storage Alters the Carbon Transformation in Dynamic Anaerobic Fermentation.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Ni, Bing-Jie; Batstone, Damien; Zhao, Bai-Hang; Yu, Han-Qing</p> <p>2015-08-04</p> <p>Microbial internal storage processes have been demonstrated to occur and play an important role in activated sludge systems under both aerobic and anoxic conditions when operating under dynamic conditions. High-rate anaerobic reactors are often operated at a high volumetric organic loading and a relatively dynamic profile, with large amounts of fermentable substrates. These dynamic operating conditions and high catabolic energy availability might also facilitate the formation of internal storage polymers by anaerobic microorganisms. However, so far information about storage under anaerobic conditions (e.g., anaerobic fermentation) as well as its consideration in anaerobic process modeling (e.g., IWA Anaerobic Digestion Model No. 1, ADM1) is still sparse. In this work, the accumulation of storage polymers during anaerobic fermentation was evaluated by batch experiments using anaerobic methanogenic sludge and based on mass balance analysis of carbon transformation. A new mathematical model was developed to describe microbial storage in anaerobic systems. The model was calibrated and validated by using independent data sets from two different anaerobic systems, with significant storage observed, and effectively simulated in both systems. The inclusion of the new anaerobic storage processes in the developed model allows for more successful simulation of transients due to lower accumulation of volatile fatty acids (correction for the overestimation of volatile fatty acids), which mitigates pH fluctuations. Current models such as the ADM1 cannot effectively simulate these dynamics due to a lack of anaerobic storage mechanisms.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20140011055','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20140011055"><span>Chandra Contaminant Migration Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Swartz, Douglas A.; O'Dell, Steve L.</p> <p>2014-01-01</p> <p>High volatility cleans OBFs and low volatility produces a high build-up at OBF centers; only a narrow (factor of 2 or less) volatility range produces the observed spatial pattern. Simulations predict less accumulation above outer S-array CCDs; this may explain, in part, gratings/imaging C/MnL discrepancies. Simulations produce a change in center accumulation due solely to DH heater ON/OFF temperature change; but a 2nd contaminant and perhaps a change in source rate is also required. Emissivity E may depend on thickness; another model parameter. Additional physics, e.g., surface migration, is not warranted at this time. At t approx. 14 yrs, model produced 0.22 grams of contaminant, 0.085 grams remaining within ACIS cavity; 7 percent (6mg) on OBFs.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..501...78P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..501...78P"><span>Forecasting the realized volatility of the Chinese stock market: Do the G7 stock markets help?</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Peng, Huan; Chen, Ruoxun; Mei, Dexiang; Diao, Xiaohua</p> <p>2018-07-01</p> <p>In this paper, we use a comprehensive look to investigate whether the G7 stock markets can contain predictive information to help in forecasting the Chinese stock market volatility. Our out-of-sample empirical results indicate the kitchen sink (HAR-RV-SK) model is able to attain better performance than the benchmark model (HAR-RV) and other models, implying that the G7 stock markets can help in predicting the one-day volatility of the Chinese stock market. Moreover, the kitchen sink strategy can beat the strategy of the simple combination forecasts. Finally, the G7 stock markets can indeed contain useful information, which can increase the accuracy forecasts of the Chinese stock market.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5766051','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5766051"><span>Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student’s t-distribution*</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Leão, William L.; Chen, Ming-Hui</p> <p>2017-01-01</p> <p>A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor’s 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model. PMID:29333210</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013PhyA..392.2163W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013PhyA..392.2163W"><span>Measuring daily Value-at-Risk of SSEC index: A new approach based on multifractal analysis and extreme value theory</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wei, Yu; Chen, Wang; Lin, Yu</p> <p>2013-05-01</p> <p>Recent studies in the econophysics literature reveal that price variability has fractal and multifractal characteristics not only in developed financial markets, but also in emerging markets. Taking high-frequency intraday quotes of the Shanghai Stock Exchange Component (SSEC) Index as example, this paper proposes a new method to measure daily Value-at-Risk (VaR) by combining the newly introduced multifractal volatility (MFV) model and the extreme value theory (EVT) method. Two VaR backtesting techniques are then employed to compare the performance of the model with that of a group of linear and nonlinear generalized autoregressive conditional heteroskedasticity (GARCH) models. The empirical results show the multifractal nature of price volatility in Chinese stock market. VaR measures based on the multifractal volatility model and EVT method outperform many GARCH-type models at high-risk levels.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20100039396','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20100039396"><span>A Computer Model for Analyzing Volatile Removal Assembly</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Guo, Boyun</p> <p>2010-01-01</p> <p>A computer model simulates reactional gas/liquid two-phase flow processes in porous media. A typical process is the oxygen/wastewater flow in the Volatile Removal Assembly (VRA) in the Closed Environment Life Support System (CELSS) installed in the International Space Station (ISS). The volatile organics in the wastewater are combusted by oxygen gas to form clean water and carbon dioxide, which is solved in the water phase. The model predicts the oxygen gas concentration profile in the reactor, which is an indicator of reactor performance. In this innovation, a mathematical model is included in the computer model for calculating the mass transfer from the gas phase to the liquid phase. The amount of mass transfer depends on several factors, including gas-phase concentration, distribution, and reaction rate. For a given reactor dimension, these factors depend on pressure and temperature in the reactor and composition and flow rate of the influent.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22622306-detailed-finite-element-method-modeling-evaporating-multi-component-droplets','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22622306-detailed-finite-element-method-modeling-evaporating-multi-component-droplets"><span>Detailed finite element method modeling of evaporating multi-component droplets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Diddens, Christian, E-mail: C.Diddens@tue.nl</p> <p></p> <p>The evaporation of sessile multi-component droplets is modeled with an axisymmetic finite element method. The model comprises the coupled processes of mixture evaporation, multi-component flow with composition-dependent fluid properties and thermal effects. Based on representative examples of water–glycerol and water–ethanol droplets, regular and chaotic examples of solutal Marangoni flows are discussed. Furthermore, the relevance of the substrate thickness for the evaporative cooling of volatile binary mixture droplets is pointed out. It is shown how the evaporation of the more volatile component can drastically decrease the interface temperature, so that ambient vapor of the less volatile component condenses on the droplet.more » Finally, results of this model are compared with corresponding results of a lubrication theory model, showing that the application of lubrication theory can cause considerable errors even for moderate contact angles of 40°. - Graphical abstract:.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017IJMPC..2850067W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017IJMPC..2850067W"><span>Multiscale volatility duration characteristics on financial multi-continuum percolation dynamics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wang, Min; Wang, Jun</p> <p></p> <p>A random stock price model based on the multi-continuum percolation system is developed to investigate the nonlinear dynamics of stock price volatility duration, in an attempt to explain various statistical facts found in financial data, and have a deeper understanding of mechanisms in the financial market. The continuum percolation system is usually referred to be a random coverage process or a Boolean model, it is a member of a class of statistical physics systems. In this paper, the multi-continuum percolation (with different values of radius) is employed to model and reproduce the dispersal of information among the investors. To testify the rationality of the proposed model, the nonlinear analyses of return volatility duration series are preformed by multifractal detrending moving average analysis and Zipf analysis. The comparison empirical results indicate the similar nonlinear behaviors for the proposed model and the actual Chinese stock market.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29333210','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29333210"><span>Bayesian analysis of stochastic volatility-in-mean model with leverage and asymmetrically heavy-tailed error using generalized hyperbolic skew Student's t-distribution.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Leão, William L; Abanto-Valle, Carlos A; Chen, Ming-Hui</p> <p>2017-01-01</p> <p>A stochastic volatility-in-mean model with correlated errors using the generalized hyperbolic skew Student-t (GHST) distribution provides a robust alternative to the parameter estimation for daily stock returns in the absence of normality. An efficient Markov chain Monte Carlo (MCMC) sampling algorithm is developed for parameter estimation. The deviance information, the Bayesian predictive information and the log-predictive score criterion are used to assess the fit of the proposed model. The proposed method is applied to an analysis of the daily stock return data from the Standard & Poor's 500 index (S&P 500). The empirical results reveal that the stochastic volatility-in-mean model with correlated errors and GH-ST distribution leads to a significant improvement in the goodness-of-fit for the S&P 500 index returns dataset over the usual normal model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2003EAEJA.....8246N','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2003EAEJA.....8246N"><span>Amplification of seismic waves beneath active volcanoes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Navon, O.; Lensky, N. G.; Collier, L.; Neuberg, J.; Lyakhovsky, V.</p> <p>2003-04-01</p> <p>Long-period (LP) seismic events are typical for many volcanoes and are attributed to energy leaking from waves traveling along the conduit - country-rock interface. While the wave propagation is well understood, their actual trigger mechanism and their energy source are not. Here we test the hypothesis that energy may be supplied by volatile-release from a supersaturated melt. If bubbles are initially in equilibrium with the melt in the conduit, and the melt is suddenly decompressed, the transfer of volatiles from the supersaturated melt into the bubbles transforms stored potential energy into expansion work. For example, small dome collapse, opening of a crack or a displacement along the brittle part of the conduit may decompress the magma by a few bars and create the needed supersaturation. This energy is released over the timescale of accelerated expansion, which is longer than a typical LP event. Following decompression, when the transfer of volatiles into bubbles is fast enough, expansion accelerates and the bulk viscosity of the bubbly magma is negative (Lensky et al., 2002). New calculations show that under such conditions a sinusoidal P-wave is amplified. We note that seismic waves created by tectonic earthquakes that are not associated with net decompression, do not lead to net release of volatiles or to net expansion. In this case, the bulk viscosity is positive and waves traveling through the magma should attenuate. The proposed model explains how weak seismic signals may be amplified as they travel through a conduit that contains supersaturated bubbly magma. It provides the general framework for amplifying volcanic seismicity such as long-period events.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2010AGUFMNG23A1365A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2010AGUFMNG23A1365A"><span>Reactive multiphase flow at the pore-scale: the melting of a crystalline framework during the injection of buoyant hot volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Andrea, P.; Huber, C.; Bachmann, O.; Chopard, B.</p> <p>2010-12-01</p> <p>Multiphase reactive flows occur naturally in various environments in the shallow subsurface, e.g. CO2 injections in saturated reservoirs, exsolved methane flux in shallow sediments and H20-CO2 volatiles in magmatic systems. Because of their multiphase nature together with the nonlinear feedbacks between reactions (dissolution/melting or precipitation) and the flow field at the pore-scale, the study of these dynamical processes remains a great challenge. In this study we focus on the injection of buoyant hot volatiles exsolved from a magmatic intrusion underplating a crystal-rich magma (porous medium). We use some simple theoretical models and a pore-scale multiphase reactive lattice Boltzmann model to investigate how the heat carried by the volatile phase affects the evolution of the porous medium spatially and temporally. We find that when the reaction rate is relatively slow and when the injection rate of volatiles is large (high injection Capillary number), the dissolution of the porous medium can be described by a local Peclet number (ratio of advective to diffusive flux of heat/reactant in the main gas channel). When the injection rate of volatile is reduced, or when the reaction rate is large, the dynamics transition to more complex regimes, where subvertical gas channels are no longer stable and can break into disconnected gas slugs. For the case of the injection of hot volatiles in crystal-rich magmatic systems, we find that the excess enthalpy advected by buoyant volatiles penetrates the porous medium over distances ~r Pe, where r is the average radius of the volatile channel (~pore size). The transport of heat by buoyant gases through a crystal mush is therefore in most cases limited to distances < meters. Our results also suggest that buoyant volatiles can carry chemical species (Li,F, Cl) far into a mush as their corresponding local Peclet number is several orders of magnitude greater than that for heat, owing to their low diffusion coefficients.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..473...29L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..473...29L"><span>On fractality and chaos in Moroccan family business stock returns and volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lahmiri, Salim</p> <p>2017-05-01</p> <p>The purpose of this study is to examine existence of fractality and chaos in returns and volatilities of family business companies listed on the Casablanca Stock Exchange (CSE) in Morocco, and also in returns and volatility of the CSE market index. Detrended fluctuation analysis based Hurst exponent and fractionally integrated generalized autoregressive conditional heteroskedasticity (FIGARCH) model are used to quantify fractality in returns and volatility time series respectively. Besides, the largest Lyapunov exponent is employed to quantify chaos in both time series. The empirical results from sixteen family business companies follow. For return series, fractality analysis show that most of family business returns listed on CSE exhibit anti-persistent dynamics, whilst market returns have persistent dynamics. Besides, chaos tests show that business family stock returns are not chaotic while market returns exhibit evidence of chaotic behaviour. For volatility series, fractality analysis shows that most of family business stocks and market index exhibit long memory in volatility. Furthermore, results from chaos tests show that volatility of family business returns is not chaotic, whilst volatility of market index is chaotic. These results may help understanding irregularities patterns in Moroccan family business stock returns and volatility, and how they are different from market dynamics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25005622','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25005622"><span>Exploring the modulation of hypoxia-inducible factor (HIF)-1α by volatile anesthetics as a possible mechanism underlying volatile anesthetic-induced CNS injury.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Giles, Emma K; Lawrence, Andrew J; Duncan, Jhodie R</p> <p>2014-09-01</p> <p>This review summarizes recent research on the potential cognitive and behavioural abnormalities induced by exposure to volatile anesthetics and suggests a role of hypoxia-inducible factor (HIF)-1α in mediating these events. Volatile anesthetics are widely utilized in clinical and research settings, yet the long-term safety of exposure to these agents is under debate. Findings from various animal models suggest volatile anesthetics induce widespread apoptosis in the central nervous system (CNS) that correlates with lasting deficits in learning and memory. Longitudinal analysis of clinical data highlight an increased risk of developmental disorders later in life when children are exposed to volatile anesthetics, particularly when exposures occur over multiple sessions. However, the mechanisms underlying these events have yet to be established. Considering the extensive use of volatile anesthetics, it is crucial that these events are better understood. The possible role of HIF-1α in volatile anesthetic-induced CNS abnormalities will be suggested and areas requiring urgent attention will be outlined.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_16");'>16</a></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li class="active"><span>18</span></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_18 --> <div id="page_19" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li class="active"><span>19</span></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="361"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AGUFM.H14D..04H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AGUFM.H14D..04H"><span>Degradation and Volatilization of Chlorofluorocarbons in Contaminated Groundwater Explored by Stable Carbon Isotope Analysis</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Horst, A.; Lacrampe-Couloume, G.; Sherwood Lollar, B.</p> <p>2015-12-01</p> <p>Chlorofluorocarbons (CFCs) are ozone depleting compounds whose production was phased out by the regulations of the Montreal Protocol (1987). Accidental release and disposal also led to contamination of groundwater at many locations, however, and this legacy persists. Although very stable, CFCs may degrade via abiotic and biotic pathways. Quantification of the degree of transformation of CFCs has been challenging due to other processes such as dilution, sorption and volatilization. Compound specific stable carbon isotope analysis (CSIA) has been successfully applied for a variety of priority pollutants to distinguish degradation from other processes and to quantify transformation rates. A Purge & Trap - CSIA method developed in our lab was applied to determine the stable carbon isotopic signature of CFCs and HCFCs (hydrochlorofluorocarbons) in groundwater samples from a contaminated site. Preliminary results suggest that degradation of CFCs and HCFCs may result in enriched δ13C values, consistent with fractionation during bond breakage as has been reported for many other hydrocarbon pollutants. The effect of volatile loss during sampling on the isotopic signatures of CFCs was examined in laboratory experiments. Volatilization from pure phase CFCs showed a small inverse isotope effect during open system volatilization, opposite to the normal isotope effect generally observed during biodegradation. For volatilization of CFCs dissolved in water a much smaller isotope effect was observed. An important result from this work is that any volatile loss may introduce only a small change in CFC isotopic signatures in groundwater, and importantly, due to the opposite direction of isotope effects associated with volatilization versus degradation, any effects of volatile loss on the isotopic signatures cannot be confused with transformation of CFCs. At most, volatilization might contribute to a conservative estimate of the extent of degradation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/807221','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/807221"><span>DEVELOPMENT OF A VALIDATED MODEL FOR USE IN MINIMIZING NOx EMISSIONS AND MAXIMIZING CARBON UTILIZATION WHEN CO-FIRING BIOMASS WITH COAL</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Larry G. Felix; P. Vann Bush</p> <p>2002-10-26</p> <p>This is the eighth Quarterly Technical Report for DOE Cooperative Agreement No. DE-FC26-00NT40895. A statement of the project objectives is included in the Introduction of this report. The final biomass co-firing test burn was conducted during this quarter. In this test (Test 14), up to 20% by weight dry switchgrass was comilled with Jim Walters No.7 mine coal and injected through the single-register burner. Jim Walters No.7 coal is a low-volatility, low-sulfur ({approx}0.7% S) Eastern bituminous coal. The results of this test are presented in this quarterly report. Progress has continued to be made in implementing a modeling approach tomore » combine reaction times and temperature distributions from computational fluid dynamic models of the pilot-scale combustion furnace with char burnout and chemical reaction kinetics to predict NO{sub x} emissions and unburned carbon levels in the furnace exhaust. The REI Configurable Fireside Simulator (CFS) is now in regular use. Presently, the CFS is being used to generate CFD calculations for completed tests with Powder River Basin coal and low-volatility (Jim Walters No.7 Mine) coal. Niksa Energy Associates will use the results of these CFD simulations to complete their validation of the NOx/LOI predictive model. Work has started on the project final report.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012DPS....4430101H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012DPS....4430101H"><span>The Role of Volatiles in Volcanism at Loki and other Hotspots on Io</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Howell, Robert R.; Allen, D. R.; Landis, C. E.; Lopes, R. M. C.</p> <p>2012-10-01</p> <p>To determine the role of volatiles in volcanic processes on Io we are analyzing Voyager, Galileo, and New Horizons images to obtain colors and high resolution maps near hotspots, in particular Loki. We are also producing numerical transport models for volatiles such as sulfur. As a part of this effort we have also developed Python-based software tools for updating the Voyager and Galileo NAIF pointing kernels, and for analyzing the observations themselves. At Loki, despite their relatively low abundance, volatiles clearly play a significant role. Color photometry of the small bright spots colloquially known as "sulfur bergs", which we suspect are fumarole deposits, show their reflectance is consistent with sulfur but not sulfur dioxide. Mapping of their location shows they avoid the patera margins, and may show other spatial patterns. Preliminary transport models suggest their sizes are consistent with that expected for sulfur fumarole deposits over cooled lava crust. We are currently comparing the high resolution Voyager images with the best available Galileo and New Horizons images to measure changes in the volatile locations over time, and also measure changing locations of nearby silicate flows. We are also beginning stress modeling to understand the structural features seen in island patera such as Loki and are also beginning an analysis of other hotspots such as Tupan.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19870014034','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19870014034"><span>Volatile reservoirs below the surface of the Elysium region of Mars: Geomorphic evidence</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Christiansen, Eric H.; Hopler, Jennifer A.</p> <p>1987-01-01</p> <p>The Elysium volcanic province contains a variety of geomorphic evidence for the existence of large volatile reservoirs of subsurface volatiles. Study of these landforms yields insight into the distribution and size of these reservoirs and how they interact with the surface environment and will ultimately place constraints on the geometry, constitution, origin, time of formation, and temporal evolution of these important components of the Martian crust. Three principal types of landforms appear to be related to subsurface volatile reservoirs in the Elysium region of Mars: small outflow channels; large lahars; and vast expanses of knobby terranes around the margins of the Elysium dome. The evidence provided by these landforms is internally consistent with the presence of a large relatively shallow volatile reservoir in the Elysium region. If the geologic features described are reliable indicators of subsurface volatiles, they imply that: volatile reservoirs lie relatively close to the surface and underlie millions of sq km in this region; there is no apparent latitudinal variation in the depth or thickness of the volatile reservoirs; the precursors of the knobby terranes are or were important volatile reservoirs; volatiles may be lost in a variety of ways from these reservoirs; and volatiles were incorporated in an easily eroded surficial deposit in the middle history of Mars. The ultimate origin of water in this reservoir is uncertain. A model to explain the preferential entrapment of volatiles into the region's surface materials may be required.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.V43E0572H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.V43E0572H"><span>Melt Inclusion Constraints on the Evolving Volatile Budget of the Deccan Traps</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hernandez Nava, A.; Black, B. A.; Vanderkluysen, L.; Renne, P. R.; Self, S.</p> <p>2017-12-01</p> <p>Determining the volatile budgets of Large Igneous Provinces (LIPs) is critical to understanding their environmental consequences. Prior work on glassy melt inclusions from the Deccan Traps revealed melt concentrations of up to 1400 ppm S and 900 ppm Cl (Self et al., 2008). Callegaro et al. (2014) applied clinopyroxene-melt partitioning relationships to infer sulfur concentrations of up to 1900 ppm in Deccan Traps lavas from the Mahabaleshwar Formation. However, constraints on the variability and temporal evolution of Deccan volatiles remain sparse. We present preliminary data from a new suite of plagioclase, olivine and pyroxene hosted melt inclusions that spans the Deccan volcanic stratigraphy. We include data from olivine and clinopyroxene-hosted inclusions from high (>14 wt%) MgO flows sampled in the Wadhwan, Dhandhuka and Botad drill cores of Gujarat (NW Deccan), which are interpreted as among the earliest products of Deccan volcanism (e.g., Peng and Mahoney, 1995). We have performed initial microprobe analyses of glassy and reheated inclusions to determine S, Cl, and F concentrations. Future work will include analyses using secondary ion mass spectrometry to determine H2O, CO2, S, Cl, and F concentrations. Microthermometry will be used to understand the fluid inclusion record. This suite of techniques will allow us to place improved constraints on the overall volatile budget of the Deccan Traps and the evolution of magmatic volatile loads, with implications for the environmental consequences of magmatism before, during, and after the end-Cretaceous mass extinction.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29732495','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29732495"><span>Screening of salivary volatiles for putative breast cancer discrimination: an exploratory study involving geographically distant populations.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Cavaco, Carina; Pereira, Jorge A M; Taunk, Khushman; Taware, Ravindra; Rapole, Srikanth; Nagarajaram, Hampapathalu; Câmara, José S</p> <p>2018-05-07</p> <p>Saliva is possibly the easiest biofluid to analyse and, despite its simple composition, contains relevant metabolic information. In this work, we explored the potential of the volatile composition of saliva samples as biosignatures for breast cancer (BC) non-invasive diagnosis. To achieve this, 106 saliva samples of BC patients and controls in two distinct geographic regions in Portugal and India were extracted and analysed using optimised headspace solid-phase microextraction gas chromatography mass spectrometry (HS-SPME/GC-MS, 2 mL acidified saliva containing 10% NaCl, stirred (800 rpm) for 45 min at 38 °C and using the CAR/PDMS SPME fibre) followed by multivariate statistical analysis (MVSA). Over 120 volatiles from distinct chemical classes, with significant variations among the groups, were identified. MVSA retrieved a limited number of volatiles, viz. 3-methyl-pentanoic acid, 4-methyl-pentanoic acid, phenol and p-tert-butyl-phenol (Portuguese samples) and acetic, propanoic, benzoic acids, 1,2-decanediol, 2-decanone, and decanal (Indian samples), statistically relevant for the discrimination of BC patients in the populations analysed. This work defines an experimental layout, HS-SPME/GC-MS followed by MVSA, suitable to characterise volatile fingerprints for saliva as putative biosignatures for BC non-invasive diagnosis. Here, it was applied to BC samples from geographically distant populations and good disease separation was obtained. Further studies using larger cohorts are therefore very pertinent to challenge and strengthen this proof-of-concept study. Graphical abstract ᅟ.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015ACPD...1522263P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015ACPD...1522263P"><span>Volatility of organic aerosol and its components in the Megacity of Paris</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Paciga, A.; Karnezi, E.; Kostenidou, E.; Hildebrandt, L.; Psichoudaki, M.; Engelhart, G. J.; Lee, B.-H.; Crippa, M.; Prévôt, A. S. H.; Baltensperger, U.; Pandis, S. N.</p> <p>2015-08-01</p> <p>Using a mass transfer model and the volatility basis set, we estimate the volatility distribution for the organic aerosol (OA) components during summer and winter in Paris, France as part of the collaborative project MEGAPOLI. The concentrations of the OA components as a function of temperature were measured combining data from a thermodenuder and an aerosol mass spectrometer (AMS) with Positive Matrix Factorization (PMF) analysis. The hydrocarbon-like organic aerosol (HOA) had similar volatility distributions for the summer and winter campaigns with half of the material in the saturation concentration bin of 10 μg m-3 and another 35-40 % consisting of low and extremely low volatility organic compounds (LVOCs and ELVOCs, respectively). The winter cooking OA (COA) was more than an order of magnitude less volatile than the summer COA. The low volatility oxygenated OA (LV-OOA) factor detected in the summer had the lowest volatility of all the derived factors and consisted almost exclusively of ELVOCs. The volatility for the semi-volatile oxygenated OA (SV-OOA) was significantly higher than that of the LV-OOA, containing both semi-volatile organic components (SVOCs) and LVOCs. The oxygenated OA (OOA) factor in winter consisted of SVOCs (45 %), LVOCs (25 %) and ELVOCs (30 %). The volatility of marine OA (MOA) was higher than that of the other factors containing around 60 % SVOCs. The biomass burning OA (BBOA) factor contained components with a wide range of volatilities with significant contributions from both SVOCs (50 %) and LVOCs (30 %). Finally, combining the O : C ratio and volatility distributions of the various factors, we incorporated our results into the two-dimensional volatility basis set (2D-VBS). Our results show that the factors cover a broad spectrum of volatilities with no direct link between the average volatility and average O : C of the OA components. Agreement between our findings and previous publications is encouraging for our understanding of the evolution of atmospheric OA.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29721301','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29721301"><span>Phenotypic responses to microbial volatiles render a mold fungus more susceptible to insect damage.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Caballero Ortiz, Silvia; Trienens, Monika; Pfohl, Katharina; Karlovsky, Petr; Holighaus, Gerrit; Rohlfs, Marko</p> <p>2018-04-01</p> <p>In decomposer systems, fungi show diverse phenotypic responses to volatile organic compounds of microbial origin (volatiles). The mechanisms underlying such responses and their consequences for the performance and ecological success of fungi in a multitrophic community context have rarely been tested explicitly. We used a laboratory-based approach in which we investigated a tripartite yeast-mold-insect model decomposer system to understand the possible influence of yeast-borne volatiles on the ability of a chemically defended mold fungus to resist insect damage. The volatile-exposed mold phenotype (1) did not exhibit protein kinase A-dependent morphological differentiation, (2) was more susceptible to insect foraging activity, and (3) had reduced insecticidal properties. Additionally, the volatile-exposed phenotype was strongly impaired in secondary metabolite formation and unable to activate "chemical defense" genes upon insect damage. These results suggest that volatiles can be ecologically important factors that affect the chemical-based combative abilities of fungi against insect antagonists and, consequently, the structure and dynamics of decomposer communities.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016Fract..2450025L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016Fract..2450025L"><span>Investigating Long-Range Dependence in American Treasury Bills Variations and Volatilities during Stable and Unstable Periods</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lahmiri, Salim</p> <p>2016-05-01</p> <p>Detrended fluctuation analysis (DFA) is used to examine long-range dependence in variations and volatilities of American treasury bills (TB) during periods of low and high movements in TB rates. Volatility series are estimated by generalized autoregressive conditional heteroskedasticity (GARCH) model under Gaussian, Student, and the generalized error distribution (GED) assumptions. The DFA-based Hurst exponents from 3-month, 6-month, and 1-year TB data indicates that in general the dynamics of the TB variations process is characterized by persistence during stable time period (before 2008 international financial crisis) and anti-persistence during unstable time period (post-2008 international financial crisis). For volatility series, it is found that; for stable period; 3-month volatility process is more likely random, 6-month volatility process is anti-persistent, and 1-year volatility process is persistent. For unstable period, estimation results show that the generating process is persistent for all maturities and for all distributional assumptions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/7157543-volatility-aerosols-western-european-environment-interim-report-thru','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/7157543-volatility-aerosols-western-european-environment-interim-report-thru"><span>Volatility of aerosols in the western European environment. Interim report No. 1 thru 3</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Jennings, S.G.</p> <p>1987-10-01</p> <p>The volatility apparatus to be used in the proposed work is being currently assembled at the Atmospheric Sciences Laboratory, White Sands Missile Range, New Mexico. When the volatility apparatus is constructed and tested it will be shipped to University College Galway. It is then planned to carry out field-volatility measurements of the ambient aerosol, primarily for the unmodified maritime air mass and secondly for the partially modified European continental air mass. Continuous measurements for periods up to some weeks spanning all four seasons are planned. In preparation for these measurements, a digital readout facility was acquired for the IM 146more » velocity and direction transmitter to be used for recording wind speed and direction. The measurement system was electronically processed to facilitate continuous recording on a microcomputer.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20050167199','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20050167199"><span>Styles and Timing of Volatile-driven Activity in the Eastern Hellas Region of Mars</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Crown, David A.; Bleamaster, Leslie F., III; Mest, Scott C.; Teneva, Lida T.</p> <p>2005-01-01</p> <p>Hellas basin, the largest well-preserved impact structure on the Martian surface, is Mars deepest depositional sink and has long been recognized as a source for global dust storms. The basin and surrounding highlands span a wide range in latitude and elevation, exhibit landforms shaped by a diversity of geologic processes, and preserve exposures of Noachian, Hesperian, and Amazonian units. Geologically contemporaneous volcanism and volatile-driven activity in the circum-Hellas highlands provide resources for potential Martian life. Hellas is a geologically significant region for evaluating volatile abundance, distribution and cycling and changes in surface conditions on Mars. Current work integrates geologic studies of the basin floor and east rim using Viking Orbiter, Mars Global Surveyor, and Mars Odyssey datasets to provide a synthesis of the history of volatiles in the region.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013PhDT.......301K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013PhDT.......301K"><span>Nanomagnet Logic: Architectures, design, and benchmarking</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kurtz, Steven J.</p> <p></p> <p>Nanomagnet Logic (NML) is an emerging technology being studied as a possible replacement or supplementary device for Complimentary Metal-Oxide-Semiconductor (CMOS) Field-Effect Transistors (FET) by the year 2020. NML devices offer numerous potential advantages including: low energy operation, steady state non-volatility, radiation hardness and a clear path to fabrication and integration with CMOS. However, maintaining both low-energy operation and non-volatility while scaling from the device to the architectural level is non-trivial as (i) nearest neighbor interactions within NML circuits complicate the modeling of ensemble nanomagnet behavior and (ii) the energy intensive clock structures required for re-evaluation and NML's relatively high latency challenge its ability to offer system-level performance wins against other emerging nanotechnologies. Thus, further research efforts are required to model more complex circuits while also identifying circuit design techniques that balance low-energy operation with steady state non-volatility. In addition, further work is needed to design and model low-power on-chip clocks while simultaneously identifying application spaces where NML systems (including clock overhead) offer sufficient energy savings to merit their inclusion in future processors. This dissertation presents research advancing the understanding and modeling of NML at all levels including devices, circuits, and line clock structures while also benchmarking NML against both scaled CMOS and tunneling FETs (TFET) devices. This is accomplished through the development of design tools and methodologies for (i) quantifying both energy and stability in NML circuits and (ii) evaluating line-clocked NML system performance. The application of these newly developed tools improves the understanding of ideal design criteria (i.e., magnet size, clock wire geometry, etc.) for NML architectures. Finally, the system-level performance evaluation tool offers the ability to project what advancements are required for NML to realize performance improvements over scaled-CMOS hardware equivalents at the functional unit and/or application-level.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/23200002','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/23200002"><span>Geographical provenance of palm oil by fatty acid and volatile compound fingerprinting techniques.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Tres, A; Ruiz-Samblas, C; van der Veer, G; van Ruth, S M</p> <p>2013-04-15</p> <p>Analytical methods are required in addition to administrative controls to verify the geographical origin of vegetable oils such as palm oil in an objective manner. In this study the application of fatty acid and volatile organic compound fingerprinting in combination with chemometrics have been applied to verify the geographical origin of crude palm oil (continental scale). For this purpose 94 crude palm oil samples were collected from South East Asia (55), South America (11) and Africa (28). Partial least squares discriminant analysis (PLS-DA) was used to develop a hierarchical classification model by combining two consecutive binary PLS-DA models. First, a PLS-DA model was built to distinguish South East Asian from non-South East Asian palm oil samples. Then a second model was developed, only for the non-Asian samples, to discriminate African from South American crude palm oil. Models were externally validated by using them to predict the identity of new authentic samples. The fatty acid fingerprinting model revealed three misclassified samples. The volatile compound fingerprinting models showed an 88%, 100% and 100% accuracy for the South East Asian, African and American class, respectively. The verification of the geographical origin of crude palm oil is feasible by fatty acid and volatile compound fingerprinting. Further research is required to further validate the approach and to increase its spatial specificity to country/province scale. Copyright © 2012 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AAS...22934517K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AAS...22934517K"><span>Effect of External Photoevaporation on the Radial Transport of Volatiles and the Water Snowline in the Solar Nebula</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kalyaan, Anusha; Desch, Steven</p> <p>2017-01-01</p> <p>The Sun was likely born in a high mass star forming region [1]. Such a birth environment with a proximity to a nearby O or B star would photoevaporate the sun’s protoplanetary disk and cause an outward mass flow from the outer edge, as well as truncation of the disk, as seen in the Orion proplyds (although not as intensely)[2]. Photoevaporation likely explains the currently observed ~47 AU edge of the Kuiper Belt in our solar system [3], and more compellingly, the origin of certain short-lived radionuclides (such as Fe60), which cannot be successfully explained by a nebular origin [4][5]. Such a mass loss mechanism should affect the radial transport processes in the snowline region and along with temperature, has the potential to alter the location of the snowline.In this context, and in the light of recent ALMA observational results indicative of non-traditional behavior of snowlines and volatile transport in disks [6][7], this work studies what effect a photoevaporative mass loss from the outer disk may have on the volatile transport around the snowline region between ~1-10 AU in the disk. We build on the model of [8] and explore the effects of a steep photoevaporated non-uniform $\\alpha$ disk on radial transport of volatiles and small icy solids by incorporating the advection-diffusion equations as in [9] and condensation/evaporation of volatiles. We present results of these simulations, including volatile mass fluxes, ice/rock ratios, and snow line locations, in protoplanetary disks like the solar nebula.References: [1] Adams, F.C., 2010, ARAA 48,47 [2] Henney, W.J., & O’Dell, C.R., 1999, AJ, 118, 2350 [3] Trujillo,C.A. & Brown,M.E., 2001, ApJL,554,L95 [4] Hester, J.J., & Desch, S.J., 2005,ASPC, 341,107 [5] Wadhwa, M. et al. , 2007, Protostars & Planets V, 835 [5 [6] Cieza, L.A., et al., 2016, Nature,535,258 [7] Huang, J, et al. et al., 2016, ApJL, 823, L18 [8] Kalyaan, A., et al., 2015, ApJ, 815, 112 [9] Desch, S.J., et al., (in review).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25655421','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25655421"><span>Effects of oil dispersants on photodegradation of pyrene in marine water.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Gong, Yanyan; Fu, Jie; O'Reilly, S E; Zhao, Dongye</p> <p>2015-04-28</p> <p>This work investigated effects of a popular oil dispersant (Corexit EC9500A) on UV- or sunlight-mediated photodegradation of pyrene (a model polycyclic aromatic hydrocarbon) in seawater. The presence of 18 and 180mg/L of the dispersant increased the first-order photodegradation rate by 5.5% and 16.7%, respectively, and reduced or ceased pyrene volatilization. By combining individual first-order rate laws for volatilization and photodegradation, we proposed an integrated kinetic model that can adequately predict the overall dissipation of pyrene from seawater. Mechanistic studies indicated that superoxide radicals played a predominant role in pyrene photodegradation, and the dispersant enhanced formation of superoxide radicals. 1-Hydroxypyrene was the main intermediate regardless of the dispersant, suggesting that electrons were transferred from excited pyrene to oxygen. In the presence of 18mg/L of the dispersant, the photodegradation rate increased with increasing ionic strength and temperature, but decreased with increasing HA concentration, and remained independent of solution pH. The results are important in understanding roles of oil dispersants on environmental fate of persistent oil components in natural and engineered systems. Copyright © 2015 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/22362583','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/22362583"><span>Economic conditions and suicide rates in New York City.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Nandi, Arijit; Prescott, Marta R; Cerdá, Magdalena; Vlahov, David; Tardiff, Kenneth J; Galea, Sandro</p> <p>2012-03-15</p> <p>Extant analyses of the relation between economic conditions and population health were often based on annualized data and were susceptible to confounding by nonlinear time trends. In the present study, the authors used generalized additive models with nonparametric smoothing splines to examine the association between economic conditions, including levels of economic activity in New York State and the degree of volatility in the New York Stock Exchange, and monthly rates of death by suicide in New York City. The rate of suicide declined linearly from 8.1 per 100,000 people in 1990 to 4.8 per 100,000 people in 1999 and then remained stable from 1999 to 2006. In a generalized additive model in which the authors accounted for long-term and seasonal time trends, there was a negative association between monthly levels of economic activity and rates of suicide; the predicted rate of suicide was 0.12 per 100,000 persons lower when economic activity was at its peak compared with when it was at its nadir. The relation between economic activity and suicide differed by race/ethnicity and sex. Stock market volatility was not associated with suicide rates. Further work is needed to elucidate pathways that link economic conditions and suicide.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25369247','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25369247"><span>Effect of inorganic salts on the volatility of organic acids.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Häkkinen, Silja A K; McNeill, V Faye; Riipinen, Ilona</p> <p>2014-12-02</p> <p>Particulate phase reactions between organic and inorganic compounds may significantly alter aerosol chemical properties, for example, by suppressing particle volatility. Here, chemical processing upon drying of aerosols comprised of organic (acetic, oxalic, succinic, or citric) acid/monovalent inorganic salt mixtures was assessed by measuring the evaporation of the organic acid molecules from the mixture using a novel approach combining a chemical ionization mass spectrometer coupled with a heated flow tube inlet (TPD-CIMS) with kinetic model calculations. For reference, the volatility, i.e. saturation vapor pressure and vaporization enthalpy, of the pure succinic and oxalic acids was also determined and found to be in agreement with previous literature. Comparison between the kinetic model and experimental data suggests significant particle phase processing forming low-volatility material such as organic salts. The results were similar for both ammonium sulfate and sodium chloride mixtures, and relatively more processing was observed with low initial aerosol organic molar fractions. The magnitude of low-volatility organic material formation at an atmospherically relevant pH range indicates that the observed phenomenon is not only significant in laboratory conditions but is also of direct atmospheric relevance.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/16104798','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/16104798"><span>Translational diffusion coefficients of volatile compounds in various aqueous solutions at low and subzero temperatures.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Covarrubias-Cervantes, Marco; Champion, Dominique; Debeaufort, Frédéric; Voilley, Andrée</p> <p>2005-08-24</p> <p>Translational diffusion coefficients (D(12)) of volatile compounds were measured in model media with the profile concentration method. The influence of sample temperature (from 25 to -10 degrees C) was studied on translational diffusion in sucrose or maltodextrin solutions at various concentrations. Results show that diffusivity of volatile compounds in sucrose solutions is controlled by temperature, molecule size, and the viscosity of the liquid phase as expected with the Stokes-Einstein equation; moreover, physicochemical interactions between volatile compounds and the medium are determinant for diffusion estimation. At negative temperature, the winding path induced by an ice crystal content of >70% lowered volatile compound diffusion. On the contrary, no influence on translational diffusion coefficients was observed for lower ice content.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012AIPC.1425...53T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012AIPC.1425...53T"><span>Analysis of flavor compounds by GC/MS after liquid-liquid extraction from fruit juices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Tuşa, F. D.; Moldovan, Z.; Schmutzer, G.; Magdaş, D. A.; Dehelean, A.; Vlassa, M.</p> <p>2012-02-01</p> <p>In this work we describe a rapid method for analysis of volatile profiles of several commercial fruit juices using GC/MS instrument after liquid-liquid extraction. Volatile flavor compounds have been identified based on mass spectrum obtained in EI mode. This method allows to analyses a wide range of flavor compounds (esters, aldehydes, alcohols, terpenoids) the procedure was rapid, simple and inexpensive. Moreover, by means of volatile compounds it could be possible to distinguish between juices of organic and conventional production and those with flavorings addition. More of 20 compounds were identified and quantified as relative chromatogram area taken on larges ion in mass spectrum.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018ApJ...860..150H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018ApJ...860..150H"><span>On the Impact Origin of Phobos and Deimos. IV. Volatile Depletion</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hyodo, Ryuki; Genda, Hidenori; Charnoz, Sébastien; Pignatale, Francesco C. F.; Rosenblatt, Pascal</p> <p>2018-06-01</p> <p>Recent works have shown that the Martian moons Phobos and Deimos may have accreted within a giant impact-generated disk whose composition is about an equal mixture of Martian material and impactor material. Just after the giant impact, the Martian surface heated up to ∼3000–6000 K and the building blocks of moons, including volatile-rich vapor, were heated up to ∼2000 K. In this paper, we investigate the volatile loss from the building blocks of Phobos and Deimos by hydrodynamic escape of vapor and radiation pressure on condensed particles. We show that a non-negligible amount of volatiles (>10% of the vapor with temperature >1000 K via hydrodynamic escape, and moderately volatile dusts that condense at ∼700–2000 K via radiation pressure) could be removed just after the impact during their first single orbit from their pericenters to apocenters. Our results indicate that bulk Phobos and Deimos are depleted in volatile elements. Together with future explorations such as the Japan Aerospace eXploration Agency’s Martian Moons eXploration mission, our results could be used to constrain the origin of Phobos and Deimos.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_17");'>17</a></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li class="active"><span>19</span></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_19 --> <div id="page_20" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li class="active"><span>20</span></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="381"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19990080054','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19990080054"><span>SiC and Si3N4 Recession Due to SiO2 Scale Volatility Under Combustor Conditions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Smialek, James L.; Robinson, Raymond C.; Opila, Elizabeth J.; Fox, Dennis S.; Jacobson, Nathan S.</p> <p>1999-01-01</p> <p>Silicon carbide (SiC) and Si3N4 materials were tested in various turbine engine combustion environments chosen to represent either conventional fuel-lean or fuel-rich mixtures proposed for high-speed aircraft. Representative chemical vapor-deposited (CVD), sintered, and composite materials were evaluated by furnace and high-pressure burner rig exposures. Although protective SiO2 scales formed in all cases, the evidence presented supports a model based on paralinear growth kinetics (i.e., parabolic growth moderated simultaneously by linear volatilization). The volatility rate is dependent on temperature, moisture content, system pressure, and gas velocity. The burner tests were thus used to map SiO2 volatility (and SiC recession) over a range of temperatures, pressures, and velocities. The functional dependency of material recession (volatility) that emerged followed the form A[exp(-Q / RT)](P(sup x)v(sup y). These empirical relations were compared with rates predicted from the thermodynamics of volatile SiO and SiOxHy reaction products and a kinetic model of diffusion through a moving boundary layer. For typical combustion conditions, recession of 0.2 to 2 micrometers/hr is predicted at 1200 to 1400 C, far in excess of acceptable long-term limits.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4289707','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4289707"><span>Bidirectional exchange of biogenic volatiles with vegetation: emission sources, reactions, breakdown and deposition</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Niinemets, Ülo; Fares, Silvano; Harley, Peter; Jardine, Kolby J.</p> <p>2014-01-01</p> <p>Biogenic volatile organic compound (BVOC) emissions are widely modeled as inputs to atmospheric chemistry simulations. However, BVOC may interact with cellular structures and neighboring leaves in a complex manner during volatile diffusion from the sites of release to leaf boundary layer and during turbulent transport to the atmospheric boundary layer. Furthermore, recent observations demonstrate that the BVOC emissions are bidirectional, and uptake and deposition of BVOC and their oxidation products are the rule rather than the exception. This review summarizes current knowledge of within-leaf reactions of synthesized volatiles with reactive oxygen species (ROS), uptake, deposition and storage of volatiles and their oxidation products as driven by adsorption on leaf surface and solubilization and enzymatic detoxification inside leaves. The available evidence indicates that due to reactions with ROS and enzymatic metabolism, the BVOC gross production rates are much larger than previously thought. The degree to which volatiles react within leaves and can be potentially taken up by vegetation depends on compound reactivity, physicochemical characteristics, as well as their participation in leaf metabolism. We argue that future models should be based on the concept of bidirectional BVOC exchange and consider modification of BVOC sink/source strengths by within-leaf metabolism and storage. PMID:24635661</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017Nanot..28g5204P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017Nanot..28g5204P"><span>Computing with volatile memristors: an application of non-pinched hysteresis</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pershin, Y. V.; Shevchenko, S. N.</p> <p>2017-02-01</p> <p>The possibility of in-memory computing with volatile memristive devices, namely, memristors requiring a power source to sustain their memory, is demonstrated theoretically. We have adopted a hysteretic graphene-based field emission structure as a prototype of a volatile memristor, which is characterized by a non-pinched hysteresis loop. A memristive model of the structure is developed and used to simulate a polymorphic circuit implementing stateful logic gates, such as the material implication. Specific regions of parameter space realizing useful logic functions are identified. Our results are applicable to other realizations of volatile memory devices, such as certain NEMS switches.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013AGUFM.P53F..06H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013AGUFM.P53F..06H"><span>The Distribution of Ice in Lunar Permanently Shadowed Regions: Science Enabling Exploration (Invited)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hurley, D.; Elphic, R. C.; Bussey, B.; Hibbitts, C.; Lawrence, D. J.</p> <p>2013-12-01</p> <p>Recent prospecting indicates that water ice occurs in enhanced abundances in some lunar PSRs. That water constitutes a resource that enables lunar exploration if it can be harvested for fuel and life support. Future lunar exploration missions will need detailed information about the distribution of volatiles in lunar permanently shadowed regions (PSRs). In addition, the volatiles also offer key insights into the recent and distant past, as they have trapped volatiles delivered to the moon over ~2 Gyr. This comprises an unparalleled reservoir of past inner solar system volatiles, and future scientific missions are needed to make the measurements that will reveal the composition of those volatiles. These scientific missions will necessarily have to acquire and analyze samples of volatiles from the PSRs. For both exploration and scientific purposes, the precise location of volatiles will need to be known. However, data indicate that ice is distributed heterogeneously on the Moon. It is unlikely that the distribution will be known a priori with enough spatial resolution to guarantee access to volatiles using a single point sample. Some mechanism for laterally or vertically distributed access will increase the likelihood of acquiring a rich sample of volatiles. Trade studies will need to be conducted to anticipate the necessary range and duration of missions to lunar PSRs that will be needed to accomplish the mission objectives. We examine the spatial distribution of volatiles in lunar PSRs reported from data analyses and couple those with models of smaller scale processes. FUV and laser data from PSRs that indicate the average surface distribution is consistent with low abundances on the extreme surface in most PSRs. Neutron and radar data that probe the distribution at depth show heterogeneity at broad spatial resolution. We consider those data in conjunction with the model to understand the full, 3-D nature of the heterogeneity. A Monte Carlo technique simulates the stochastic process of impact gardening on a putative ice deposit. The model uses the crater production function as a basis for generating a random selection of impact craters over time. Impacts are implemented by modifying the topography, volatile content, and depth distribution in the simulation volume on a case by case basis. This technique will never be able to reproduce the exact impact history of a particular area. But by conducting multiple runs with the same initial conditions and a different seed to the random number generator, we are able to calculate the probability of situations occurring. Further, by repeating the simulations with varied initial conditions, we calculate the dependence of the expectation values on the inputs. We present findings regarding the heterogeneity of volatiles in PSRs as a function of age, initial ice thickness, and contributions from steady sources.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014AIPC.1602..480M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014AIPC.1602..480M"><span>Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah@Rozita</p> <p>2014-06-01</p> <p>Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stable information ratio.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016A%26A...593A..76S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016A%26A...593A..76S"><span>A model of short-lived outbursts on the 67P from fractured terrains</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Skorov, Yu. V.; Rezac, L.; Hartogh, P.; Bazilevsky, A. T.; Keller, H. U.</p> <p>2016-09-01</p> <p>Aims: We develop a physical model to explain the potent outbursts that occurred in the fractured terrain of comet 67P near perihelion, and predict its temporal characteristics. Methods: The feasibility of the proposed mechanism is studied using a numerical model accounting for the relevant microscopic/macroscopic processes. We rely on the thermophysical, compositional, and geo-morphological data from the published measurements of respective instruments on board Rosetta. Results: The key idea of this novel mechanism is built around observations of fractures/cracks in the region of interest. It is argued that as the stresses on the nucleus increased during the perihelion approach, a crack deepening event occurred reaching the deeper material containing super-volatile ices in equilibrium with the surrounding. This sudden opening lead to a violent sublimation of the super-volatile ices. The time scales and mass release of this process are modeled and reported. In our modeling we pay attention to the question of the existence of super-volatile ices in the deeper interior for a long time, and the thermal equilibrium in the interior. Conclusions: The deepening of pre-existing cracks (fracture) into the material containing highly volatile ices can explain the observed outburst features. The sudden disequilibration of the steady-state reservoir of highly volatile ices results in a violent release of gas and dust. The proposed mechanism also explains the rapid shut down of this activity in accordance with the observations. The proposed mechanism is independent of solar illumination history of a given region, or the pre-existance of large sealed nucleus cavities.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20120007404','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20120007404"><span>Dynamic Modeling of Process Technologies for Closed-Loop Water Recovery Systems</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Allada, Rama Kumar; Lange, Kevin E.; Anderson, Molly S.</p> <p>2012-01-01</p> <p>Detailed chemical process simulations are a useful tool in designing and optimizing complex systems and architectures for human life support. Dynamic and steady-state models of these systems help contrast the interactions of various operating parameters and hardware designs, which become extremely useful in trade-study analyses. NASA s Exploration Life Support technology development project recently made use of such models to compliment a series of tests on different waste water distillation systems. This paper presents dynamic simulations of chemical process for primary processor technologies including: the Cascade Distillation System (CDS), the Vapor Compression Distillation (VCD) system, the Wiped-Film Rotating Disk (WFRD), and post-distillation water polishing processes such as the Volatiles Removal Assembly (VRA). These dynamic models were developed using the Aspen Custom Modeler (Registered TradeMark) and Aspen Plus(Registered TradeMark) process simulation tools. The results expand upon previous work for water recovery technology models and emphasize dynamic process modeling and results. The paper discusses system design, modeling details, and model results for each technology and presents some comparisons between the model results and available test data. Following these initial comparisons, some general conclusions and forward work are discussed.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492..824X','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492..824X"><span>Nonlinear complexity behaviors of agent-based 3D Potts financial dynamics with random environments</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Xing, Yani; Wang, Jun</p> <p>2018-02-01</p> <p>A new microscopic 3D Potts interaction financial price model is established in this work, to investigate the nonlinear complexity behaviors of stock markets. 3D Potts model, which extends the 2D Potts model to three-dimensional, is a cubic lattice model to explain the interaction behavior among the agents. In order to explore the complexity of real financial markets and the 3D Potts financial model, a new random coarse-grained Lempel-Ziv complexity is proposed to certain series, such as the price returns, the price volatilities, and the random time d-returns. Then the composite multiscale entropy (CMSE) method is applied to the intrinsic mode functions (IMFs) and the corresponding shuffled data to study the complexity behaviors. The empirical results indicate that the 3D financial model is feasible.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26340582','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26340582"><span>Modeling long-term uptake and re-volatilization of semi-volatile organic compounds (SVOCs) across the soil-atmosphere interface.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Bao, Zhongwen; Haberer, Christina; Maier, Uli; Beckingham, Barbara; Amos, Richard T; Grathwohl, Peter</p> <p>2015-12-15</p> <p>Soil-atmosphere exchange is important for the environmental fate and atmospheric transport of many semi-volatile organic compounds (SVOCs). This study focuses on modeling the vapor phase exchange of semi-volatile hydrophobic organic pollutants between soil and the atmosphere using the multicomponent reactive transport code MIN3P. MIN3P is typically applied to simulate aqueous and vapor phase transport and reaction processes in the subsurface. We extended the code to also include an atmospheric boundary layer where eddy diffusion takes place. The relevant processes and parameters affecting soil-atmosphere exchange were investigated in several 1-D model scenarios and at various time scales (from years to centuries). Phenanthrene was chosen as a model compound, but results apply for other hydrophobic organic compounds as well. Gaseous phenanthrene was assumed to be constantly supplied to the system during a pollution period and a subsequent regulation period (with a 50% decline in the emission rate). Our results indicate that long-term soil-atmosphere exchange of phenanthrene is controlled by the soil compartment - re-volatilization thus depends on soil properties. A sensitivity analysis showed that accumulation and transport in soils in the short term is dominated by diffusion, whereas in the long term groundwater recharge and biodegradation become relevant. As expected, sorption causes retardation and slows down transport and biodegradation. If atmospheric concentration is reduced (e.g. after environmental regulations), re-volatilization from soil to the atmosphere occurs only for a relatively short time period. Therefore, the model results demonstrate that soils generally are sinks for atmospheric pollutants. The atmospheric boundary layer is only relevant for time scales of less than one month. The extended MIN3P code can also be applied to simulate fluctuating concentrations in the atmosphere, for instance due to temperature changes in the topsoil. Copyright © 2015. Published by Elsevier B.V.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008EPJB...61..217V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008EPJB...61..217V"><span>Comparison between volatility return intervals of the S&P 500 index and two common models</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Vodenska-Chitkushev, I.; Wang, F. Z.; Weber, P.; Yamasaki, K.; Havlin, S.; Stanley, H. E.</p> <p>2008-01-01</p> <p>We analyze the S&P 500 index data for the 13-year period, from January 1, 1984 to December 31, 1996, with one data point every 10 min. For this database, we study the distribution and clustering of volatility return intervals, which are defined as the time intervals between successive volatilities above a certain threshold q. We find that the long memory in the volatility leads to a clustering of above-median as well as below-median return intervals. In addition, it turns out that the short return intervals form larger clusters compared to the long return intervals. When comparing the empirical results to the ARMA-FIGARCH and fBm models for volatility, we find that the fBm model predicts scaling better than the ARMA-FIGARCH model, which is consistent with the argument that both ARMA-FIGARCH and fBm capture the long-term dependence in return intervals to a certain extent, but only fBm accounts for the scaling. We perform the Student's t-test to compare the empirical data with the shuffled records, ARMA-FIGARCH and fBm. We analyze separately the clusters of above-median return intervals and the clusters of below-median return intervals for different thresholds q. We find that the empirical data are statistically different from the shuffled data for all thresholds q. Our results also suggest that the ARMA-FIGARCH model is statistically different from the S&P 500 for intermediate q for both above-median and below-median clusters, while fBm is statistically different from S&P 500 for small and large q for above-median clusters and for small q for below-median clusters. Neither model can fully explain the entire regime of q studied.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..492.2345W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..492.2345W"><span>Mobility and volatility: What is behind the rising income inequality in the United States</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wu, Huixuan; Li, Yao</p> <p>2018-02-01</p> <p>Inequality of family incomes in the United States has increased significantly in the past four decades. This is largely interpreted as a result of unequal mobility, e.g., the rich can get richer at a faster pace than the rest of the population. However, using nationally representative data and the Fokker-Planck equation, our study shows that income mobility in the United States has remained stable. Instead, we find another factor - income volatility, which measures the instability of incomes - has increased considerably and caused the surge of income inequality. In addition, the rising volatility is associated with the plummeting of income-growth opportunity, creating the feeling that the American Dream is in decline. Volatility has often been overlooked in previous studies on inequality, partially because mobility and volatility are usually studied separately. By contrast, the Fokker-Planck equation takes both mobility and volatility into consideration, making it a more comprehensive model.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2004PhyA..342..693S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2004PhyA..342..693S"><span>Free float and stochastic volatility: the experience of a small open economy</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Selçuk, Faruk</p> <p>2004-11-01</p> <p>Following a dramatic collapse of a fixed exchange rate based inflation stabilization program, Turkey moved into a free floating exchange rate system in February 2001. In this paper, an asymmetric stochastic volatility model of the foreign exchange rate in Turkey is estimated for the floating period. It is shown that there is a positive relation between the exchange return and its volatility. Particularly, an increase in the return at time t results in an increase in volatility at time t+1. However, the effect is asymmetric: a decrease in the exchange rate return at time t causes a relatively less decrease in volatility at time t+1. The results imply that a central bank with a volatility smoothing policy would be biased in viewing the shocks to the exchange rate in favor of appreciation. The bias would increase if the bank is also following an inflation targeting policy.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/12876435','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/12876435"><span>Speculative behavior and asset price dynamics.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Westerhoff, Frank</p> <p>2003-07-01</p> <p>This paper deals with speculative trading. Guided by empirical observations, a nonlinear deterministic asset pricing model is developed in which traders repeatedly choose between technical and fundamental analysis to determine their orders. The interaction between the trading rules produces complex dynamics. The model endogenously replicates the stylized facts of excess volatility, high trading volumes, shifts in the level of asset prices, and volatility clustering.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2010EPJB...73...23W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2010EPJB...73...23W"><span>What distinguishes individual stocks from the index?</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wagner, F.; Milaković, M.; Alfarano, S.</p> <p>2010-01-01</p> <p>Stochastic volatility models decompose the time series of financial returns into the product of a volatility factor and an iid noise factor. Assuming a slow dynamic for the volatility factor, we show via nonparametric tests that both the index as well as its individual stocks share a common volatility factor. While the noise component is Gaussian for the index, individual stock returns turn out to require a leptokurtic noise. Thus we propose a two-component model for stocks, given by the sum of Gaussian noise, which reflects market-wide fluctuations, and Laplacian noise, which incorporates firm-specific factors such as firm profitability or growth performance, both of which are known to be Laplacian distributed. In the case of purely Gaussian noise, the chi-squared probability for the density of individual stock returns is typically on the order of 10-20, while it increases to values of O(1) by adding the Laplace component.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AIPC.1776i0052D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AIPC.1776i0052D"><span>Evaluation of a new parallel numerical parameter optimization algorithm for a dynamical system</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Duran, Ahmet; Tuncel, Mehmet</p> <p>2016-10-01</p> <p>It is important to have a scalable parallel numerical parameter optimization algorithm for a dynamical system used in financial applications where time limitation is crucial. We use Message Passing Interface parallel programming and present such a new parallel algorithm for parameter estimation. For example, we apply the algorithm to the asset flow differential equations that have been developed and analyzed since 1989 (see [3-6] and references contained therein). We achieved speed-up for some time series to run up to 512 cores (see [10]). Unlike [10], we consider more extensive financial market situations, for example, in presence of low volatility, high volatility and stock market price at a discount/premium to its net asset value with varying magnitude, in this work. Moreover, we evaluated the convergence of the model parameter vector, the nonlinear least squares error and maximum improvement factor to quantify the success of the optimization process depending on the number of initial parameter vectors.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/servlets/purl/13496','SCIGOV-STC'); return false;" href="https://www.osti.gov/servlets/purl/13496"><span>Biofiltration of volatile pollutants: Engineering mechanisms for improved design, long-term operation, prediction and implementation. 1998 annual progress report</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Davison, B.H.; Klasson, K.T.; Barton, J.W.</p> <p>1998-06-01</p> <p>'Biofiltration systems can be used for treatment of volatile organic compounds (VOCs); however, the systems are poorly understood and are currently operated as black boxes. Common operational problems associated with biofilters include fouling, deactivation, and overgrowth, all of which make them ineffective for continuous, long-term use. The objective of this investigation is to develop generic methods for long-term stable operation, in particular by using selective limitation of supplemental nutrients while maintaining high activity. As part of this effort, the author will provide deeper fundamental understanding of the important biological and transport mechanisms in biodestruction of sparingly soluble VOCs and extendmore » this approach and mathematical models to additional systems of high priority EM relevance--direct degradation and cometabolic degradation of priority pollutants such as BTEX and chlorinated organics. This report summarizes work after 2 years of a 3-year project. Major results are enumerated and discussed'« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014CTM....18..414H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014CTM....18..414H"><span>Thermo-chemical modelling of a village cookstove for design improvement</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Honkalaskar, Vijay H.; Sohoni, Milind; Bhandarkar, Upendra V.</p> <p>2014-05-01</p> <p>Cookstove operation comprises three basic processes, namely combustion of firewood, natural air draft due to the buoyancy induced by the temperature difference between the hearth and its surroundings, and heat transfer to the pot, stove body and surrounding atmosphere. Owing to the heterogenous and unsteady burning of solid fuel, there exist nonlinear and dynamic interrelationships among these process parameters. A steady-state analytical model of the cookstove operation is developed for its design improvement by splitting the hearth into three zones to study char combustion, volatile combustion and heat transfer to the pot bottom separately. It comprises a total of seven relations corresponding to a thorough analysis of the three basic processes. A novel method is proposed to model the combustion of wood to mimic the realities closely. Combustion space above the fuel bed is split into 1000 discrete parts to study the combustion of volatiles by considering a set of representative volatile gases. Model results are validated by comparing them with a set of water boiling tests carried on a traditional cookstove in the laboratory. It is found that the major thrust areas to improve the thermal performance are combustion of volatiles and the heat transfer to the pot. It is revealed that the existing design dimensions of the traditional cookstove are close to their optimal values. Addition of twisted-tape inserts in the hearth of the cookstove shows an improvement in the thermal performance due to increase in the heat transfer coefficient to the pot bottom and improved combustion of volatiles.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26775726','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26775726"><span>Remoteness from sources of persistent organic pollutants in the multi-media global environment.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Göktaş, Recep Kaya; MacLeod, Matthew</p> <p>2016-10-01</p> <p>Quantifying the remoteness from sources of persistent organic pollutants (POPs) can inform the design of monitoring studies and the interpretation of measurement data. Previous work on quantifying remoteness has not explicitly considered partitioning between the gas phase and aerosols, and between the atmosphere and the Earth's surface. The objective of this study is to present a metric of remoteness for POPs transported through the atmosphere calculated with a global multimedia fate model, BETR-Research. We calculated the remoteness of regions covering the entire globe from emission sources distributed according to light emissions, and taking into account the multimedia partitioning properties of chemicals and using averaged global climate data. Remoteness for hypothetical chemicals with distinct partitioning properties (volatile, semi-volatile, hydrophilic, low-volatility) and having two different half-lives in air (60-day and 2-day) are presented. Differences in remoteness distribution among the hypothetical chemicals are most pronounced in scenarios assuming 60-day half-life in air. In scenarios with a 2-day half-life in air, degradation dominates over wet and dry deposition processes as a pathway for atmospheric removal of all chemicals except the low-volatility chemical. The remoteness distribution of the low-volatility chemical is strongly dependent on assumptions about degradability on atmospheric aerosols. Calculations that considered seasonal variability in temperature, hydroxyl radical concentrations in the atmosphere and global atmospheric and oceanic circulation patterns indicate that variability in hydroxyl radical concentrations largely determines the seasonal variability of remoteness. Concentrations of polybrominated diphenyl ethers (PBDEs) measured in tree bark from around the world are more highly correlated with remoteness calculated using our methods than with proximity to human population, and we see considerable potential to apply remoteness calculations for interpretation of monitoring data collected under programs such as the Stockholm Convention Global Monitoring Plan. Copyright © 2015 The Authors. Published by Elsevier Ltd.. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28857369','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28857369"><span>Direct analysis of volatile organic compounds in foods by headspace extraction atmospheric pressure chemical ionisation mass spectrometry.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Perez-Hurtado, P; Palmer, E; Owen, T; Aldcroft, C; Allen, M H; Jones, J; Creaser, C S; Lindley, M R; Turner, M A; Reynolds, J C</p> <p>2017-11-30</p> <p>The rapid screening of volatile organic compounds (VOCs) by direct analysis has potential applications in the areas of food and flavour science. Currently, the technique of choice for VOC analysis is gas chromatography/mass spectrometry (GC/MS). However, the long chromatographic run times and elaborate sample preparation associated with this technique have led a movement towards direct analysis techniques, such as selected ion flow tube mass spectrometry (SIFT-MS), proton transfer reaction mass spectrometry (PTR-MS) and electronic noses. The work presented here describes the design and construction of a Venturi jet-pump-based modification for a compact mass spectrometer which enables the direct introduction of volatiles for qualitative and quantitative analysis. Volatile organic compounds were extracted from the headspace of heated vials into the atmospheric pressure chemical ionization source of a quadrupole mass spectrometer using a Venturi pump. Samples were analysed directly with no prior sample preparation. Principal component analysis (PCA) was used to differentiate between different classes of samples. The interface is shown to be able to routinely detect problem analytes such as fatty acids and biogenic amines without the requirement of a derivatisation step, and is shown to be able to discriminate between four different varieties of cheese with good intra and inter-day reproducibility using an unsupervised PCA model. Quantitative analysis is demonstrated using indole standards with limits of detection and quantification of 0.395 μg/mL and 1.316 μg/mL, respectively. The described methodology can routinely detect highly reactive analytes such as volatile fatty acids and diamines without the need for a derivatisation step or lengthy chromatographic separations. The capability of the system was demonstrated by discriminating between different varieties of cheese and monitoring the spoilage of meats. © 2017 The Authors. Rapid Communications in Mass Spectrometry Published by John Wiley & Sons Ltd.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5656932','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5656932"><span>Direct analysis of volatile organic compounds in foods by headspace extraction atmospheric pressure chemical ionisation mass spectrometry</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Perez‐Hurtado, P.; Palmer, E.; Owen, T.; Aldcroft, C.; Allen, M.H.; Jones, J.; Creaser, C.S.; Lindley, M.R.; Turner, M.A.</p> <p>2017-01-01</p> <p>Rationale The rapid screening of volatile organic compounds (VOCs) by direct analysis has potential applications in the areas of food and flavour science. Currently, the technique of choice for VOC analysis is gas chromatography/mass spectrometry (GC/MS). However, the long chromatographic run times and elaborate sample preparation associated with this technique have led a movement towards direct analysis techniques, such as selected ion flow tube mass spectrometry (SIFT‐MS), proton transfer reaction mass spectrometry (PTR‐MS) and electronic noses. The work presented here describes the design and construction of a Venturi jet‐pump‐based modification for a compact mass spectrometer which enables the direct introduction of volatiles for qualitative and quantitative analysis. Methods Volatile organic compounds were extracted from the headspace of heated vials into the atmospheric pressure chemical ionization source of a quadrupole mass spectrometer using a Venturi pump. Samples were analysed directly with no prior sample preparation. Principal component analysis (PCA) was used to differentiate between different classes of samples. Results The interface is shown to be able to routinely detect problem analytes such as fatty acids and biogenic amines without the requirement of a derivatisation step, and is shown to be able to discriminate between four different varieties of cheese with good intra and inter‐day reproducibility using an unsupervised PCA model. Quantitative analysis is demonstrated using indole standards with limits of detection and quantification of 0.395 μg/mL and 1.316 μg/mL, respectively. Conclusions The described methodology can routinely detect highly reactive analytes such as volatile fatty acids and diamines without the need for a derivatisation step or lengthy chromatographic separations. The capability of the system was demonstrated by discriminating between different varieties of cheese and monitoring the spoilage of meats. PMID:28857369</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_18");'>18</a></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li class="active"><span>20</span></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_20 --> <div id="page_21" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li class="active"><span>21</span></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="401"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2006AtmEn..40.6077S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2006AtmEn..40.6077S"><span>Organic positive ions in aircraft gas-turbine engine exhaust</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sorokin, Andrey; Arnold, Frank</p> <p></p> <p>Volatile organic compounds (VOCs) represent a significant fraction of atmospheric aerosol. However the role of organic species emitted by aircraft (as a consequence of the incomplete combustion of fuel in the engine) in nucleation of new volatile particles still remains rather speculative and requires a much more detailed analysis of the underlying mechanisms. Measurements in aircraft exhaust plumes have shown the presence of both different non-methane VOCs (e.g. PartEmis project) and numerous organic cluster ions (MPIK-Heidelberg). However the link between detected organic gas-phase species and measured mass spectrum of cluster ions is uncertain. Unfortunately, up to now there are no models describing the thermodynamics of the formation of primary organic cluster ions in the exhaust of aircraft engines. The aim of this work is to present first results of such a model development. The model includes the block of thermodynamic data based on proton affinities and gas basicities of organic molecules and the block of non-equilibrium kinetics of the cluster ions evolution in the exhaust. The model predicts important features of the measured spectrum of positive ions in the exhaust behind aircraft. It is shown that positive ions emitted by aircraft engines into the atmosphere mostly consist of protonated and hydrated organic cluster ions. The developed model may be explored also in aerosol investigations of the background atmosphere as well as in the analysis of the emission of fine aerosol particles by automobiles.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29417483','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29417483"><span>Risk assessment of occupational exposure to benzene using numerical simulation in a complex geometry of a reforming unit of petroleum refinery.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Bayatian, Majid; Ashrafi, Khosro; Azari, Mansour Rezazadeh; Jafari, Mohammad Javad; Mehrabi, Yadollah</p> <p>2018-04-01</p> <p>There has been an increasing concern about the continuous and the sudden release of volatile organic pollutants from petroleum refineries and occupational and environmental exposures. Benzene is one of the most prevalent volatile compounds, and it has been addressed by many authors for its potential toxicity in occupational and environmental settings. Due to the complexities of sampling and analysis of benzene in routine and accidental situations, a reliable estimation of the benzene concentration in the outdoor setting of refinery using a computational fluid dynamics (CFD) could be instrumental for risk assessment of occupational exposure. In the present work, a computational fluid dynamic model was applied for exposure risk assessment with consideration of benzene being released continuously from a reforming unit of a refinery. For simulation of benzene dispersion, GAMBIT, FLUENT, and CFD post software are used as preprocessing, processing, and post-processing, respectively. Computational fluid dynamic validation was carried out by comparing the computed data with the experimental measurements. Eventually, chronic daily intake and lifetime cancer risk for routine operations through the two seasons of a year are estimated through the simulation model. Root mean square errors are 0.19 and 0.17 for wind speed and concentration, respectively. Lifetime risk assessments of workers are 0.4-3.8 and 0.0096-0.25 per 1000 workers in stable and unstable atmospheric conditions, respectively. Exposure risk is unacceptable for the head of shift work, chief engineer, and general workers in 141 days (38.77%) in a year. The results of this study show that computational fluid dynamics is a useful tool for modeling of benzene exposure in a complex geometry and can be used to estimate lifetime risks of occupation groups in a refinery setting.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.V12A..03P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.V12A..03P"><span>Xe isotopic constraints on cycling of deep Earth volatiles</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Parai, R.; Mukhopadhyay, S.</p> <p>2017-12-01</p> <p>The modern deep Earth volatile budget reflects primordial volatiles delivered during accretion, radiogenic ingrowth of volatile species (e.g., 40Ar produced by 40K decay), outgassing in association with mantle processing, and regassing via subduction. The noble gases are unique volatile tracers in that they are chemically inert, but are thought to be trapped within hydrous alteration phases in downwelling lithologies. Noble gases thus provide a tracer of volatile transport between the deep Earth and surface reservoirs. Constraints on the fluxes of noble gases between deep Earth and surface reservoirs over time can accordingly be used to provide insight into temperature conditions at subduction zones, limits on volatile cycling, and the evolving distribution of major volatile species in terrestrial reservoirs over time. Xe isotope systematics in mantle-derived rocks show that 80-90% of the mantle Xe budget is derived from recycling of atmospheric Xe, indicating that atmospheric Xe is retained in subducting slabs beyond depths of magma generation in subduction zones over Earth history. We present an integrated model of Xe cycling between the mantle and atmosphere in association with mantle processing over Earth history. We test a wide variety of outgassing and regassing rates and take the evolution of the atmospheric Xe isotopic composition [e.g., 1] into account. Models in which the deep Earth transitions from a net outgassing to net regassing regime best satisfy Xe isotopic constraints from mantle-derived rocks [2-6]. [1] Avice et al., 2017; Nature Communications, 8; [2] Mukhopadhyay, 2012, Nature 486, 101-104; [3] Parai et al., 2012, EPSL 359-360, 227-239; [4] Parai and Mukhopadhay, 2015, G-cubed 16, 719-735; [5] Peto et al., 2013, EPSL 369-370, 13-23; [6] Tucker et al., 2012, EPSL 355-356, 244-254.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2010AGUFM.A11F0143W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2010AGUFM.A11F0143W"><span>Measurement of the temperature dependent partitioning of semi-volatile organics onto aerosol near roadways</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wentzell, J. J.; Liggio, J.; Li, S.; Brook, J.; Staebler, R. M.; Evans, G. J.; Jeong, C.; Sheppard, A.; Lu, G.; Gordon, M.; Mihele, C.</p> <p>2010-12-01</p> <p>The volatility of the organic aerosol fraction has received a great deal of attention recently in light of new volatility-based modelling approaches and due to the inability of current models to fully account for secondary organic aerosol (SOA). In this regard, evaporation of primary organic aerosol species and their subsequent oxidation may contribute significantly to SOA downwind of sources. This implies that moderate ambient temperature fluctuations can significantly increase or decrease the aerosol bound fraction of semi-volatile and intermediate volatility (SVOC + IVOC) compounds. In order to examine the importance of these more volatile organic components, a temperature controlled inlet was developed with the ability to heat and cool the aerosol in 2 C increments to 15 C above or below ambient temperature. The inlet was coupled to an Aerodyne High Resolution Time of Flight Aerosol Mass Spectrometer (HR-ToF-AMS) and deployed on a mobile platform upwind and downwind of a major Southern Ontario highway as part of the Fast Evolution of Vehicle Emissions near Roadways (FEVER 2010) campaign. Preliminary results suggest that changes in temperature of 5-10 C can alter the partitioning of volatile organic aerosol components by up to 30%. Although the largest affect was observed 10-13 meters downwind of the vehicle emissions, a measurable affect was observed beyond 500 m and in aerosol upwind of the highway. These results suggest that a significant pool of semi-volatile organics exist, which can condense onto particles at slightly lower temperatures or evaporate to the gas phase and be further oxidized. The nature of these organic species at locations upwind and downwind of vehicle emissions will be discussed.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25065507','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25065507"><span>Lichenysin, a cyclooctapeptide occurring in Chinese liquor jiannanchun reduced the headspace concentration of phenolic off-flavors via hydrogen-bond interactions.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zhang, Rong; Wu, Qun; Xu, Yan</p> <p>2014-08-20</p> <p>Nonvolatile compounds play important roles in the quality of alcoholic beverages. In our previous work, a type of cyclooctapeptide lichenysin was newly identified in Chinese strong-aroma type liquor. In this work, it was found that lichenysin could selectively affect aroma volatility in strong-aroma type (Jiannanchun) liquor. Interaction of lichenysin and volatile phenolic compounds (off-odors in strong-aroma type liquor) was characterized using headspace solid-phase microextraction coupled with gas chromatography-mass spectrometry (HS-SPME-GC-MS). HS-SPME results indicated that lichenysin very efficiently suppressed the volatility of phenolic compounds by 36-48% (P < 0.05). Thermodynamic analysis showed that the binding process was mainly mediated by hydrogen bonding. Furthermore, the mixture of lichenysin and 4-ethylguaiacol revealed intermolecular cross peaks between the aH (Val) of lichenysin and the 1H of 4-ethylguaiacol, by using nuclear Overhauser effect spectroscopy. This study will help to further understand the interaction mechanisms between flavor and nonvolatile matrix components in Chinese liquors.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/17346778','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/17346778"><span>Modelling of the long-term fate of pesticide residues in agricultural soils and their surface exchange with the atmosphere: Part II. Projected long-term fate of pesticide residues.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Scholtz, M T; Bidleman, T F</p> <p>2007-05-01</p> <p>In the first part of this paper, a simple coupled dynamic soil-atmosphere model for studying the gaseous exchange of pesticide soil residues with the atmosphere is described and evaluated by comparing model results with published measurements of pesticide concentrations in air and soil. In Part II, the model is used to study the concentration profiles of pesticide residues in both undisturbed and annually tilled agricultural soils. Future trends are estimated for the measured air and soil concentrations of lindane and six highly persistent pesticides (toxaphene, p,p'-DDE, dieldrin, cis- and trans-chlordane and trans-nonachlor) over a twenty-year period due to volatilization and leaching into the deeper soil. Wet deposition and particle associated pesticide deposition (that increase soil residue concentrations) and soil erosion, degradation in the soil (other than for lindane) and run-off in precipitation are not considered in this study. Estimates of the rain deposition fluxes are reported that show that, other than for lindane, net volatilization fluxes greatly exceed rain deposition fluxes. The model shows that the persistent pesticides studied are highly immobile in soil and that loss of these highly persistent residues from the soil is by volatilization rather than leaching into the deeper soil. The soil residue levels of these six pesticides are currently sources of net volatilization to the atmosphere and will remain so for many years. The maximum rate of volatilization from the soil was simulated by setting the atmospheric background concentration to zero; these simulations show that the rates of volatilization will not be significantly increased since soil resistance rather than the atmospheric concentration controls the volatilization rates. Annual tilling of the soils increases the volatilization loss to the atmosphere. Nonetheless, the model predicts that, if only air-soil exchange is considered, more than 76% of current persistent pesticide residues will remain after 20 years in the top 7 cm of annually tilled soils. In contrast, lindane is relatively mobile in soil due to weaker binding to soil carbon and leaching of lindane into soil is the main removal route for current lindane residues near the soil surface. The model predicts that the soil is a sink for lindane in the atmosphere and that soil residue levels of lindane in the surface soil are determined by a balance between dry gaseous deposition to the soil from the atmosphere and leaching from the surface soil into the deeper soil where degradation is the dominant loss route. The model suggests that deposition of lindane from the atmosphere will sustain residues in the soil and, in the absence of fresh applications of lindane to the soil, eliminating lindane from the atmosphere would lead to a rapid decline of lindane residues in agricultural soils of the southern U.S.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/19708365','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/19708365"><span>Chemically-resolved volatility measurements of organic aerosol fom different sources.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Huffman, J A; Docherty, K S; Mohr, C; Cubison, M J; Ulbrich, I M; Ziemann, P J; Onasch, T B; Jimenez, J L</p> <p>2009-07-15</p> <p>A newly modified fast temperature-stepping thermodenuder (TD) was coupled to a High Resolution Time-of-Flight Aerosol Mass Spectrometer for rapid determination of chemically resolved volatility of organic aerosols (OA) emitted from individual sources. The TD-AMS system was used to characterize primary OA (POA) from biomass burning, trash burning surrogates (paper and plastic), and meat cooking as well as chamber-generated secondary OA (SOA) from alpha-pinene and gasoline vapor. Almost all atmospheric models represent POA as nonvolatile, with no allowance for evaporation upon heating or dilution, or condensation upon cooling. Our results indicate that all OAs observed show semivolatile behavior and that most POAs characterized here were at least as volatile as SOA measured in urban environments. Biomass-burning OA (BBOA) exhibited a wide range of volatilities, but more often showed volatility similar to urban OA. Paper-burning resembles some types of BBOA because of its relatively high volatility and intermediate atomic oxygen-to-carbon (O/C) ratio, while meat-cooking OAs (MCOA) have consistently lower volatility than ambient OA. Chamber-generated SOA under the relatively high concentrations used intraditional experiments was significantly more volatile than urban SOA, challenging extrapolation of traditional laboratory volatility measurements to the atmosphere. Most OAs sampled show increasing O/C ratio and decreasing H/C (hydrogen-to-carbon) ratio with temperature, further indicating that more oxygenated OA components are typically less volatile. Future experiments should systematically explore a wider range of mass concentrations to more fully characterize the volatility distributions of these OAs.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19790012316','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19790012316"><span>Simulation of fluidized bed coal combustors</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Rajan, R.</p> <p>1979-01-01</p> <p>The many deficiencies of previous work on simulation of fluidized bed combustion (FBC) processes are presented. An attempt is made to reduce these deficiencies, and to formulate a comprehensive FBC model taking into account the following elements: (1) devolatilization of coal and the subsequent combustion of volatiles and residual char; (2) sulfur dioxide capture by limestone; (3) NOx release and reduction of NOx by char; (4) attrition and elutriation of char and limestone; (5) bubble hydrodynamics; (6) solids mixing; (7) heat transfer between gas and solid, and solid and heat exchange surfaces; and (8) freeboard reactions.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=83028&keyword=background+AND+wind&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=83028&keyword=background+AND+wind&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>ON-LINE CALCULATOR: VAPOR INTRUSION MODELING</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Migration of volatile chemicals from the subsurface into overlying buildings is called vapor intrusion (VI). Volatile organic chemicals in contaminated soils or groundwater can emit vapors, which may migrate through subsurface soils and may enter the indoor air of overlying build...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018PhyA..490.1423Y','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018PhyA..490.1423Y"><span>Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Yu, Wenhua; Yang, Kun; Wei, Yu; Lei, Likun</p> <p>2018-01-01</p> <p>Volatilities of crude oil price have important impacts on the steady and sustainable development of world real economy. Thus it is of great academic and practical significance to model and measure the volatility and risk of crude oil markets accurately. This paper aims to measure the Value-at-Risk (VaR) and Expected Shortfall (ES) of a portfolio consists of four crude oil assets by using GARCH-type models, extreme value theory (EVT) and vine copulas. The backtesting results show that the combination of GARCH-type-EVT models and vine copula methods can produce accurate risk measures of the oil portfolio. Mixed R-vine copula is more flexible and superior to other vine copulas. Different GARCH-type models, which can depict the long-memory and/or leverage effect of oil price volatilities, however offer similar marginal distributions of the oil returns.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AIPC.1660i0042A','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AIPC.1660i0042A"><span>Adaptation of warrant price with Black Scholes model and historical volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Aziz, Khairu Azlan Abd; Idris, Mohd Fazril Izhar Mohd; Saian, Rizauddin; Daud, Wan Suhana Wan</p> <p>2015-05-01</p> <p>This project discusses about pricing warrant in Malaysia. The Black Scholes model with non-dividend approach and linear interpolation technique was applied in pricing the call warrant. Three call warrants that are listed in Bursa Malaysia were selected randomly from UiTM's datastream. The finding claims that the volatility for each call warrants are different to each other. We have used the historical volatility which will describes the price movement by which an underlying share is expected to fluctuate within a period. The Black Scholes model price that was obtained by the model will be compared with the actual market price. Mispricing the call warrants will contribute to under or over valuation price. Other variables like interest rate, time to maturity date, exercise price and underlying stock price are involves in pricing call warrants as well as measuring the moneyness of call warrants.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012PhDT........43J','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012PhDT........43J"><span>Modeling Secondary Organic Aerosol Formation From Emissions of Combustion Sources</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Jathar, Shantanu Hemant</p> <p></p> <p>Atmospheric aerosols exert a large influence on the Earth's climate and cause adverse public health effects, reduced visibility and material degradation. Secondary organic aerosol (SOA), defined as the aerosol mass arising from the oxidation products of gas-phase organic species, accounts for a significant fraction of the submicron atmospheric aerosol mass. Yet, there are large uncertainties surrounding the sources, atmospheric evolution and properties of SOA. This thesis combines laboratory experiments, extensive data analysis and global modeling to investigate the contribution of semi-volatile and intermediate volatility organic compounds (SVOC and IVOC) from combustion sources to SOA formation. The goals are to quantify the contribution of these emissions to ambient PM and to evaluate and improve models to simulate its formation. To create a database for model development and evaluation, a series of smog chamber experiments were conducted on evaporated fuel, which served as surrogates for real-world combustion emissions. Diesel formed the most SOA followed by conventional jet fuel / jet fuel derived from natural gas, gasoline and jet fuel derived from coal. The variability in SOA formation from actual combustion emissions can be partially explained by the composition of the fuel. Several models were developed and tested along with existing models using SOA data from smog chamber experiments conducted using evaporated fuel (this work, gasoline, fischertropschs, jet fuel, diesels) and published data on dilute combustion emissions (aircraft, on- and off-road gasoline, on- and off-road diesel, wood burning, biomass burning). For all of the SOA data, existing models under-predicted SOA formation if SVOC/IVOC were not included. For the evaporated fuel experiments, when SVOC/IVOC were included predictions using the existing SOA model were brought to within a factor of two of measurements with minor adjustments to model parameterizations. Further, a volatility-only model suggested that differences in the volatility of the precursors were able to explain most of the variability observed in the SOA formation. For aircraft exhaust, the previous methods to simulate SOA formation from SVOC and IVOC performed poorly. A more physically-realistic modeling framework was developed, which was then used to show that SOA formation from aircraft exhaust was (a) higher for petroleum-based than synthetically derived jet fuel and (b) higher at lower engine loads and vice versa. All of the SOA data from combustion emissions experiments were used to determine source-specific parameterizations to model SOA formation from SVOC, IVOC and other unspeciated emissions. The new parameterizations were used to investigate their influence on the OA budget in the United States. Combustion sources were estimated to emit about 2.61 Tg yr-1 of SVOC, 1VOC and other unspeciated emissions (sixth of the total anthropogenic organic emissions), which are predicted to double SOA production from combustion sources in the United States. The contribution of SVOC and IVOC emissions to global SOA formation was assessed using a global climate model. Simulations were performed using a modified version of GISS GCM 11'. The modified model predicted that SVOC and IVOC contributed to half of the OA mass in the atmosphere. Their inclusion improved OA model-measurement comparisons for absolute concentrations, POA-SOA split and volatility (gas-particle partitioning) globally suggesting that atmospheric models need to incorporate SOA formation from SVOC and IVOC if they are to reasonably predict the abundance and properties of aerosols. This thesis demonstrates that SVOC/IVOC and possibly other unspeciated organics emitted by combustion sources are very important precursors of SOA and potentially large contributors to the atmospheric aerosol mass. Models used for research and policy applications need to represent them to improve model-predictions of aerosols on climate and health outcomes. The improved modeling frameworks developed in this dissertation are suitable for implementation into chemical transport models.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/26268600','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/26268600"><span>Air classification: Potential treatment method for optimized recycling or utilization of fine-grained air pollution control residues obtained from dry off-gas cleaning high-temperature processing systems.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Lanzerstorfer, Christof</p> <p>2015-11-01</p> <p>In the dust collected from the off-gas of high-temperature processes, usually components that are volatile at the process temperature are enriched. In the recycling of the dust, the concentration of these volatile components is frequently limited to avoid operation problems. Also, for external utilization the concentration of such volatile components, especially heavy metals, is often restricted. The concentration of the volatile components is usually higher in the fine fractions of the collected dust. Therefore, air classification is a potential treatment method to deplete the coarse material from these volatile components by splitting off a fines fraction with an increased concentration of those volatile components. In this work, the procedure of a sequential classification using a laboratory air classifier and the calculations required for the evaluation of air classification for a certain application were demonstrated by taking the example of a fly ash sample from a biomass combustion plant. In the investigated example, the Pb content in the coarse fraction could be reduced to 60% by separation of 20% fines. For the non-volatile Mg the content was almost constant. It can be concluded that air classification is an appropriate method for the treatment of off-gas cleaning residues. © The Author(s) 2015.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19880001086','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19880001086"><span>The effect of wind and currents on gas exchange in an estuarine system</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Broecker, W. S.; Ledwell, J. R.; Bopp, R.</p> <p>1987-01-01</p> <p>The objectives were to develop a non-volatile tracer to use in gas exchange experiments in laterally unconfined systems and to study applications of deliberate tracers in limnology and oceanography. Progress was made on both fronts but work on the development of the non-volatile tracer proved to be more difficult and labor intensive that anticipated so no field experiments using non-volatile tracers was performed as yet. In the search for a suitable non-volatile tracer for an ocean scale gas exchange experiment a tracer was discovered which does not have the required sensitivity for a large scale experiment, but is very easy to analyze and will be well suited for smaller experiments such as gas exchange determinations on rivers and streams. Sulfur hexafluoride, SF6, was used successfully as a volatile tracer along with tritium as a non-volatile tracer to study gas exchange rates from a primary stream. This is the first gas exchange experiment in which gas exchange rates were determined on a head water stream where significant groundwater input occurs along the reach. In conjunction with SF6, Radon-222 measurements were performed on the groundwater and in the stream. The feasibility of using a combination of SF6 and radon is being studied to determine groundwater inputs and gas exchange of rates in streams with significant groundwater input without using a non-volatile tracer.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2002EPJB...27..201C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2002EPJB...27..201C"><span>Hammerstein system represention of financial volatility processes</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Capobianco, E.</p> <p>2002-05-01</p> <p>We show new modeling aspects of stock return volatility processes, by first representing them through Hammerstein Systems, and by then approximating the observed and transformed dynamics with wavelet-based atomic dictionaries. We thus propose an hybrid statistical methodology for volatility approximation and non-parametric estimation, and aim to use the information embedded in a bank of volatility sources obtained by decomposing the observed signal with multiresolution techniques. Scale dependent information refers both to market activity inherent to different temporally aggregated trading horizons, and to a variable degree of sparsity in representing the signal. A decomposition of the expansion coefficients in least dependent coordinates is then implemented through Independent Component Analysis. Based on the described steps, the features of volatility can be more effectively detected through global and greedy algorithms.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/18484355','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/18484355"><span>Identification of Campylobacter infection in chickens from volatile faecal emissions.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Garner, Catherine E; Smith, Stephen; Elviss, Nicola C; Humphrey, Tom J; White, Paul; Ratcliffe, Norman M; Probert, Christopher S</p> <p>2008-06-01</p> <p>Volatile organic compounds from chicken faeces were investigated as biomarkers for Campylobacter infection. Campylobacter are major poultry-borne zoonotic pathogens, colonizing the avian intestinal tract. Chicken faeces are the principal source of contamination of carcasses. Fresh faeces were collected on farm sites, and Campylobacter status established microbiologically. Volatile organic compounds were pre-concentrated from the headspace above 71 separate faecal samples using solid-phase microextraction and separated and identified by gas chromatography/mass spectrometry. A Campylobacter-specific profile was identified using six of the extracted volatile organic compounds. The model developed reliably identified the presence or absence of Campylobacter in >95% of chickens. The volatile biomarker identification approach for assessing avian infection is a novel approach to enhancing biosecurity in the poultry industry and should reduce the risk of disease transmission to humans.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20441888','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20441888"><span>Volatile hydrocarbon profile of Iberian dry-cured hams. A possible tool for authentication of hams according to the fattening diet.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Narváez-Rivas, Mónica; Vicario, Isabel M; Alcalde, M Jesús; León-Camacho, Manuel</p> <p>2010-06-15</p> <p>The aims of this work were to carry out a comprehensive study of the volatile hydrocarbons of 34 Iberian dry-cured hams and to evaluate the efficiency of these compounds for discriminating hams according to the fattening system: "Montanera" (B) and "Cebo" (C). The samples of hams were obtained by mincing the semimembranosus and semitendinosus muscles from slices of dry-cured ham. The analyses were carried out by gas chromatography-mass spectrometry with a polar capillary column and after a previous extraction by Purge and Trap method. Forty-three volatile hydrocarbons were identified, 26 of them for the first time in Iberian dry-cured ham. Only five compounds showed significant differences between the two types of hams. Among the 33 volatile hydrocarbons, 22 of them allowed a complete discrimination of the two groups of hams according the fattening system.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=20040050343&hterms=rate+evaporation&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D30%26Ntt%3Drate%2Bevaporation','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=20040050343&hterms=rate+evaporation&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D30%26Ntt%3Drate%2Bevaporation"><span>Marangoni Convection and Deviations from Maxwells' Evaporation Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Segre, P. N.; Snell, E. H.; Adamek, D. H.</p> <p>2003-01-01</p> <p>We investigate the convective dynamics of evaporating pools of volatile liquids using an ultra-sensitive thermal imaging camera. During evaporation, there are significant convective flows inside the liquid due to Marangoni forces. We find that Marangoni convection during evaporation can dramatically affect the evaporation rates of volatile liquids. A simple heat balance model connects the convective velocities and temperature gradients to the evaporation rates.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=72447&Lab=NHEERL&keyword=health+AND+care+AND+test&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=72447&Lab=NHEERL&keyword=health+AND+care+AND+test&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>REDUCING UNCERTAINTY IN AIR TOXICS RISK ASSESSMENT: A MECHANISTIC EXPOSURE-DOSE-RESPONSE (EDR) MODEL FOR ASSESSING THE ACUTE NEUROTOXICITY OF VOLATILE ORGANIC COMPOUNDS (VOCS) BASED UPON A RECEPTOR-MEDIATED MODE OF ACTION</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>SUMMARY: The major accomplishment of NTD’s air toxics program is the development of an exposure-dose- response model for acute exposure to volatile organic compounds (VOCs), based on momentary brain concentration as the dose metric associated with acute neurological impairments...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2011AGUFM.P13D1732H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2011AGUFM.P13D1732H"><span>Depth and Horizontal Distribution of Volatiles in Lunar Permanently Shadowed Regions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hurley, D. M.; Bussey, B.; Lawrence, D. J.; Gladstone, R.; Elphic, R. C.; Vondrak, R. R.</p> <p>2011-12-01</p> <p>Neutron spectroscopy from Lunar Prospector returned data consistent with the presence of water ice in the near-subsurface of the Moon in permanently shadowed regions (PSRs) at low spatial resolution. Clementine and ground-based radar returned tantalizing, but inconclusive evidence of ice in lunar PSRs. Later, Mini-RF on Chandrayaan-1 and LRO detected a signature consistent with water ice in some polar craters on the Moon, but not all PSRs. Similarly, LEND on LRO detected a heterogeneous distribution of hydrogen among lunar PSRs. In addition, LAMP on LRO detected FUV spectra consistent with a heterogeneous distribution of frost on the surface of permanently shadowed regions. Yet the weakest spectral feature from LAMP was associated with the crater with the strongest hydrogen feature from LEND. The impact of LCROSS into Cabeus released water and other volatiles, but abundances were higher than the background amounts detected by neutron spectroscopy implying heterogeneity within that PSR. Data from any one instrument taken alone would lead one to a different conclusion about the distribution of volatiles than data taken from any other single instrument. Although the data from different instrumentation can seem to be disparate, the apparent discrepancy results from the different fields of view and sensitivities of the detection techniques. The complementary nature of these data can be exploited to provide a multi-dimensional view of volatiles in lunar PSRs. We apply a Monte Carlo model to describe the retention and redistribution of volatiles within lunar cold traps. The model runs constrain the coherence of volatile deposits with depth, area, and time, which allows us to examine how a given volatile distribution would appear to remote sensing experiments. This provides a big picture framework for integrating the observations of volatiles on the surface and at depth at the poles of the Moon with the goal of finding a distribution of volatiles in lunar PSRs consistent with all of the data.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_19");'>19</a></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li class="active"><span>21</span></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_21 --> <div id="page_22" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li class="active"><span>22</span></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li><a href="#" onclick='return showDiv("page_24");'>24</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="421"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013AGUFM.P52A..03M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013AGUFM.P52A..03M"><span>Modeling Regolith Temperatures and Volatile Ice Processes (Invited)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Mellon, M. T.</p> <p>2013-12-01</p> <p>Surface and subsurface temperatures are an important tool for exploring the distribution and dynamics of volatile ices on and within planetary regoliths. I will review thermal-analysis approaches and recent applications in the studies of volatile ice processes. Numerical models of regolith temperatures allow us to examine the response of ices to periodic and secular changes in heat sources such as insolation. Used in conjunction with spatially and temporally distributed remotely-sensed temperatures, numerical models can: 1) constrain the stability and dynamics of volatile ices; 2) define the partitioning between phases of ice, gas, liquid, and adsorbate; and 3) in some instances be used to probe the distribution of ice hidden from view beneath the surface. The vapor pressure of volatile ices (such as water, carbon dioxide, and methane) depends exponentially on temperature. Small changes in temperature can result in transitions between stable phases. Cyclic temperatures and the propagation of thermal waves into the subsurface can produce a strong hysteresis in the population and partitioning of various phases (such as between ice, vapor, and adsorbate) and result in bulk transport. Condensation of ice will also have a pronounced effect on the thermal properties of otherwise loose particulate regolith. Cementing grains at their contacts through ice deposition will increase the thermal conductivity, and may enhance the stability of additional ice. Likewise sintering of grains within a predominantly icy regolith will increase the thermal conductivity. Subsurface layers that result from ice redistribution can be discriminated by remote sensing when combined with numerical modeling. Applications of these techniques include modeling of seasonal carbon dioxide frosts on Mars, predicting and interpreting the subsurface ice distribution on Mars and in Antarctica, and estimating the current depth of ice-rich permafrost on Mars. Additionally, understanding cold trapping ices in regions of the regolith of airless bodies, such as Mercury and the Moon, are aided by numerical modeling of regolith temperatures. Thermally driven sublimation of volatiles (water ice on Mars and more exotic species on icy moons in the outer solar system) can result in terrain degradation and collapse.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24376577','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24376577"><span>Scaling and volatility of breakouts and breakdowns in stock price dynamics.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Liu, Lu; Wei, Jianrong; Huang, Jiping</p> <p>2013-01-01</p> <p>Because the movement of stock prices is not only ubiquitous in financial markets but also crucial for investors, extensive studies have been done to understand the law behind it. In particular, since the financial crisis in 2008, researchers have a more interest in investigating large market volatilities in order to grasp changing market trends. In this work, we analyze the breakouts and breakdowns of both the Standard & Poor's 500 Index in the US stock market and the Shanghai Composite Index in the Chinese stock market. The breakout usually represents an ongoing upward trend in technical analysis while the breakdown represents an ongoing downward trend. Based on the renormalization method, we introduce two parameters to quantize breakouts and breakdowns, respectively. We discover scaling behavior, characterized by power-law distributions for both the breakouts and breakdowns in the two financial markets with different power-law exponents, which reflect different market volatilities. In detail, the market volatility for breakdowns is usually larger than that for breakouts. Moreover, as an emerging market, the Chinese stock market has larger market volatilities for both the breakouts and breakdowns than the US stock market (a mature market). Further, the short-term volatilities show similar features for both the US stock market and the Chinese stock market. However, the medium-term volatilities in the US stock market are almost symmetrical for the breakouts and breakdowns, whereas those in the Chinese stock market appear to be asymmetrical for the breakouts and breakdowns. The methodology presented here provides a way to understand scaling and hence volatilities of breakouts and breakdowns in stock price dynamics. Our findings not only reveal the features of market volatilities but also make a comparison between mature and emerging financial markets.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5037238','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5037238"><span>Volatiles Emitted from Maize Ears Simultaneously Infected with Two Fusarium Species Mirror the Most Competitive Fungal Pathogen</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Sherif, Mohammed; Becker, Eva-Maria; Herrfurth, Cornelia; Feussner, Ivo; Karlovsky, Petr; Splivallo, Richard</p> <p>2016-01-01</p> <p>Along with barley and rice, maize provides staple food for more than half of the world population. Maize ears are regularly infected with fungal pathogens of the Fusarium genus, which, besides reducing yield, also taint grains with toxic metabolites. In an earlier work, we have shown that maize ears infection with single Fusarium strains was detectable through volatile sensing. In nature, infection most commonly occurs with more than a single fungal strain; hence we tested how the interactions of two strains would modulate volatile emission from infected ears. For this purpose, ears of a hybrid and a dwarf maize variety were simultaneously infected with different strains of Fusarium graminearum and F. verticillioides and, the resulting volatile profiles were compared to the ones of ears infected with single strains. Disease severity, fungal biomass, and the concentration of the oxylipin 9-hydroxy octadecadienoic acid, a signaling molecule involved in plant defense, were monitored and correlated to volatile profiles. Our results demonstrate that in simultaneous infections of hybrid and dwarf maize, the most competitive fungal strains had the largest influence on the volatile profile of infected ears. In both concurrent and single inoculations, volatile profiles reflected disease severity. Additionally, the data further indicate that dwarf maize and hybrid maize might emit common (i.e., sesquiterpenoids) and specific markers upon fungal infection. Overall this suggests that volatile profiles might be a good proxy for disease severity regardless of the fungal competition taking place in maize ears. With the appropriate sensitivity and reliability, volatile sensing thus appears as a promising tool for detecting fungal infection of maize ears under field conditions. PMID:27729923</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=3871165','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=3871165"><span>Scaling and Volatility of Breakouts and Breakdowns in Stock Price Dynamics</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Liu, Lu; Wei, Jianrong; Huang, Jiping</p> <p>2013-01-01</p> <p>Background Because the movement of stock prices is not only ubiquitous in financial markets but also crucial for investors, extensive studies have been done to understand the law behind it. In particular, since the financial crisis in 2008, researchers have a more interest in investigating large market volatilities in order to grasp changing market trends. Methodology/Principal Findings In this work, we analyze the breakouts and breakdowns of both the Standard & Poor’s 500 Index in the US stock market and the Shanghai Composite Index in the Chinese stock market. The breakout usually represents an ongoing upward trend in technical analysis while the breakdown represents an ongoing downward trend. Based on the renormalization method, we introduce two parameters to quantize breakouts and breakdowns, respectively. We discover scaling behavior, characterized by power-law distributions for both the breakouts and breakdowns in the two financial markets with different power-law exponents, which reflect different market volatilities. In detail, the market volatility for breakdowns is usually larger than that for breakouts. Moreover, as an emerging market, the Chinese stock market has larger market volatilities for both the breakouts and breakdowns than the US stock market (a mature market). Further, the short-term volatilities show similar features for both the US stock market and the Chinese stock market. However, the medium-term volatilities in the US stock market are almost symmetrical for the breakouts and breakdowns, whereas those in the Chinese stock market appear to be asymmetrical for the breakouts and breakdowns. Conclusions/Signicance The methodology presented here provides a way to understand scaling and hence volatilities of breakouts and breakdowns in stock price dynamics. Our findings not only reveal the features of market volatilities but also make a comparison between mature and emerging financial markets. PMID:24376577</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20160006652','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20160006652"><span>Endogenous Lunar Volatiles: Insights into the Abundances of Volatiles in the Moon from Lunar Apatite</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>McCubbin, Francis</p> <p>2016-01-01</p> <p>At the time of publication of New Views of the Moon, it was thought that the Moon was bone dry with less than about 1 ppb H2O. However in 2007, initial reports at the 38th Lunar and Planetary Science Conference speculated that H-species were present in both apatites and pyroclastic volcanic lunar glasses. These early reports were later confirmed through peer-review, which motivated many subsequent studies on magmatic volatiles in and on the Moon within the last decade. Some of these studies have cast into question the post-Apollo view of lunar formation, the distribution and sources of volatiles in the Earth-Moon system, and the thermal and magmatic evolution of the Moon. The mineral apatite has been one of the pillars of this new field of study, and it will be the primary focus of this abstract. Although apatite has been used both to understand the abundances of volatiles in lunar systems as well as the isotopic compositions of those volatiles, the focus here will be on the abundances of F, Cl, and H2O. This work demonstrates the utility of apatite in advancing our understanding of lunar volatiles, hence apatite should be among the topics covered in the endogenous lunar volatile chapter in NVM II. Truncated ternary plot of apatite X-site occupancy (mol%) from highlands apatite and mare basalt apatite plotted on the relative volatile abundance diagram from. The solid black lines delineate fields of relative abundances of F, Cl, and H2O (on a weight basis) in the melt from which the apatite crystallized. The diagram was constructed using available apatite/melt partitioning data for fluorine, chlorine, and hydroxyl.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018CNSNS..54..148K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018CNSNS..54..148K"><span>Herding, minority game, market clearing and efficient markets in a simple spin model framework</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kristoufek, Ladislav; Vosvrda, Miloslav</p> <p>2018-01-01</p> <p>We present a novel approach towards the financial Ising model. Most studies utilize the model to find settings which generate returns closely mimicking the financial stylized facts such as fat tails, volatility clustering and persistence, and others. We tackle the model utility from the other side and look for the combination of parameters which yields return dynamics of the efficient market in the view of the efficient market hypothesis. Working with the Ising model, we are able to present nicely interpretable results as the model is based on only two parameters. Apart from showing the results of our simulation study, we offer a new interpretation of the Ising model parameters via inverse temperature and entropy. We show that in fact market frictions (to a certain level) and herding behavior of the market participants do not go against market efficiency but what is more, they are needed for the markets to be efficient.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5984526','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5984526"><span>Volatile biomarkers of symptomatic and asymptomatic malaria infection in humans</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Wanjiku, Caroline; Stanczyk, Nina M.; Pulido, Hannier; Betz, Heike S.</p> <p>2018-01-01</p> <p>Malaria remains among the world’s deadliest diseases, and control efforts depend critically on the availability of effective diagnostic tools, particularly for the identification of asymptomatic infections, which play a key role in disease persistence and may account for most instances of transmission but often evade detection by current screening methods. Research on humans and in animal models has shown that infection by malaria parasites elicits changes in host odors that influence vector attraction, suggesting that such changes might yield robust biomarkers of infection status. Here we present findings based on extensive collections of skin volatiles from human populations with high rates of malaria infection in Kenya. We report broad and consistent effects of malaria infection on human volatile profiles, as well as significant divergence in the effects of symptomatic and asymptomatic infections. Furthermore, predictive models based on machine learning algorithms reliably determined infection status based on volatile biomarkers. Critically, our models identified asymptomatic infections with 100% sensitivity, even in the case of low-level infections not detectable by microscopy, far exceeding the performance of currently available rapid diagnostic tests in this regard. We also identified a set of individual compounds that emerged as consistently important predictors of infection status. These findings suggest that volatile biomarkers may have significant potential for the development of a robust, noninvasive screening method for detecting malaria infections under field conditions. PMID:29760095</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28073253','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28073253"><span>Harnessing Insect-Microbe Chemical Communications To Control Insect Pests of Agricultural Systems.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Beck, John J; Vannette, Rachel L</p> <p>2017-01-11</p> <p>Insect pests cause serious economic, yield, and food safety problems to managed crops worldwide. Compounding these problems, insect pests often vector pathogenic or toxigenic microbes to plants. Previous work has considered plant-insect and plant-microbe interactions separately. Although insects are well-understood to use plant volatiles to locate hosts, microorganisms can produce distinct and abundant volatile compounds that in some cases strongly attract insects. In this paper, we focus on the microbial contribution to plant volatile blends, highlighting the compounds emitted and the potential for variation in microbial emission. We suggest that these aspects of microbial volatile emission may make these compounds ideal for use in agricultural applications, as they may be more specific or enhance methods currently used in insect control or monitoring. Our survey of microbial volatiles in insect-plant interactions suggests that these emissions not only signal host suitability but may indicate a distinctive time frame for optimal conditions for both insect and microbe. Exploitation of these host-specific microbe semiochemicals may provide important microbe- and host-based attractants and a basis for future plant-insect-microbe chemical ecology investigations.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/21507630','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/21507630"><span>Feasibility of biogas production from anaerobic co-digestion of herbal-extraction residues with swine manure.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Li, Yan; Yan, Xi-Luan; Fan, Jie-Ping; Zhu, Jian-Hang; Zhou, Wen-Bin</p> <p>2011-06-01</p> <p>The objective of this work was to examine the feasibility of biogas production from the anaerobic co-digestion of herbal-extraction residues with swine manure. Batch and semi-continuous experiments were carried out under mesophilic anaerobic conditions. Batch experiments revealed that the highest specific biogas yield was 294 mL CH(4) g(-1) volatile solids added, obtained at 50% of herbal-extraction residues and 3.50 g volatile solids g(-1) mixed liquor suspended solids. Specific methane yield from swine manure alone was 207 mL CH(4) g(-1) volatile solid added d(-1) at 3.50 g volatile solids g(-1) mixed liquor suspended solids. Furthermore, specific methane yields were 162, 180 and 220 mL CH(4) g (-1) volatile solids added d(-1) for the reactors co-digesting mixtures with 10%, 25% and 50% herbal-extraction residues, respectively. These results suggested that biogas production could be enhanced efficiently by the anaerobic co-digestion of herbal-extraction residues with swine manure. Copyright © 2011 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017Nanot..28LLT02M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017Nanot..28LLT02M"><span>Peroxide induced volatile and non-volatile switching behavior in ZnO-based electrochemical metallization memory cell</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Mangasa Simanjuntak, Firman; Chandrasekaran, Sridhar; Pattanayak, Bhaskar; Lin, Chun-Chieh; Tseng, Tseung-Yuen</p> <p>2017-09-01</p> <p>We explore the use of cubic-zinc peroxide (ZnO2) as a switching material for electrochemical metallization memory (ECM) cell. The ZnO2 was synthesized with a simple peroxide surface treatment. Devices made without surface treatment exhibits a high leakage current due to the self-doped nature of the hexagonal-ZnO material. Thus, its switching behavior can only be observed when a very high current compliance is employed. The synthetic ZnO2 layer provides a sufficient resistivity to the Cu/ZnO2/ZnO/ITO devices. The high resistivity of ZnO2 encourages the formation of a conducting bridge to activate the switching behavior at a lower operation current. Volatile and non-volatile switching behaviors with sufficient endurance and an adequate memory window are observed in the surface-treated devices. The room temperature retention of more than 104 s confirms the non-volatility behavior of the devices. In addition, our proposed device structure is able to work at a lower operation current among other reported ZnO-based ECM cells.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016ACP....16.2013P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016ACP....16.2013P"><span>Volatility of organic aerosol and its components in the megacity of Paris</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Paciga, Andrea; Karnezi, Eleni; Kostenidou, Evangelia; Hildebrandt, Lea; Psichoudaki, Magda; Engelhart, Gabriella J.; Lee, Byong-Hyoek; Crippa, Monica; Prévôt, André S. H.; Baltensperger, Urs; Pandis, Spyros N.</p> <p>2016-02-01</p> <p>Using a mass transfer model and the volatility basis set, we estimate the volatility distribution for the organic aerosol (OA) components during summer and winter in Paris, France as part of the collaborative project MEGAPOLI. The concentrations of the OA components as a function of temperature were measured combining data from a thermodenuder and an aerosol mass spectrometer (AMS) with Positive Matrix Factorization (PMF) analysis. The hydrocarbon-like organic aerosol (HOA) had similar volatility distributions for the summer and winter campaigns with half of the material in the saturation concentration bin of 10 µg m-3 and another 35-40 % consisting of low and extremely low volatility organic compounds (LVOCs with effective saturation concentrations C* of 10-3-0.1 µg m-3 and ELVOCs C* less or equal than 10-4 µg m-3, respectively). The winter cooking OA (COA) was more than an order of magnitude less volatile than the summer COA. The low-volatility oxygenated OA (LV-OOA) factor detected in the summer had the lowest volatility of all the derived factors and consisted almost exclusively of ELVOCs. The volatility for the semi-volatile oxygenated OA (SV-OOA) was significantly higher than that of the LV-OOA, containing both semi-volatile organic components (SVOCs with C* in the 1-100 µg m-3 range) and LVOCs. The oxygenated OA (OOA) factor in winter consisted of SVOCs (45 %), LVOCs (25 %) and ELVOCs (30 %). The volatility of marine OA (MOA) was higher than that of the other factors containing around 60 % SVOCs. The biomass burning OA (BBOA) factor contained components with a wide range of volatilities with significant contributions from both SVOCs (50 %) and LVOCs (30 %). Finally, combining the bulk average O : C ratios and volatility distributions of the various factors, our results are placed into the two-dimensional volatility basis set (2D-VBS) framework. The OA factors cover a broad spectrum of volatilities with no direct link between the average volatility and average O : C of the OA components.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.V52A..07R','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.V52A..07R"><span>Controls on the organization of the plumbing system of subduction volcanoes : the roles of volatiles and edifice load</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Roman, A. M.; Bergal-Kuvikas, O.; Shapiro, N.; Taisne, B.; Gordeev, E.; Jaupart, C. P.</p> <p>2017-12-01</p> <p>Geochemical data indicate that subduction zone magmas are extracted from the mantle and rises through the crust, with a wide range of volatile contents. The main controls on magma ascent, storage and location of eruptive vents are not well understood. Flow through a volcanic system depends on magma density and viscosity, which depend in turn on chemical composition and volatile content. Thus, one expects that changes of eruption sites in space and time are related to geochemical variations. To test this hypothesis, we have focussed on Klyuchevskoy volcano, Kamchatka, a very active island arc volcano which erupts lavas with a wide range of volatile contents (e.g. 3-7 H20 wt. %). The most primitive high-Mg magmas were able to erupt and build a sizable edifice in an initial phase of activity. As the edifice grew, eruption of these magmas was suppressed in the focal area and occurred in distal parts of the volcano whilst summit eruptions involved differentiated high alumina basalts. Here we propose a new model for the development of the Klyuchevskoy plumbing system which combines edifice load, far field tectonic stress and the presence of volatiles. We calculate dyke trajectories and overpressures by taking into account the exsolution of volatiles in the magma. The most striking result is the progressive deflection of dykes towards the axial area as the edifice size increases. In this model, the critical parameters are the depth of volatile exsolution and the edifice size. Volatile-rich magmas degas at depth and experience a large increase in buoyancy which may overcome edifice-induced stresses at shallow levels. However, as the volcano grows, the stress barrier migrates downwards and may eventually act to stall dykes before gas exsolution takes place. Such conditions are likely to induce the formation of a shallow central reseroir, in which further magma focussing, mixing and contamination may take place. This model accounts for the co-evolution of magma composition and eruptive pattern that is observed at Klychevskoy volcano and should be useful to interpret data from other subduction volcanoes where hydrous magmas play a major role.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014AGUFM.V11C4732T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014AGUFM.V11C4732T"><span>Reconstructing mantle volatile contents through the veil of degassing</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Tucker, J.; Mukhopadhyay, S.; Gonnermann, H. M.</p> <p>2014-12-01</p> <p>The abundance of volatile elements in the mantle reveals critical information about the Earth's origin and evolution such as the chemical constituents that built the Earth and material exchange between the mantle and exosphere. However, due to magmatic degassing, volatile element abundances measured in basalts usually do not represent those in undegassed magmas and hence in the mantle source of the basalts. While estimates of average mantle concentrations of some volatile species can be obtained, such as from the 3He flux into the oceans, volatile element variability within the mantle remains poorly constrained. Here, we use CO2-He-Ne-Ar-Xe measurements in basalts and a new degassing model to reconstruct the initial volatile contents of 8 MORBs from the Mid-Atlantic Ridge and Southwest Indian Ridge that span a wide geochemical range from depleted to enriched MORBs. We first show that equilibrium degassing (e.g. Rayleigh degassing), cannot simultaneously fit the measured CO2-He-Ne-Ar-Xe compositions in MORBs and argue that kinetic fractionation between bubbles and melt lowers the dissolved ratios of light to heavy noble gas species in the melt from that expected at equilibrium. We present a degassing model (after Gonnermann and Mukhopadhyay, 2007) that explicitly accounts for diffusive fractionation between melt and bubbles. The model computes the degassed composition based on an initial volatile composition and a diffusive timescale. To reconstruct the undegassed volatile content of a sample, we find the initial composition and degassing timescale which minimize the misfit between predicted and measured degassed compositions. Initial 3He contents calculated for the 8 MORB samples vary by a factor of ~7. We observe a correlation between initial 3He and CO2 contents, indicating relatively constant CO2/3He ratios despite the geochemical diversity and variable gas content in the basalts. Importantly, the gas-rich popping rock from the North Atlantic, as well as the average mantle ratio computed from the ridge 3He flux and independently estimated CO2 content fall along the same correlation. This observation suggests that undegassed CO2 and noble gas concentrations can be reconstructed in individual samples through measurement of noble gases and CO2 in erupted basalts.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2009EPJB...71..489T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2009EPJB...71..489T"><span>The role of communication and imitation in limit order markets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Tedeschi, G.; Iori, G.; Gallegati, M.</p> <p>2009-10-01</p> <p>In this paper we develop an order driver market model with heterogeneous traders that imitate each other on different network structures. We assess how imitations among otherway noise traders, can give rise to well known stylized facts such as fat tails and volatility clustering. We examine the impact of communication and imitation on the statistical properties of prices and order flows when changing the networks' structure, and show that the imitation of a given, fixed agent, called “guru", can generate clustering of volatility in the model. We also find a positive correlation between volatility and bid-ask spread, and between fat-tailed fluctuations in asset prices and gap sizes in the order book. in here</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22311274-static-vs-stochastic-optimization-case-study-ftse-bursa-malaysia-sectorial-indices','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22311274-static-vs-stochastic-optimization-case-study-ftse-bursa-malaysia-sectorial-indices"><span>Static vs stochastic optimization: A case study of FTSE Bursa Malaysia sectorial indices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Mamat, Nur Jumaadzan Zaleha; Jaaman, Saiful Hafizah; Ahmad, Rokiah Rozita</p> <p>2014-06-19</p> <p>Traditional portfolio optimization methods in the likes of Markowitz' mean-variance model and semi-variance model utilize static expected return and volatility risk from historical data to generate an optimal portfolio. The optimal portfolio may not truly be optimal in reality due to the fact that maximum and minimum values from the data may largely influence the expected return and volatility risk values. This paper considers distributions of assets' return and volatility risk to determine a more realistic optimized portfolio. For illustration purposes, the sectorial indices data in FTSE Bursa Malaysia is employed. The results show that stochastic optimization provides more stablemore » information ratio.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19840015406&hterms=geomorphic+model&qs=N%3D0%26Ntk%3DAll%26Ntx%3Dmode%2Bmatchall%26Ntt%3Dgeomorphic%2Bmodel','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19840015406&hterms=geomorphic+model&qs=N%3D0%26Ntk%3DAll%26Ntx%3Dmode%2Bmatchall%26Ntt%3Dgeomorphic%2Bmodel"><span>Geomorphic clues to the Martian volatile inventory. 1: Flow ejecta blankets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Pieri, D.; Baloga, S.; Norris, M.</p> <p>1984-01-01</p> <p>There are classes of landforms whose presence on Mars is strongly suggestive, if not confirmatory, of the participation of volatiles, presumably water, in its geomorphic development: (1) valley networks, (2) outflow channels, (3) landslides, and (4) flow-ejecta blankets. The first two may represent landforms generated by the movement of volatiles from sources, while the latter two probably represent the dissipation of energy generated by forcing inputs (e.g., kinetic energy and gravity) modulated by volatiles. In many areas on Mars, all four processes have acted on the same lithologic materials and were influenced by the composition of those units, and possibility by the climatic regime at the time of their formation. One of the approaches discussed to this specific problem of landform genesis, and to the general problem of the present and past states of martian volatiles, is to attempt to constrain the distribution, amount, and history of available volatiles by using possible evidence of volatile participation expressed in the morphology of other related landforms (e.g., flow-ejecta blankets and landslides) coupled with physical models for landform genesis.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=19950050281&hterms=Kilauea&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D90%26Ntt%3DKilauea','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=19950050281&hterms=Kilauea&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D90%26Ntt%3DKilauea"><span>Volatile transport on Venus and implications for surface geochemistry and geology</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Brackett, Robert A.; Fegley, Bruce; Arvidson, Raymond E.</p> <p>1995-01-01</p> <p>The high vapor pressure of volatile metal halides and chalcogenides (e.g., of Cu, Zn, Sn, Pb, As, Sb, Bi) at typical Venus surface temperatures, coupled with the altitude-dependent temperature gradient of approximately 8.5 K/km, is calculated to transport volatile metal vapors to the highlands of Venus, where condensation and accumulation will occur. The predicted geochemistry of volatile metals on Venus is supported by observations of CuCl in volcanic gases at Kilauea and Nyiragongo, and large enrichments of these and other volatile elements in terrestrial volcanic aerosols. A one-dimensional finite difference vapor transport model shows the diffusive migration of a thickness of 0.01 to greater than 10 microns/yr of moderately to highly volatile phases (e.g., metal halides and chalcogenides) from the hot lowlands (740 K) to the cold highlands (660 K) on Venus. The diffusive transport of volatile phases on Venus may explain the observed low emissivity of the Venusian highlands, hazes at 6-km altitude observed by two Pioneer Venus entry probes, and the Pioneer Venus entry probe anomalies at 12.5 km.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4344208','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4344208"><span>How Volatilities Nonlocal in Time Affect the Price Dynamics in Complex Financial Systems</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Tan, Lei; Zheng, Bo; Chen, Jun-Jie; Jiang, Xiong-Fei</p> <p>2015-01-01</p> <p>What is the dominating mechanism of the price dynamics in financial systems is of great interest to scientists. The problem whether and how volatilities affect the price movement draws much attention. Although many efforts have been made, it remains challenging. Physicists usually apply the concepts and methods in statistical physics, such as temporal correlation functions, to study financial dynamics. However, the usual volatility-return correlation function, which is local in time, typically fluctuates around zero. Here we construct dynamic observables nonlocal in time to explore the volatility-return correlation, based on the empirical data of hundreds of individual stocks and 25 stock market indices in different countries. Strikingly, the correlation is discovered to be non-zero, with an amplitude of a few percent and a duration of over two weeks. This result provides compelling evidence that past volatilities nonlocal in time affect future returns. Further, we introduce an agent-based model with a novel mechanism, that is, the asymmetric trading preference in volatile and stable markets, to understand the microscopic origin of the volatility-return correlation nonlocal in time. PMID:25723154</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/1984pggp.rept..116P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/1984pggp.rept..116P"><span>Geomorphic clues to the Martian volatile inventory. 1: Flow ejecta blankets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pieri, D.; Baloga, S.; Norris, M.</p> <p>1984-04-01</p> <p>There are classes of landforms whose presence on Mars is strongly suggestive, if not confirmatory, of the participation of volatiles, presumably water, in its geomorphic development: (1) valley networks, (2) outflow channels, (3) landslides, and (4) flow-ejecta blankets. The first two may represent landforms generated by the movement of volatiles from sources, while the latter two probably represent the dissipation of energy generated by forcing inputs (e.g., kinetic energy and gravity) modulated by volatiles. In many areas on Mars, all four processes have acted on the same lithologic materials and were influenced by the composition of those units, and possibility by the climatic regime at the time of their formation. One of the approaches discussed to this specific problem of landform genesis, and to the general problem of the present and past states of martian volatiles, is to attempt to constrain the distribution, amount, and history of available volatiles by using possible evidence of volatile participation expressed in the morphology of other related landforms (e.g., flow-ejecta blankets and landslides) coupled with physical models for landform genesis.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016xrp..prop...57L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016xrp..prop...57L"><span>Model Atmospheres and Transit Spectra for Hot Rocky Planets</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Lupu, Roxana</p> <p></p> <p>We propose to build a versatile set of self-consistent atmospheric models for hot rocky exoplanets and use them to predict their transit and eclipse spectra. Hot rocky exoplanets will form the majority of small planets in close-in orbits to be discovered by the TESS and Kepler K2 missions, and offer the best opportunity for characterization with current and future instruments. We will use fully non-grey radiative-convective atmospheric structure codes with cloud formation and vertical mixing, combined with a self-consistent treatment of gas chemistry above the magma ocean. Being in equilibrium with the surface, the vaporized rock material can be a good tracer of the bulk composition of the planet. We will derive the atmospheric structure and escape rates considering both volatile-free and volatile bearing compositions, which reflect the diversity of hot rocky planet atmospheres. Our models will inform follow- up observations with JWST and ground-based instruments, aid the interpretation of transit and eclipse spectra, and provide a better understanding of volatile loss in these atmospheres. Such results will help refine our picture of rocky planet formation and evolution. Planets in ultra-short period (USP) orbits are a special class of hot rocky exoplanets. As shown by Kepler, these planets are generally smaller than 2 Earth radii, suggesting that they are likely to be rocky and could have lost their volatiles through photo-evaporation. Being close to their host stars, these planets are ultra-hot, with estimated temperatures of 1000-3000 K. A number of USP planets have been already discovered (e.g. Kepler-78 b, CoRoT-7 b, Kepler-10 b), and this number is expected to grow by confirming additional planet candidates. The characterization of planets on ultra-short orbits is advantageous due to the larger number of observable transits, and the larger transit signal in the case of an evaporating atmosphere. Much advance has been made in understanding and characterizing hot Jupiters in similar transit configurations. For example, Na has been the first species to be detected in an exoplanet atmosphere, by observing the evaporating hotJupiter HD209458b. Understanding the interplay between the magma outgassing and volatile loss will be an important part of this project. Our team has the expertise in the chemistry, radiative transfer, and atmospheric escape modeling at these exotic temperatures. Our recent work has analyzed the emerging atmospheres of terrestrial planets after giant impacts, using a well-established radiativeconvective atmospheric structure code, with an extensive opacity database for all relevant molecules, and the chemistry self-consistently calculated for continental crust and bulk silicate earth compositions. We will expand on this work by considering a wider range of chemical compositions, assessing the importance of clouds and generating cloudy models, and developing dis-equilibrium models by taking into account vertical mixing and photochemistry. Photo-evaporation will be considered in the energy balance between heating, cooling and mass loss. We also have in-house codes to generate high-resolution eclipse spectra and predict transit depths and observable signatures. The development of the atmospheric code, the molecular opacity updates, the atmospheric structure calculations and the high resolution eclipse spectra will be performed by R. Lupu, M. Marley, and R. Freedman at NASA Ames. The atmospheric chemistry grids will be provided by B. Fegley and K. Lodders at Washington University. The transit spectra and observational features will be computed by J. Fortney at UCSC, and the atmospheric escape calculations will be performed by K. Zahnle at NASA Ames. This proposal addresses the following goals of the Exoplanet Research program: explain observations of exoplanetary systems, and understand the chemical and physical processes of exoplanets. Our results will also inform future JWST observations.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_20");'>20</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li class="active"><span>22</span></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li><a href="#" onclick='return showDiv("page_24");'>24</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_22 --> <div id="page_23" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li class="active"><span>23</span></li> <li><a href="#" onclick='return showDiv("page_24");'>24</a></li> <li><a href="#" onclick='return showDiv("page_25");'>25</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="441"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015AGUFM.A11M0235H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015AGUFM.A11M0235H"><span>Modeling the formation and aging of secondary organic aerosols in the Los Angeles metropolitan region during the CalNex 2010 field campaign</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Hayes, P. L.; Ma, P. K.; Jimenez, J. L.; Zhao, Y.; Robinson, A. L.; Carlton, A. M. G.; Baker, K. R.; Ahmadov, R.; Washenfelder, R. A.; Alvarez, S. L.; Rappenglück, B.; Gilman, J.; Kuster, W.; De Gouw, J. A.; Prevot, A. S.; Zotter, P.; Szidat, S.; Kleindienst, T. E.; Offenberg, J. H.</p> <p>2015-12-01</p> <p>Several different literature parameterizations for the formation and evolution of urban secondary organic aerosol (SOA) are evaluated using a box model representing the Los Angeles Region during CalNex. The model SOA formed only from the oxidation of VOCs (V-SOA) is insufficient to explain the observed SOA concentrations, even when using SOA parameterizations with multi-generation oxidation that produce much higher yields than have been observed in chamber experiments, or when increasing yields to their upper limit estimates accounting for recently reported losses of vapors to chamber walls. Including SOA from primary semi-volatile and intermediate volatility organic compounds (P-S/IVOCs) following the parameterizations of Robinson et al. (2007), Grieshop et al. (2009), or Pye and Seinfeld (2010) improves model/measurement agreement for mass concentration at shorter photochemical ages (0.5 days). Our results strongly suggest that other precursors besides VOCs are needed to explain the observed SOA concentrations. In contrast, all of the literature P-S/IVOC parameterizations over-predict urban SOA formation at long photochemical ages (3 days) compared to observations from multiple sites, which can lead to problems in regional and global modeling. Sensitivity studies that reduce the IVOC emissions by one-half in the model improve SOA predictions at these long ages. In addition, when IVOC emissions in the Robinson et al. parameterization are constrained using recently reported measurements of these species model/measurement agreement is achieved. The amounts of SOA mass from diesel vehicles, gasoline vehicles, and cooking emissions are estimated to be 16 - 27%, 35 - 61%, and 19 - 35%, respectively, depending on the parameterization used, which is consistent with the observed fossil fraction of urban SOA, 71(±3)%. The percentage of SOA from diesel vehicle emissions is the same, within the estimated uncertainty, as reported in previous work that analyzed the weekly cycles in SOA concentrations (Bahreini et al., 2012; Hayes et al., 2013). However, the modeling work presented here suggests a strong anthropogenic source of modern carbon in urban SOA, possibly cooking emissions, that was not accounted for in those previous studies, and which is higher on weekends.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017JPhCS.890a2161R','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017JPhCS.890a2161R"><span>Determination of sample size for higher volatile data using new framework of Box-Jenkins model with GARCH: A case study on gold price</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Roslindar Yaziz, Siti; Zakaria, Roslinazairimah; Hura Ahmad, Maizah</p> <p>2017-09-01</p> <p>The model of Box-Jenkins - GARCH has been shown to be a promising tool for forecasting higher volatile time series. In this study, the framework of determining the optimal sample size using Box-Jenkins model with GARCH is proposed for practical application in analysing and forecasting higher volatile data. The proposed framework is employed to daily world gold price series from year 1971 to 2013. The data is divided into 12 different sample sizes (from 30 to 10200). Each sample is tested using different combination of the hybrid Box-Jenkins - GARCH model. Our study shows that the optimal sample size to forecast gold price using the framework of the hybrid model is 1250 data of 5-year sample. Hence, the empirical results of model selection criteria and 1-step-ahead forecasting evaluations suggest that the latest 12.25% (5-year data) of 10200 data is sufficient enough to be employed in the model of Box-Jenkins - GARCH with similar forecasting performance as by using 41-year data.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20170002056','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20170002056"><span>Volatile Concentrations and H-Isotope Composition of Unequilibrated Eucrites</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Sarafian, Adam R.; Nielsen, Sune G.; Marschall, Horst R.; Gaetani, Glenn A.; Hauri, Erik H.; Righter, Kevin; Berger, Eve L.</p> <p>2017-01-01</p> <p>Eucrites are among the oldest and best studied asteroidal basalts (1). They represent magmatism that occurred on their parent asteroid, likely 4-Vesta, starting at 4563 Ma and continuing for approx. 30 Myr. Two hypotheses are debated for the genesis of eucrites, a magma ocean model (2), and a mantle partial melting model. In general, volatiles (H, C, F, Cl) have been ignored for eucrites and 4-Vesta, but solubility of wt% levels of H2O are possible at Vestan interior PT conditions. Targeted measurements on samples could aid our understanding considerably. Recent studies have found evidence of volatile elements in eucrites, but quantifying the abundance of volatiles remains problematic (6). Volatile elements have a disproportionately large effect on melt properties and phase stability, relative to their low abundance. The source of volatile elements can be elucidated by examining the hydrogen isotope ratio (D/H), as different H reservoirs have drastically different H isotope compositions. Recent studies of apatite in eucrites have shown that the D/H of 4-Vesta matches that of Earth and carbonaceous chondrites, however, the D/H of apatites may not represent the D/H of a primitive 4-Vesta melt due to the possibility of degassing prior to the crystallization of apatite. Therefore, the D/H of early crystallizing phases must be measured to determine if the D/H of 4-Vesta is equal to that of the Earth and carbonaceous chondrites.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015DPS....4741101S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015DPS....4741101S"><span>Searching for Thermal Anomalies on Icy Satellites: Step 1- Validation of the Three Dimensional Volatile-Transport (VT3D)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Simmons, Gary G.; Howett, Carly J. A.; Young, Leslie A.; Spencer, John R.</p> <p>2015-11-01</p> <p>In the last few decades, thermal data from the Galileo and Cassini spacecraft have detected various anomalies on Jovian and Saturnian satellites, including the thermally anomalous “PacMan” regions on Mimas and Tethys and the Pwyll anomaly on Europa (Howett et al. 2011, Howett et al. 2012, Spencer et al. 1999). Yet, the peculiarities of some of these anomalies, like the weak detection of the “PacMan” anomalies on Rhea and Dione and the low thermal inertia values of the widespread anomalies on equatorial Europa, are subjects for on-going research (Howett et al. 2014, Rathbun et al. 2010). Further, analysis and review of all the data both Galileo and Cassini took of these worlds will provide information of the thermal inertia and albedos of their surfaces, perhaps highlighting potential targets of interest for future Jovian and Saturnian system missions. Many previous works have used a thermophysical model for airless planets developed by Spencer (1990). However, the Three Dimensional Volatile-Transport (VT3D) model proposed by Young (2012) is able to predict surface temperatures in significantly faster computation time, incorporating seasonal and diurnal insolation variations. This work is the first step in an ongoing investigation, which will use VT3D’s capabilities to reanalyze Galileo and Cassini data. VT3D, which has already been used to analyze volatile transport on Pluto, is validated by comparing its results to that of the Spencer thermal model. We will also present our initial results using VT3D to reanalyze the thermophysical properties of the PacMan anomaly previous discovered on Mimas by Howett et al. (2011), using temperature constraints of diurnal data from Cassini/CIRS. VT3D is expected to be an efficient tool in identifying new thermal anomalies in future Saturnian and Jovian missions.Bibliography:</u>C.J.A. Howett et al. (2011), Icarus 216, 221.C.J.A. Howett et al. (2012), Icarus 221, 1084.C.J.A. Howett et al. (2014), Icarus 241, 239.J.A. Rathbun et al. (2010), Icarus 210, 763J. R. Spencer (1990), Icarus 83, 27.J. R. Spencer et al. (1999), Science 284, 1514.L. A. Young (2012), Icarus 221, 80.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5684173','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5684173"><span>The Terpene Synthase Gene Family of Carrot (Daucus carota L.): Identification of QTLs and Candidate Genes Associated with Terpenoid Volatile Compounds</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Keilwagen, Jens; Lehnert, Heike; Berner, Thomas; Budahn, Holger; Nothnagel, Thomas; Ulrich, Detlef; Dunemann, Frank</p> <p>2017-01-01</p> <p>Terpenes are an important group of secondary metabolites in carrots influencing taste and flavor, and some of them might also play a role as bioactive substances with an impact on human physiology and health. Understanding the genetic and molecular basis of terpene synthases (TPS) involved in the biosynthesis of volatile terpenoids will provide insights for improving breeding strategies aimed at quality traits and for developing specific carrot chemotypes possibly useful for pharmaceutical applications. Hence, a combination of terpene metabolite profiling, genotyping-by-sequencing (GBS), and genome-wide association study (GWAS) was used in this work to get insights into the genetic control of terpene biosynthesis in carrots and to identify several TPS candidate genes that might be involved in the production of specific monoterpenes. In a panel of 85 carrot cultivars and accessions, metabolite profiling was used to identify 31 terpenoid volatile organic compounds (VOCs) in carrot leaves and roots, and a GBS approach was used to provide dense genome-wide marker coverage (>168,000 SNPs). Based on this data, a total of 30 quantitative trait loci (QTLs) was identified for 15 terpenoid volatiles. Most QTLs were detected for the monoterpene compounds ocimene, sabinene, β-pinene, borneol and bornyl acetate. We identified four genomic regions on three different carrot chromosomes by GWAS which are both associated with high significance (LOD ≥ 5.91) to distinct monoterpenes and to TPS candidate genes, which have been identified by homology-based gene prediction utilizing RNA-seq data. In total, 65 TPS candidate gene models in carrot were identified and assigned to known plant TPS subfamilies with the exception of TPS-d and TPS-h. TPS-b was identified as largest subfamily with 32 TPS candidate genes. PMID:29170675</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2003NIMPB.208..340K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2003NIMPB.208..340K"><span>Determination of non-volatile radiolytic compounds in ethylene co-vinyl alcohol</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Kothapalli, A.; Sadler, G.</p> <p>2003-08-01</p> <p>The use of ionizing radiation on food contact polymers is increasing due to the critical role of the package in holding or containing the irradiated foods [Food Add. Contam. 18(6) (2001) 475]. Irradiation benefits the food if properly applied and the food is pre-packaged prior to irradiation to protect it from subsequent recontamination. The United States Food and Drug Administration (USFDA) has approved the use of ionizing radiation within the dosage range of 0-60 kGy on limited films since the 1960s [USFDA 21CFR 179.45]. The obstacle in the way of approval of additional polymers is that FDA fears that these materials may undergo changes during irradiation producing toxic radiolytic fragments. Ethylene co-vinyl alcohol (EVOH), which is often used in food applications, is not approved by the FDA for pre-packaged irradiated foods. The present work examines the non-volatile radiolytic compounds, which may be formed due to exposure to gamma irradiation at the dosage levels of 3 and 10 kGy versus a non-radiated control. Irradiated EVOH is subjected to extraction with 95:5 ethanol and water (by volume) as the food simulating solvent (FSS) for a period of 10 days at 40 °C, which models the amount of radiolytic compound a food would extract in 1 year [USFDA Chemistry Requirement for Food Contact Notification]. The FSS is then analyzed for the presence of non-volatile compounds using advanced liquid chromatographic techniques. The chromatograms obtained from different dosages show that non-volatile radiolytic compounds are not formed in EVOH and it would, therefore be in compliance with safety demands of USFDA [Available at: http://www.cfsan.fda.gov/~dms/opa-guid.html#ref and http://www.access.gpo.gov/nara/cfr/cfr-table-search.html#page1].</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017DPS....4941412R','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017DPS....4941412R"><span>A Tale of “Two” Comets: The Primary Volatile Composition of Comet 2P/Encke Across Apparitions</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Roth, Nathan X.; Gibb, Erika L.; Bonev, Boncho P.; DiSanti, Michael A.; Dello Russo, Neil; Vervack, Ronald J.; McKay, Adam J.; Kawakita, Hideyo</p> <p>2017-10-01</p> <p>2P/Encke is one of the most frequently observed comets in history, yet its highly favorable 2017 apparition allowed the first comprehensive comparison of primary volatile abundances in the same comet across multiple apparitions. It offered an opportunity to address pressing questions in cometary science, including investigating evolutionary and/or heliocentric distance effects on volatile production, sampling the hypervolatiles CO and CH4 in an ecliptic comet, and probing volatile release at small Rh (0.4 AU). The faint nature of ecliptic comets and low geocentric velocity during most apparitions make these observations in the near-infrared rare (in particular at small Rh) and of high scientific impact. On March 21, 22, and 25 we characterized the volatile composition of 2P post-perihelion using the high-resolution near-infrared iSHELL spectrograph at the 3 m NASA-IRTF on Maunakea, HI. We detected fluorescent emission from eight primary volatiles (H2O, CO, C2H6, CH3OH, CH4, H2CO, NH3, and HCN) and three secondary volatiles (OH*, NH2, and CN). Upper limits were derived for OCS and C2H2. We report rotational temperatures, production rates, and mixing ratios (with respect to H2O). Compared to median relative abundances in comets observed in the near-infrared to date, mixing ratios of trace gases in 2P/Encke are depleted for all detected species except HCN and NH3, which are consistent with the median. The detection of the hypervolatiles CO and CH4 is particularly notable given the paucity of measurements of these species in ecliptic comets. We observed significant differences in primary volatile composition compared to published pre-perihelion results from the 2003 apparition at larger Rh (~1.2 AU) (Radeva et al. 2013). We will discuss possible mechanisms for these effects, including asymmetry about perihelion in 2P (Sekanina 1988a, b), and discuss the results in the context of findings from the Rosetta mission and ground-based studies of comets. This work was supported by the NASA Earth and Space Science Fellowship, Solar Workings, Solar System Observations, and Astrobiology Programs, and NSF Solar and Planetary Science Grants.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4255274','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4255274"><span>Effect of Inorganic Salts on the Volatility of Organic Acids</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p></p> <p>2014-01-01</p> <p>Particulate phase reactions between organic and inorganic compounds may significantly alter aerosol chemical properties, for example, by suppressing particle volatility. Here, chemical processing upon drying of aerosols comprised of organic (acetic, oxalic, succinic, or citric) acid/monovalent inorganic salt mixtures was assessed by measuring the evaporation of the organic acid molecules from the mixture using a novel approach combining a chemical ionization mass spectrometer coupled with a heated flow tube inlet (TPD-CIMS) with kinetic model calculations. For reference, the volatility, i.e. saturation vapor pressure and vaporization enthalpy, of the pure succinic and oxalic acids was also determined and found to be in agreement with previous literature. Comparison between the kinetic model and experimental data suggests significant particle phase processing forming low-volatility material such as organic salts. The results were similar for both ammonium sulfate and sodium chloride mixtures, and relatively more processing was observed with low initial aerosol organic molar fractions. The magnitude of low-volatility organic material formation at an atmospherically relevant pH range indicates that the observed phenomenon is not only significant in laboratory conditions but is also of direct atmospheric relevance. PMID:25369247</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/18663618','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/18663618"><span>Fresh squeezed orange juice odor: a review.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Perez-Cacho, Pilar Ruiz; Rouseff, Russell L</p> <p>2008-08-01</p> <p>Fresh orange juice is a highly desirable but unstable product. This review examines analytical findings, odor activity, and variations due to cultivar, sampling methods, manner of juicing, plus possible enzymatic and microbial artifacts. Initial attempts to characterize orange juice odor were based on volatile quantitation and overemphasized the importance of high concentration volatiles. Although over 300 volatiles have been reported from GC-MS analytical studies, this review presents 36 consensus aroma active components from GC-olfactometry studies consisting of 14 aldehydes, 7 esters, 5 terpenes, 6 alcohols, and 4 ketones. Most are trace (microg/L) components. (+)-Limonene is an essential component in orange juice odor although its exact function is still uncertain. Total amounts of volatiles in mechanically squeezed juices are three to 10 times greater than hand-squeezed juices because of elevated peel oil levels. Elevated peel oil changes the relative proportion of several key odorants. Odor active components from solvent extraction studies differ from those collected using headspace techniques as they include volatiles with low vapor pressure such as vanillin. Some reported odorants such as 2,3-butanedione are microbial contamination artifacts. Orange juice odor models confirm that fresh orange aroma is complex as the most successful models contain 23 odorants.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=65582&keyword=bacterial+AND+growth&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=65582&keyword=bacterial+AND+growth&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>MICROBIAL VOLATILE ORGANIC COMPOUND EMISSION RATES AND EXPOSURE MODEL</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>This paper presents the results from a study that examined microbial volatile organic compound (MVOC) emissions from six fungi and one bacterial species (Streptomyces spp.) commonly found in indoor environments. Data are presented on peak emission rates from inoculated agar plate...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015CG.....79....1B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015CG.....79....1B"><span>Simulating the behavior of volatiles belonging to the C-O-H-S system in silicate melts under magmatic conditions with the software D-Compress</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Burgisser, Alain; Alletti, Marina; Scaillet, Bruno</p> <p>2015-06-01</p> <p>Modeling magmatic degassing, or how the volatile distribution between gas and melt changes at pressure varies, is a complex task that involves a large number of thermodynamical relationships and that requires dedicated software. This article presents the software D-Compress, which computes the gas and melt volatile composition of five element sets in magmatic systems (O-H, S-O-H, C-S-O-H, C-S-O-H-Fe, and C-O-H). It has been calibrated so as to simulate the volatiles coexisting with three common types of silicate melts (basalt, phonolite, and rhyolite). Operational temperatures depend on melt composition and range from 790 to 1400 °C. A specificity of D-Compress is the calculation of volatile composition as pressure varies along a (de)compression path between atmospheric and 3000 bars. This software was prepared so as to maximize versatility by proposing different sets of input parameters. In particular, whenever new solubility laws on specific melt compositions are available, the model parameters can be easily tuned to run the code on that composition. Parameter gaps were minimized by including sets of chemical species for which calibration data were available over a wide range of pressure, temperature, and melt composition. A brief description of the model rationale is followed by the presentation of the software capabilities. Examples of use are then presented with outputs comparisons between D-Compress and other currently available thermodynamical models. The compiled software and the source code are available as electronic supplementary materials.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017CoMP..172...18S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017CoMP..172...18S"><span>Heterogeneously entrapped, vapor-rich melt inclusions record pre-eruptive magmatic volatile contents</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Steele-MacInnis, Matthew; Esposito, Rosario; Moore, Lowell R.; Hartley, Margaret E.</p> <p>2017-04-01</p> <p>Silicate melt inclusions (MI) commonly provide the best record of pre-eruptive H2O and CO2 contents of subvolcanic melts, but the concentrations of CO2 and H2O in the melt (glass) phase within MI can be modified by partitioning into a vapor bubble after trapping. Melt inclusions may also enclose vapor bubbles together with the melt (i.e., heterogeneous entrapment), affecting the bulk volatile composition of the MI, and its post-entrapment evolution. In this study, we use numerical modeling to examine the systematics of post-entrapment volatile evolution within MI containing various proportions of trapped vapor from zero to 95 volume percent. Modeling indicates that inclusions that trap only a vapor-saturated melt exhibit significant decrease in CO2 and moderate increase in H2O concentrations in the melt upon nucleation and growth of a vapor bubble. In contrast, inclusions that trap melt plus vapor exhibit subdued CO2 depletion at equivalent conditions. In the extreme case of inclusions that trap mostly the vapor phase (i.e., CO2-H2O fluid inclusions containing trapped melt), degassing of CO2 from the melt is negligible. In the latter scenario, the large fraction of vapor enclosed in the MI during trapping essentially serves as a buffer, preventing post-entrapment modification of volatile concentrations in the melt. Hence, the glass phase within such heterogeneously entrapped, vapor-rich MI records the volatile concentrations of the melt at the time of trapping. These numerical modeling results suggest that heterogeneously entrapped MI containing large vapor bubbles represent amenable samples for constraining pre-eruptive volatile concentrations of subvolcanic melts.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015ACP....1510777R','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015ACP....1510777R"><span>Modelling the contribution of biogenic volatile organic compounds to new particle formation in the Jülich plant atmosphere chamber</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Roldin, P.; Liao, L.; Mogensen, D.; Dal Maso, M.; Rusanen, A.; Kerminen, V.-M.; Mentel, T. F.; Wildt, J.; Kleist, E.; Kiendler-Scharr, A.; Tillmann, R.; Ehn, M.; Kulmala, M.; Boy, M.</p> <p>2015-09-01</p> <p>We used the Aerosol Dynamics gas- and particle-phase chemistry model for laboratory CHAMber studies (ADCHAM) to simulate the contribution of BVOC plant emissions to the observed new particle formation during photooxidation experiments performed in the Jülich Plant-Atmosphere Chamber and to evaluate how well smog chamber experiments can mimic the atmospheric conditions during new particle formation events. ADCHAM couples the detailed gas-phase chemistry from Master Chemical Mechanism with a novel aerosol dynamics and particle phase chemistry module. Our model simulations reveal that the observed particle growth may have either been controlled by the formation rate of semi- and low-volatility organic compounds in the gas phase or by acid catalysed heterogeneous reactions between semi-volatility organic compounds in the particle surface layer (e.g. peroxyhemiacetal dimer formation). The contribution of extremely low-volatility organic gas-phase compounds to the particle formation and growth was suppressed because of their rapid and irreversible wall losses, which decreased their contribution to the nano-CN formation and growth compared to the atmospheric situation. The best agreement between the modelled and measured total particle number concentration (R2 > 0.95) was achieved if the nano-CN was formed by kinetic nucleation involving both sulphuric acid and organic compounds formed from OH oxidation of BVOCs.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28558330','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28558330"><span>Spray-dried adjunct cultures of autochthonous non-starter lactic acid bacteria.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Peralta, Guillermo H; Bergamini, Carina V; Audero, Gabriela; Páez, Roxana; Wolf, I Verónica; Perotti, M Cristina; Hynes, Erica R</p> <p>2017-08-16</p> <p>Spray-drying of lactic cultures provides direct-to-vat starters, which facilitate their commercialization and use. However, this process may alter the metabolic activity and deteriorate technological features. In this work, we assessed the influence of spray-drying on the survival and aroma production of two strains of mesophilic lactobacilli: Lactobacillus paracasei 90 and Lactobacillus plantarum 91, which have already been characterized as good adjunct cultures. The spray-drying was carried out using a laboratory scale spray and the dried cultures were monitored during the storage for the survival rate. The dried cultures were applied to two cheese models: sterile cheese extract and miniature soft cheese. The influence on the carbohydrate metabolism and the production of organic acids and volatile compounds was determined. Both strains retained high levels of viable counts in the powder after drying and during the storage at 5°C for twelve months. In addition, they also remained at high level in both cheese models during incubation or ripening. Similar profiles of carbohydrate fermentation and bioformation of volatile compounds were observed in the cheese extracts for each of the strains when tested as both fresh and dried cultures. In addition, the ability of Lb. paracasei 90 to increase the production of acetoin and diacetyl remarkably in cheese models was also confirmed for the spray-dried culture. Copyright © 2017 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017AGUFM.V13E..05P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017AGUFM.V13E..05P"><span>The fate of moderately volatile elements during planetary formation in the inner Solar System</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pringle, E. A.; Moynier, F.</p> <p>2017-12-01</p> <p>Moderately volatile element abundances are variable among inner Solar System bodies, with differing degrees of depletion compared to chondrites. These variations are a consequence of the processes of planetary formation. The conditions and the specific mechanisms of planetary accretion and differentiation can be investigated by analyzing the stable isotope compositions of terrestrial and extraterrestrial samples. The moderately volatile lithophile elements are particularly useful to distinguish between the effects of accretion and those of core formation. Recent work has shown isotope variations in inner Solar System bodies for the moderately volatile elements Zn and K. The purely lithophile nature of Rb (in contrast to Zn) and the higher volatility of Rb compared to K make Rb an ideal element with which to further study moderately volatile element depletion. We have developed a new method for the high-precision measurement of Rb isotope ratios by MC-ICP-MS. Terrestrial rocks define a narrow range in Rb isotope composition, indicating that Rb isotope fractionation during igneous differentiation is limited (<30 ppm/amu). Larger Rb isotope variations are observed in extraterrestrial materials. Carbonaceous chondrites display a trend toward lighter Rb isotope composition coupled with decreasing Rb/Sr, opposite to the effect expected if their volatile element variations were caused by evaporative loss of Rb. This relationship indicates that the volatile element abundance variations in carbonaceous chondrites are not due to evaporation or condensation, but rather are due to the mixing of chemically and isotopically distinct primordial reservoirs. In contrast, there is a clear signature of Rb loss during evaporation in volatile-depleted achondrites and lunar rocks. Significant heavy isotope enrichments (up to several per mil for 87Rb/85Rb) are found for volatile-depleted planetesimals, including eucrites. In addition, lunar rocks also display heavy Rb isotope enrichments compared to the BSE. The most likely cause of these variations is Rb isotope fractionation due to evaporation during accretion.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AGUFM.V41D..08P','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AGUFM.V41D..08P"><span>Rubidium Isotope Composition of the Earth and the Moon: Evidence for the Origin of Volatile Loss During Planetary Accretion</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Pringle, E. A.; Moynier, F.</p> <p>2016-12-01</p> <p>The Earth-Moon system has a variety of chemical and isotopic characteristics that provide clues to understanding the mechanism of lunar formation. One important observation is the depletion in moderately volatile elements in the Moon compared to the Earth. This volatile element depletion may be a signature of volatile loss during the Moon-forming Giant Impact. Stable isotopes are powerful tracers of such a process, since volatile loss via evaporation enriches the residue in heavy isotopes. However, early studies searching for the fingerprint of volatile loss failed to find any resolvable variations [1]. Recent work has now revealed heavy isotope enrichments in the Moon relative to the Earth for the moderately volatile elements Zn [2,3] and K [4]. The purely lithophile nature of Rb (in contrast to the chalcophile/lithophile nature of Zn) and the higher volatility of Rb compared to K make Rb an ideal element with which to study the origin of lunar volatile element depletion. We have developed a new method for the high-precision measurement of Rb isotope ratios by MC-ICP-MS. The Rb isotope compositions of terrestrial rocks define a narrow range, indicating that Rb isotope fractionation during igneous differentiation is limited (<30 ppm/amu). There is a clear signature of Rb loss during evaporation in volatile-depleted achondrites and lunar rocks. In particular, eucrites are significantly enriched in 87Rb (up to several per mil) relative to chondrites. Similarly, lunar basalts are enriched in 87Rb compared to terrestrial basalts, by 200 ppm for 87Rb/85Rb. These data are the first measurements of a resolvable difference in Rb isotope composition between the Earth and the Moon. The variations in Rb isotope composition between the Earth and the Moon are consistent with Rb isotope fractionation due to evaporation. References: [1] Humayun & Clayton GCA 1995. [2] Paniello et al. Nature 2012. [3] Kato et al. Nat. Comm. 2015. [4] Wang and Jacobsen Nature in press.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2011AGUFMGC13A0949V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2011AGUFMGC13A0949V"><span>Implications of Climate Volatility for Agricultural Commodity Markets in the Presence of Biofuel Mandates</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Verma, M.; Diffenbaugh, N. S.; Hertel, T. W.; Beckman, J.</p> <p>2011-12-01</p> <p>In presence of bio-fuels, link between energy and agricultural commodity markets has become more complex. An increase in ethanol production to minimum 15bn gallons a year - Renewable Fuel Standard (RFS) and current technically permissible maximum 10% blending limit - Blend Wall (BW); make the link even stronger. If oil prices in future do not rise significantly from their current levels, this minimum production requirement would likely be binding. In such a scenario any fluctuation in crop production will have to be absorbed by the non-ethanol usage of the crop and would translate into crop prices adjusting to clear the markets and therefore the commodity prices will be more volatile. At high oil prices it is possible that the BW may become binding, severing the link between oil prices and commodity prices as well, potentially leading to higher price volatility. Hertel and Beckman (2010) find that, with both RFS and BW simultaneously binding, corn price volatility due to supply side shocks (which could arise from extreme climate events) could be more than 50% as large as in the absence of bio-fuel policies. So energy markets are important determinants of agricultural commodity price volatility. This proposal intends to introduce the increased supply side volatility on account of climate change and volatility, in the framework. Global warming on account of increased GHG concentrations is expected to increase the intensity and frequency of hot extremes in US (Diffenbaugh et al. 2008) and therefore affect corn yields. With supply shocks expected to increase, binding RFS and BW will exacerbate the volatility, while if they are non-binding then the price changes could be cushioned. We propose to model the impacts of climate changes and volatility on commodity prices by linking three main components - a. Projections for change in temperature and precipitation using climate model b. A statistical model to predict impacts of change in climate variable on corn yields in US c. Computable General Equilibrium economic model that uses the results of the two above as inputs, to predict commodity prices under alternative energy price scenarios We start with the high resolution projections on temperature and precipitation for US corn-belt for years 2020-2040. A modified version of statistical relationship estimated by Schlenker and Roberts, is used to translate climate variables' change into yield changes for each. Shocks are sampled from this distribution to decipher the corresponding volatility in commodity prices. All else constant, the increased supply side variability should result in increased price volatility; high oil prices however give markets an incentive to produce more than 15bn gallons ethanol a year (non-binding RFS) and part of supply fluctuation in crop production can be borne by ethanol production and impact of climate change on crop prices would be less dramatic than it would have been if the entire adjustment was to come through non-ethanol usage. So impact of climate change clearly depends on energy markets and policy decisions and results should provide insights into impact of climate change on agricultural prices under different energy market scenarios.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4923863','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=4923863"><span>Quantifying the effect of organic aerosol aging and intermediate-volatility emissions on regional-scale aerosol pollution in China</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Zhao, Bin; Wang, Shuxiao; Donahue, Neil M.; Jathar, Shantanu H.; Huang, Xiaofeng; Wu, Wenjing; Hao, Jiming; Robinson, Allen L.</p> <p>2016-01-01</p> <p>Secondary organic aerosol (SOA) is one of the least understood constituents of fine particles; current widely-used models cannot predict its loadings or oxidation state. Recent laboratory experiments demonstrated the importance of several new processes, including aging of SOA from traditional precursors, aging of primary organic aerosol (POA), and photo-oxidation of intermediate volatility organic compounds (IVOCs). However, evaluating the effect of these processes in the real atmosphere is challenging. Most models used in previous studies are over-simplified and some key reaction trajectories are not captured, and model parameters are usually phenomenological and lack experimental constraints. Here we comprehensively assess the effect of organic aerosol (OA) aging and intermediate-volatility emissions on regional-scale OA pollution with a state-of-the-art model framework and experimentally constrained parameters. We find that OA aging and intermediate-volatility emissions together increase OA and SOA concentrations in Eastern China by about 40% and a factor of 10, respectively, thereby improving model-measurement agreement significantly. POA and IVOCs both constitute over 40% of OA concentrations, and IVOCs constitute over half of SOA concentrations; this differs significantly from previous apportionment of SOA sources. This study facilitates an improved estimate of aerosol-induced climate and health impacts, and implies a shift from current fine-particle control policies. PMID:27350423</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/19980236442','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/19980236442"><span>SiC Recession Due to SiO2 Scale Volatility Under Combustion Conditions. Part 2; Thermodynamics and Gaseous Diffusion Model</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Opila, Elizabeth J.; Smialek, James L.; Robinson, Raymond C.; Fox, Dennis S.; Jacobson, Nathan S.</p> <p>1998-01-01</p> <p>In combustion environments, volatilization of SiO2 to Si-O-H(g) species is a critical issue. Available thermochemical data for Si-O-H(g) species were used to calculate boundary layer controlled fluxes from SiO2. Calculated fluxes were compared to volatilization rates Of SiO2 scales grown on SiC which were measured in Part 1 of this paper. Calculated volatilization rates were also compared to those measured in synthetic combustion gas furnace tests. Probable vapor species were identified in both fuel-lean and fuel-rich combustion environments based on the observed pressure, temperature and velocity dependencies as well as the magnitude of the volatility rate. Water vapor is responsible for the degradation of SiO2 in the fuel-lean environment. Silica volatility in fuel-lean combustion environments is attributed primarily to the formation of Si(OH)4(g) with a small contribution of SiO(OH)2(g).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28444952','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28444952"><span>Similarity in volatile communities leads to increased herbivory and greater tropical forest diversity.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Massad, Tara J; Martins de Moraes, Marcílio; Philbin, Casey; Oliveira, Celso; Cebrian Torrejon, Gerardo; Fumiko Yamaguchi, Lydia; Jeffrey, Christopher S; Dyer, Lee A; Richards, Lora A; Kato, Massuo J</p> <p>2017-07-01</p> <p>A longstanding paradigm in ecology is that there are positive associations between herbivore diversity, specialization, and plant species diversity, with a focus on taxonomic diversity. However, phytochemical diversity is also an informative metric, as insect herbivores interact with host plants not as taxonomic entities, but as sources of nutrients, primary metabolites, and mixtures of attractant and repellant chemicals. The present research examines herbivore responses to phytochemical diversity measured as volatile similarity in the tropical genus Piper. We quantified associations between naturally occurring volatile variation and herbivory by specialist and generalist insects. Intraspecific similarity of volatile compounds across individuals was associated with greater overall herbivory. A structural equation model supported the hypothesis that plot level volatile similarity caused greater herbivory by generalists, but not specialists, which led to increased understory plant richness. These results demonstrate that using volatiles as a functional diversity metric is informative for understanding tropical forest diversity and indicate that generalist herbivores contribute to the maintenance of diversity. © 2017 by the Ecological Society of America.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li class="active"><span>23</span></li> <li><a href="#" onclick='return showDiv("page_24");'>24</a></li> <li><a href="#" onclick='return showDiv("page_25");'>25</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_23 --> <div id="page_24" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li class="active"><span>24</span></li> <li><a href="#" onclick='return showDiv("page_25");'>25</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="461"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017JPhCS.890a2130M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017JPhCS.890a2130M"><span>The impact of derivatives on Malaysian stock market</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Malim, M. R.; Halim, F. A.; Murad, A.; Maad, H. A.; Annuar, N. F. M.</p> <p>2017-09-01</p> <p>The essential of derivatives has been discovered by researchers over recent decade. However, the conclusions made regarding the impact of derivatives on stock market volatility remains debatable. The main objective of this study is to examine the impact of derivatives on Malaysian stock market volatility by exploring FTSE Bursa Malaysia Kuala Lumpur Composite Index Futures (BMD FKLI) using FBM KLCI as the underlying asset. Generalized Autoregressive Conditional Heteroskedasticity (GARCH) (1, 1) model was employed to realize the objective. The results have shown that the introduction of futures trading has decreased the volatility of Malaysian stock market. The volatility increased vigorously during the Asian financial crisis compared to the Global financial crisis. However, the role of futures as a risk transfer is agreed as it could improve the market by decreasing the volatility in the spot market.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/16019053','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/16019053"><span>Effect of linear alkylbenzene sulphonate (LAS) on the mineralization, metabolism and uptake of 14C-phenanthrene in a model ecosystem (water-lava-plant-air).</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Jiang, Xia; Yediler, Ayfer; Yufang, Song; Sun, Tieheng; Kettrup, Antonius</p> <p>2005-11-01</p> <p>The aim of this work was to evaluate the effect of linear alkylbenzene sulfonate (LAS, 200 mg l(-1)) on the fate of phenanthrene in a model ecosystem "water-lava-hydrophytes-air". The experiments were conducted using two closed cultivation chamber systems. Rushes (Juncus effesus) were selected as a representative hydrophyte. Five hundred micrograms per liter of phenanthrene in a culture solution containing a 14C-activity of 75 microCi per chamber was applied (i) to investigate the degradation of the labeled test substance and the transfer processes within the system; (ii) to determine the mass-balance possible and (iii) to detect the occurrence of volatile test substances, their volatile metabolites and the degradation end-product CO2 in the gas phase. Most of the applied 14C-activity was found in the plant (41-45%), in which approximately 95% was associated with plant roots and approximately 5% with shoots. The 14C-activity recovered in the form of VOCs and CO2 was measured in lava (18-29%, 8-11%), and in the culture solution (10-14% and 1%), respectively. Majority of the applied 14C-activity existed in two forms, i.e. (1) polar metabolites (26%), of which 91% were found in plant roots, and (2) un-extractable residues (23%), most of which were in plant roots (40%) and bounded to lava (58%). The presence of LAS significantly increased the volatilization of phenanthrene and its metabolites, inhibited its mineralization and decreased the level of 14C-activity in lava. Moreover, LAS reduced the phenanthrene level in plant roots.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2013ACPD...1332649L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2013ACPD...1332649L"><span>Mapping Asian anthropogenic emissions of non-methane volatile organic compounds to multiple chemical mechanisms</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Li, M.; Zhang, Q.; Streets, D. G.; He, K. B.; Cheng, Y. F.; Emmons, L. K.; Huo, H.; Kang, S. C.; Lu, Z.; Shao, M.; Su, H.; Yu, X.; Zhang, Y.</p> <p>2013-12-01</p> <p>An accurate speciation mapping of non-methane volatile organic compounds (NMVOC) emissions has an important impact on the performance of chemical transport models (CTMs) in simulating ozone mixing ratios and secondary organic aerosols. In this work, we developed an improved speciation framework to generate model-ready anthropogenic Asian NMVOC emissions for various gas-phase chemical mechanisms commonly used in CTMs by using an explicit assignment approach and updated NMVOC profiles, based on the total NMVOC emissions in the INTEX-B Asian inventory for the year 2006. NMVOC profiles were selected and aggregated from a wide range of new measurements and the SPECIATE database. To reduce potential uncertainty from individual measurements, composite profiles were developed by grouping and averaging source profiles from the same category. The fractions of oxygenated volatile organic compounds (OVOC) were corrected during the compositing process for those profiles which used improper sampling and analyzing methods. Emissions of individual species were then lumped into species in different chemical mechanisms used in CTMs by applying mechanism-dependent species mapping tables, which overcomes the weakness of inaccurate mapping in previous studies. Gridded emissions for eight chemical mechanisms are developed at 30 min × 30 min resolution using various spatial proxies and are provided through the website: <a href="http://mic.greenresource.cn/intex-b2006"target="_blank">http://mic.greenresource.cn/intex-b2006</a>. Emission estimates for individual NMVOC species differ between one and three orders of magnitude for some species when different sets of profiles are used, indicating that source profile is the most important source of uncertainties of individual species emissions. However, those differences are diminished in lumped species as a result of the lumping in the chemical mechanisms.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://pubs.er.usgs.gov/publication/70036028','USGSPUBS'); return false;" href="https://pubs.er.usgs.gov/publication/70036028"><span>Volatile selenium flux from the great Salt Lake, Utah</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://pubs.er.usgs.gov/pubs/index.jsp?view=adv">USGS Publications Warehouse</a></p> <p>Diaz, X.; Johnson, W.P.; Oliver, W.A.; Naftz, D.L.</p> <p>2009-01-01</p> <p>The removal mechanisms that govern Se concentrations in the Great Salt Lake are unknown despite this terminal lake being an avian habitat of hemispheric importance. However, the volatilization flux of Se from the Great Salt Lake has not been previously measured due to challenges of analysis in this hypersaline environment This paper presents results from recent field studies examining the spatial distribution of dissolved volatile Se (areally and with depth) in the south arm (main body) of the Great Salt Lake. The analyses involved collection of dissolved volatile Se in a cryofocusing trap system via sparging with helium. The cryotrapped volatile Se was digested with nitric acid and analyzed by inductively coupled plasma mass spectrometry (ICP-MS). Results show concentrations of dissolved volatile Se that increase with depth in the shallow brine, suggesting that phytoplankton in the open waters and bioherms in shallow sites (<4 m in depth) may be responsible for volatile Se production. Volatile Se flux to the atmosphere was determined using mass transport models corrected to simulate the highly saline environment of the south arm of the Great Salt Lake. The estimated annual flux of volatile Se was 1455 kg/year within a range from 560 to 3780 kg Se/year for the 95% confidence interval and from 970 to 2180 kg Se/year within the 68% confidence interval. ?? 2009 American Chemical Society.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016GeCoA.176...44S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016GeCoA.176...44S"><span>Two-component mantle melting-mixing model for the generation of mid-ocean ridge basalts: Implications for the volatile content of the Pacific upper mantle</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Shimizu, Kei; Saal, Alberto E.; Myers, Corinne E.; Nagle, Ashley N.; Hauri, Erik H.; Forsyth, Donald W.; Kamenetsky, Vadim S.; Niu, Yaoling</p> <p>2016-03-01</p> <p>We report major, trace, and volatile element (CO2, H2O, F, Cl, S) contents and Sr, Nd, and Pb isotopes of mid-ocean ridge basalt (MORB) glasses from the Northern East Pacific Rise (NEPR) off-axis seamounts, the Quebrada-Discovery-GoFar (QDG) transform fault system, and the Macquarie Island. The incompatible trace element (ITE) contents of the samples range from highly depleted (DMORB, Th/La ⩽ 0.035) to enriched (EMORB, Th/La ⩾ 0.07), and the isotopic composition spans the entire range observed in EPR MORB. Our data suggest that at the time of melt generation, the source that generated the EMORB was essentially peridotitic, and that the composition of NMORB might not represent melting of a single upper mantle source (DMM), but rather mixing of melts from a two-component mantle (depleted and enriched DMM or D-DMM and E-DMM, respectively). After filtering the volatile element data for secondary processes (degassing, sulfide saturation, assimilation of seawater-derived component, and fractional crystallization), we use the volatiles to ITE ratios of our samples and a two-component mantle melting-mixing model to estimate the volatile content of the D-DMM (CO2 = 22 ppm, H2O = 59 ppm, F = 8 ppm, Cl = 0.4 ppm, and S = 100 ppm) and the E-DMM (CO2 = 990 ppm, H2O = 660 ppm, F = 31 ppm, Cl = 22 ppm, and S = 165 ppm). Our two-component mantle melting-mixing model reproduces the kernel density estimates (KDE) of Th/La and 143Nd/144Nd ratios for our samples and for EPR axial MORB compiled from the literature. This model suggests that: (1) 78% of the Pacific upper mantle is highly depleted (D-DMM) while 22% is enriched (E-DMM) in volatile and refractory ITE, (2) the melts produced during variable degrees of melting of the E-DMM controls most of the MORB geochemical variation, and (3) a fraction (∼65% to 80%) of the low degree EMORB melts (produced by ∼1.3% melting) may escape melt aggregation by freezing at the base of the oceanic lithosphere, significantly enriching it in volatile and trace element contents. Our results are consistent with previously proposed geodynamical processes acting at mid-ocean ridges and with the generation of the E-DMM. Our observations indicate that the D-DMM and E-DMM have (1) a relatively constant CO2/Cl ratio of ∼57 ± 8, and (2) volatile and ITE element abundance patterns that can be related by a simple melting event, supporting the hypothesis that the E-DMM is a recycled oceanic lithosphere mantle metasomatized by low degree melts. Our calculation and model give rise to a Pacific upper mantle with volatile content of CO2 = 235 ppm, H2O = 191 ppm, F = 13 ppm, Cl = 5 ppm, and S = 114 ppm.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017ACP....17.9237M','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017ACP....17.9237M"><span>Evaluating the impact of new observational constraints on P-S/IVOC emissions, multi-generation oxidation, and chamber wall losses on SOA modeling for Los Angeles, CA</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Ma, Prettiny K.; Zhao, Yunliang; Robinson, Allen L.; Worton, David R.; Goldstein, Allen H.; Ortega, Amber M.; Jimenez, Jose L.; Zotter, Peter; Prévôt, André S. H.; Szidat, Sönke; Hayes, Patrick L.</p> <p>2017-08-01</p> <p>Secondary organic aerosol (SOA) is an important contributor to fine particulate matter (PM) mass in polluted regions, and its modeling remains poorly constrained. A box model is developed that uses recently published literature parameterizations and data sets to better constrain and evaluate the formation pathways and precursors of urban SOA during the CalNex 2010 campaign in Los Angeles. When using the measurements of intermediate-volatility organic compounds (IVOCs) reported in Zhao et al. (2014) and of semi-volatile organic compounds (SVOCs) reported in Worton et al. (2014) the model is biased high at longer photochemical ages, whereas at shorter photochemical ages it is biased low, if the yields for VOC oxidation are not updated. The parameterizations using an updated version of the yields, which takes into account the effect of gas-phase wall losses in environmental chambers, show model-measurement agreement at longer photochemical ages, even though some low bias at short photochemical ages still remains. Furthermore, the fossil and non-fossil carbon split of urban SOA simulated by the model is consistent with measurements at the Pasadena ground site. Multi-generation oxidation mechanisms are often employed in SOA models to increase the SOA yields derived from environmental chamber experiments in order to obtain better model-measurement agreement. However, there are many uncertainties associated with these aging mechanisms. Thus, SOA formation in the model is compared to data from an oxidation flow reactor (OFR) in order to constrain SOA formation at longer photochemical ages than observed in urban air. The model predicts similar SOA mass at short to moderate photochemical ages when the aging mechanisms or the updated version of the yields for VOC oxidation are implemented. The latter case has SOA formation rates that are more consistent with observations from the OFR though. Aging mechanisms may still play an important role in SOA chemistry, but the additional mass formed by functionalization reactions during aging would need to be offset by gas-phase fragmentation of SVOCs. All the model cases evaluated in this work show a large majority of the urban SOA (70-83 %) at Pasadena coming from the oxidation of primary SVOCs (P-SVOCs) and primary IVOCs (P-IVOCs). The importance of these two types of precursors is further supported by analyzing the percentage of SOA formed at long photochemical ages (1.5 days) as a function of the precursor rate constant. The P-SVOCs and P-IVOCs have rate constants that are similar to highly reactive VOCs that have been previously found to strongly correlate with SOA formation potential measured by the OFR. Finally, the volatility distribution of the total organic mass (gas and particle phase) in the model is compared against measurements. The total SVOC mass simulated is similar to the measurements, but there are important differences in the measured and modeled volatility distributions. A likely reason for the difference is the lack of particle-phase reactions in the model that can oligomerize and/or continue to oxidize organic compounds even after they partition to the particle phase.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2006PhyA..361..272V','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2006PhyA..361..272V"><span>Underlying dynamics of typical fluctuations of an emerging market price index: The Heston model from minutes to months</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Vicente, Renato; de Toledo, Charles M.; Leite, Vitor B. P.; Caticha, Nestor</p> <p>2006-02-01</p> <p>We investigate the Heston model with stochastic volatility and exponential tails as a model for the typical price fluctuations of the Brazilian São Paulo Stock Exchange Index (IBOVESPA). Raw prices are first corrected for inflation and a period spanning 15 years characterized by memoryless returns is chosen for the analysis. Model parameters are estimated by observing volatility scaling and correlation properties. We show that the Heston model with at least two time scales for the volatility mean reverting dynamics satisfactorily describes price fluctuations ranging from time scales larger than 20 min to 160 days. At time scales shorter than 20 min we observe autocorrelated returns and power law tails incompatible with the Heston model. Despite major regulatory changes, hyperinflation and currency crises experienced by the Brazilian market in the period studied, the general success of the description provided may be regarded as an evidence for a general underlying dynamics of price fluctuations at intermediate mesoeconomic time scales well approximated by the Heston model. We also notice that the connection between the Heston model and Ehrenfest urn models could be exploited for bringing new insights into the microeconomic market mechanics.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27768691','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27768691"><span>Modeling and Simulation of the Economics of Mining in the Bitcoin Market.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Cocco, Luisanna; Marchesi, Michele</p> <p>2016-01-01</p> <p>In January 3, 2009, Satoshi Nakamoto gave rise to the "Bitcoin Blockchain", creating the first block of the chain hashing on his computer's central processing unit (CPU). Since then, the hash calculations to mine Bitcoin have been getting more and more complex, and consequently the mining hardware evolved to adapt to this increasing difficulty. Three generations of mining hardware have followed the CPU's generation. They are GPU's, FPGA's and ASIC's generations. This work presents an agent-based artificial market model of the Bitcoin mining process and of the Bitcoin transactions. The goal of this work is to model the economy of the mining process, starting from GPU's generation, the first with economic significance. The model reproduces some "stylized facts" found in real-time price series and some core aspects of the mining business. In particular, the computational experiments performed can reproduce the unit root property, the fat tail phenomenon and the volatility clustering of Bitcoin price series. In addition, under proper assumptions, they can reproduce the generation of Bitcoins, the hashing capability, the power consumption, and the mining hardware and electrical energy expenditures of the Bitcoin network.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2012AGUFM.V23G..03B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2012AGUFM.V23G..03B"><span>Do volcanic gases represent equilibrium volatile concentrations? Some insights from a model of diffusive fractionation during rapid bubble growth</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Baker, D. R.</p> <p>2012-12-01</p> <p>Measurements of volcanic gas compositions are often presumed to be directly related to equilibrium compositions of fluids exsolved at depth in magmatic systems that rapidly escape into the atmosphere. In particular, changes in the ratios of volatile species concentrations in volcanic gases have been interpreted to reflect influx of new magma batches or changes in the degassing depth. However, other mechanisms can also yield changes in volcanic gas compositions. One such mechanism is diffusive fractionation during rapid bubble growth. Such fractionation can occur because radial growth rates of bubbles in magmas are estimated to be in the range of 10-6 to 10-3 m s-1 and diffusion coefficients of minor volatiles (e.g., Cl, F, S, CO2) are orders of magnitude slower, 10-12 to 10-9 m2 s-1. Thus a bubble that rapidly grows and subsequently loses its volatiles to the surface may contribute a fluid sample whose concentration is affected by the interplay between the kinetics of bubble growth and volatile diffusion in the melt. A finite difference code was developed to calculate the effects of rapid bubble growth on the concentration of minor elements in the bubble for a spherical growth geometry. The bubble is modeled with a fixed growth rate and a constant equilibrium fluid-melt partition coefficient, KD. Bubbles were modeled to grow to a radius of 50 μm, the size at which the dominant bubble growth mechanism appears to change from diffusion to coalescence. The critical variables that control the departure from equilibrium behavior are the K D and the ratio of the growth velocity, V, to the diffusivity, D. Modeling bubble growth in a magma chamber at 100 MPa demonstrates that when KD is in the range of 10 to 1000 at low V/D values (e.g., 103 m-1) the composition of the fluid is at, or near, equilibrium with the melt. However, as V/D increases the bubble composition deviates increasingly from equilibrium. For V/D ratios of 105 and equilibrium KD's of either 50 or 100 (similar to estimates for S), a bubble with a 50 μm radius will contain a fluid whose concentration was apparently determined by a KD of less than 10. These models also demonstrate that the combination of rapid bubble growth with slow diffusion can deplete the melt in the volatile species only within the immediate neighborhood, on the order of 100 μm. If bubbles are spaced further apart the melts may retain significant concentrations of dissolved volatiles, which could lead to secondary and tertiary nucleation events. These models for diffusive fractionation during rapid bubble growth suggest that changes in the ratios of minor elements in volcanic gases may be influenced by bubble growth rate changes. Volatiles with lower diffusivities and volatiles with very high or very low partition coefficients will be more influenced by this process. Diffusive fractionation may be responsible for the drop in the CO2/SO2 ratios sometimes observed prior to large eruptions of Stromboli volcano.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/25466150','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/25466150"><span>The influence of emulsion structure on the Maillard reaction of ghee.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Newton, Angela E; Fairbanks, Antony J; Golding, Matt; Andrewes, Paul; Gerrard, Juliet A</p> <p>2015-04-15</p> <p>Food systems, such as cream and butter, have an emulsion or emulsion-like structure. When these food emulsions are heated to high temperatures to make products such as ghee, the Maillard reaction forms a range of volatile flavour compounds. The objective of this paper was to unravel the specific influence of emulsion structure on the Maillard reaction pathways that occur during the cooking of ghee using model systems. Switching the dispersed phase from oil to water provided a means of altering the ratios of volatile compounds produced in the cooked samples. The oil-in-water emulsion generated a volatile compound profile similar to that of the fat containing two phase model matrix, whereas the water-in-oil emulsion produced a different ratio of these compounds. The ability to generate different volatile compound profiles through the use of inverted emulsion structures could point to a new avenue for control of the Maillard reaction in high temperature food systems. Copyright © 2014 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://www.dtic.mil/docs/citations/ADA497225','DTIC-ST'); return false;" href="http://www.dtic.mil/docs/citations/ADA497225"><span>Applying Modern Portfolio Theory and the Capital Asset Pricing Model to DoD’s Information Technology Investments</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.dtic.mil/">DTIC Science & Technology</a></p> <p></p> <p>2009-03-01</p> <p>axis was really historical volatility of the return on a particular stock (capital gains of losses as well as dividends). Markowitz’s theory is an...market, the risk involved in a particular stock is determined by the historical volatility of the return. “But investments like IT projects or new...product development don’t typically have ‘ historical volatility .’ They do, however, share another characteristic of risk that is more fundamental than</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015PhyA..437...89S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015PhyA..437...89S"><span>Pricing foreign equity option with stochastic volatility</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sun, Qi; Xu, Weidong</p> <p>2015-11-01</p> <p>In this paper we propose a general foreign equity option pricing framework that unifies the vast foreign equity option pricing literature and incorporates the stochastic volatility into foreign equity option pricing. Under our framework, the time-changed Lévy processes are used to model the underlying assets price of foreign equity option and the closed form pricing formula is obtained through the use of characteristic function methodology. Numerical tests indicate that stochastic volatility has a dramatic effect on the foreign equity option prices.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/27007236','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/27007236"><span>A Financial Market Model Incorporating Herd Behaviour.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Wray, Christopher M; Bishop, Steven R</p> <p>2016-01-01</p> <p>Herd behaviour in financial markets is a recurring phenomenon that exacerbates asset price volatility, and is considered a possible contributor to market fragility. While numerous studies investigate herd behaviour in financial markets, it is often considered without reference to the pricing of financial instruments or other market dynamics. Here, a trader interaction model based upon informational cascades in the presence of information thresholds is used to construct a new model of asset price returns that allows for both quiescent and herd-like regimes. Agent interaction is modelled using a stochastic pulse-coupled network, parametrised by information thresholds and a network coupling probability. Agents may possess either one or two information thresholds that, in each case, determine the number of distinct states an agent may occupy before trading takes place. In the case where agents possess two thresholds (labelled as the finite state-space model, corresponding to agents' accumulating information over a bounded state-space), and where coupling strength is maximal, an asymptotic expression for the cascade-size probability is derived and shown to follow a power law when a critical value of network coupling probability is attained. For a range of model parameters, a mixture of negative binomial distributions is used to approximate the cascade-size distribution. This approximation is subsequently used to express the volatility of model price returns in terms of the model parameter which controls the network coupling probability. In the case where agents possess a single pulse-coupling threshold (labelled as the semi-infinite state-space model corresponding to agents' accumulating information over an unbounded state-space), numerical evidence is presented that demonstrates volatility clustering and long-memory patterns in the volatility of asset returns. Finally, output from the model is compared to both the distribution of historical stock returns and the market price of an equity index option.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017RSPTA.37560209S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017RSPTA.37560209S"><span>Early accretion of water and volatile elements to the inner Solar System: evidence from angrites</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Sarafian, Adam R.; Hauri, Erik H.; McCubbin, Francis M.; Lapen, Thomas J.; Berger, Eve L.; Nielsen, Sune G.; Marschall, Horst R.; Gaetani, Glenn A.; Righter, Kevin; Sarafian, Emily</p> <p>2017-04-01</p> <p>Inner Solar System bodies are depleted in volatile elements relative to chondrite meteorites, yet the source(s) and mechanism(s) of volatile-element depletion and/or enrichment are poorly constrained. The timing, mechanisms and quantities of volatile elements present in the early inner Solar System have vast implications for diverse processes, from planetary differentiation to the emergence of life. We report major, trace and volatile-element contents of a glass bead derived from the D'Orbigny angrite, the hydrogen isotopic composition of this glass bead and that of coexisting olivine and silicophosphates, and the 207Pb-206Pb age of the silicophosphates, 4568 ± 20 Ma. We use volatile saturation models to demonstrate that the angrite parent body must have been a major body in the early inner Solar System. We further show via mixing calculations that all inner Solar System bodies accreted volatile elements with carbonaceous chondrite H and N isotope signatures extremely early in Solar System history. Only a small portion (if any) of comets and gaseous nebular H species contributed to the volatile content of the inner Solar System bodies. This article is part of the themed issue 'The origin, history and role of water in the evolution of the inner Solar System'.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28416730','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28416730"><span>Early accretion of water and volatile elements to the inner Solar System: evidence from angrites.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Sarafian, Adam R; Hauri, Erik H; McCubbin, Francis M; Lapen, Thomas J; Berger, Eve L; Nielsen, Sune G; Marschall, Horst R; Gaetani, Glenn A; Righter, Kevin; Sarafian, Emily</p> <p>2017-05-28</p> <p>Inner Solar System bodies are depleted in volatile elements relative to chondrite meteorites, yet the source(s) and mechanism(s) of volatile-element depletion and/or enrichment are poorly constrained. The timing, mechanisms and quantities of volatile elements present in the early inner Solar System have vast implications for diverse processes, from planetary differentiation to the emergence of life. We report major, trace and volatile-element contents of a glass bead derived from the D'Orbigny angrite, the hydrogen isotopic composition of this glass bead and that of coexisting olivine and silicophosphates, and the 207 Pb- 206 Pb age of the silicophosphates, 4568 ± 20 Ma. We use volatile saturation models to demonstrate that the angrite parent body must have been a major body in the early inner Solar System. We further show via mixing calculations that all inner Solar System bodies accreted volatile elements with carbonaceous chondrite H and N isotope signatures extremely early in Solar System history. Only a small portion (if any) of comets and gaseous nebular H species contributed to the volatile content of the inner Solar System bodies.This article is part of the themed issue 'The origin, history and role of water in the evolution of the inner Solar System'. © 2017 The Author(s).</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2015IJMPC..2650002D','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2015IJMPC..2650002D"><span>Statistical analysis on multifractal detrended cross-correlation coefficient for return interval by oriented percolation</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Deng, Wei; Wang, Jun</p> <p>2015-06-01</p> <p>We investigate and quantify the multifractal detrended cross-correlation of return interval series for Chinese stock markets and a proposed price model, the price model is established by oriented percolation. The return interval describes the waiting time between two successive price volatilities which are above some threshold, the present work is an attempt to quantify the level of multifractal detrended cross-correlation for the return intervals. Further, the concept of MF-DCCA coefficient of return intervals is introduced, and the corresponding empirical research is performed. The empirical results show that the return intervals of SSE and SZSE are weakly positive multifractal power-law cross-correlated, and exhibit the fluctuation patterns of MF-DCCA coefficients. The similar behaviors of return intervals for the price model is also demonstrated.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://hdl.handle.net/2060/20140009118','NASA-TRS'); return false;" href="http://hdl.handle.net/2060/20140009118"><span>Erosion, Transportation, and Deposition on Outer Solar System Satellites: Landform Evolution Modeling Studies</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Moore, Jeffrey Morgan; Howard, Alan D.; Schenk, Paul M.</p> <p>2013-01-01</p> <p>Mass movement and landform degradation reduces topographic relief by moving surface materials to a lower gravitational potential. In addition to the obvious role of gravity, abrasive mechanical erosion plays a role, often in combination with the lowering of cohesion, which allows disaggregation of the relief-forming material. The identification of specific landform types associated with mass movement and landform degradation provides information about local sediment particle size and abundance and transportation processes. Generally, mass movements can be classified in terms of the particle sizes of the transported material and the speed the material moved during transport. Most degradation on outer planet satellites appears consistent with sliding or slumping, impact erosion, and regolith evolution. Some satellites, such as Callisto and perhaps Hyperion and Iapetus, have an appearance that implies that some additional process is at work, most likely sublimation-driven landform modification and mass wasting. A variant on this process is thermally driven frost segregation as seen on all three icy Galilean satellites and perhaps elsewhere. Titan is unique among outer planet satellites in that Aeolian and fluvial processes also operate to erode, transport, and deposit material. We will evaluate the sequence and extent of various landform-modifying erosional and volatile redistribution processes that have shaped these icy satellites using a 3-D model that simulates the following surface and subsurface processes: 1) sublimation and re-condensation of volatiles; 2) development of refractory lag deposits; 3) disaggregation and downward sloughing of surficial material; 4) radiative heating/cooling of the surface (including reflection, emission, and shadowing by other surface elements); 5) thermal diffusion; and 6) vapor diffusion. The model will provide explicit simulations of landform development and thusly predicts the topographic and volatile evolution of the surface and final landscape form as constrained by DEMs. We have also simulated fluvial and lacustrine modification of icy satellites landscapes to evaluate the degree to which fluvial erosion of representative initial landscapes can replicate the present Titan landscape.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhyA..484..345L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhyA..484..345L"><span>A complex network for studying the transmission mechanisms in stock market</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Long, Wen; Guan, Lijing; Shen, Jiangjian; Song, Linqiu; Cui, Lingxiao</p> <p>2017-10-01</p> <p>This paper introduces a new complex network to describe the volatility transmission mechanisms in stock market. The network can not only endogenize stock market's volatility but also figure out the direction of volatility spillover. In this model, we first use BEKK-GARCH to estimate the volatility spillover effects among Chinese 18 industry sectors. Then, based on the ARCH coefficients and GARCH coefficients, the directional shock networks and variance networks in different stages are constructed separately. We find that the spillover effects and network structures changes in different stages. The results of the topological stability test demonstrate that the connectivity of networks becomes more fragile to selective attacks than stochastic attacks.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/20020683','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/20020683"><span>Changes in the volatile compound production of fermentations made from musts with increasing grape content.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Keyzers, Robert A; Boss, Paul K</p> <p>2010-01-27</p> <p>Wine is a complex consumer product produced predominately by the action of yeast upon grape juice. Model must systems have proven to be ideal for studies into the effects of fermentation conditions on the production of certain wine volatiles. To clarify the contribution of grape juice to the production of wine volatiles, we have employed a model must system spiked with increasing amounts of grape juice (Riesling or Cabernet Sauvignon). The resulting fermented wines were analyzed by SPME-GC-MS and the data obtained grouped using ANOVA and cluster analyses to reveal those compounds that varied in concentration with reproducible trends relative to juice concentration. Such grouping highlights those compounds that are grape-dependent or for which production is modulated by grape composition. In some cases, increasing the proportion of grape juice in the fermentations stimulated the production of certain esters to levels between 2- and 140-fold higher than those seen in fermentations made with model grape juice media alone. The identification of the grape components responsible for the increased production of these wine volatiles will have implications for the impact of grape production and enology on wine flavor and aroma.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/22364256-sulfurization-iron-dynamic-solar-nebula-implications-planetary-compositions','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/22364256-sulfurization-iron-dynamic-solar-nebula-implications-planetary-compositions"><span>SULFURIZATION OF IRON IN THE DYNAMIC SOLAR NEBULA AND IMPLICATIONS FOR PLANETARY COMPOSITIONS</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Ciesla, Fred J., E-mail: fciesla@uchicago.edu</p> <p></p> <p>One explanation for the enhanced ratio of volatiles to hydrogen in Jupiter’s atmosphere compared to a a gas of solar composition is that the planet accreted volatile-bearing clathrates during its formation. Models, however, suggest that S would be over abundant if clathrates were the primary carrier of Jupiter’s volatiles. This led to the suggestion that S was depleted in the outer nebula due to the formation troilite (FeS). Here, this depletion is quantitatively explored by modeling the coupled dynamical and chemical evolution of Fe grains in the solar nebula. It is found that disks that undergo rapid radial expansion frommore » an initially compact state may allow sufficient production of FeS and carry H{sub 2}S-depleted gas outward where ices would form, providing the conditions needed for S-depleted clathrates to form. However, this expansion would also carry FeS grains to this region, which could also be incorporated into planetesimals. Thus for clathrates to be a viable source of volatiles, models must account for the presence of both H{sub 2}S in FeS in the outer solar nebula.« less</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li class="active"><span>24</span></li> <li><a href="#" onclick='return showDiv("page_25");'>25</a></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_24 --> <div id="page_25" class="hiddenDiv"> <div class="row"> <div class="col-sm-12"> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li><a href="#" onclick='return showDiv("page_24");'>24</a></li> <li class="active"><span>25</span></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div> </div> <div class="row"> <div class="col-sm-12"> <ol class="result-class" start="481"> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/29493153','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/29493153"><span>[Research on improving memory impairment of blue lavender volatile oil].</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zhu, Li-Yun; Gao, Yong-Sheng; Song, Lin-Zhen; Li, Su-Fang; Qian, Jun-Qing</p> <p>2017-12-01</p> <p>In order to study the potential application value of lavender volatile oil (LVO), the chemical composition of the volatile oil of lavender was analyzed by GC-MS, and the mouse model of Alzheimer's disease (AD) was established. Additionally, the antioxidant enzymes activity of T-SOD, GSH-PX, CAT and MDA content were studied. Experimental results showed that 55 kinds of chemical constituents including terpene, terpene alcohol and ester compounds from LVO were identified, and the content of linalool and linalyl acetate was the highest, accounting for 49.71% of the total volatile oil. The ability of mouse platform memory was improved significantly. The levels of GSH-PX, CAT and T-SOD of mouse brain tissue in the treatment group were significantly higher than those in the model group (P<0.05). The level of MDA reached the maximum value in the model group, while there was no notable difference between the levels of MDA in the drug group and the normal group. The result indicated the significant oxidative activity of LVO, the possibility of induced oxidative stress reduction in neurons, and the reversal effect of memory acquired disorder. Copyright© by the Chinese Pharmaceutical Association.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/23853758','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/23853758"><span>Estimating long-run equilibrium real exchange rates: short-lived shocks with long-lived impacts on Pakistan.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Zardad, Asma; Mohsin, Asma; Zaman, Khalid</p> <p>2013-12-01</p> <p>The purpose of this study is to investigate the factors that affect real exchange rate volatility for Pakistan through the co-integration and error correction model over a 30-year time period, i.e. between 1980 and 2010. The study employed the autoregressive conditional heteroskedasticity (ARCH), generalized autoregressive conditional heteroskedasticity (GARCH) and Vector Error Correction model (VECM) to estimate the changes in the volatility of real exchange rate series, while an error correction model was used to determine the short-run dynamics of the system. The study is limited to a few variables i.e., productivity differential (i.e., real GDP per capita relative to main trading partner); terms of trade; trade openness and government expenditures in order to manage robust data. The result indicates that real effective exchange rate (REER) has been volatile around its equilibrium level; while, the speed of adjustment is relatively slow. VECM results confirm long run convergence of real exchange rate towards its equilibrium level. Results from ARCH and GARCH estimation shows that real shocks volatility persists, so that shocks die out rather slowly, and lasting misalignment seems to have occurred.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2016AGUFM.P44B..08K','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2016AGUFM.P44B..08K"><span>Partitioning of water between surface and mantle on terrestrial exoplanets: effect of surface-mantle water exchange parameterizations on ocean depth</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Komacek, T. D.; Abbot, D. S.</p> <p>2016-12-01</p> <p>Terrestrial exoplanets in the canonical habitable zone may have a variety of initial water fractions due to their volatile delivery rate via planetesimals. If the total planetary water complement is high, the entire surface may be covered in water, forming a "waterworld". The habitable zone for waterworlds is likely smaller than that for planets with partial land coverage because waterworlds lack the stabilizing silicate-weathering feedback. On a planet with active tectonics, competing mechanisms act to regulate the abundance of water on the surface by determining the partitioning of water between interior and surface. We have explored how the incorporation of different mechanisms for the outgassing and regassing of water changes the volatile evolution of a planet. Specifically, we have examined three models for volatile cycling: a model with degassing and regassing both determined by the seafloor pressure, one with mantle temperature-dependent degassing and regassing rates, and a hybrid model that has the degassing rate driven by seafloor pressure and the regassing rate determined by the mantle temperature. We find that the volatile cycling in all three of these scenarios reaches a steady-state after a few billion years. Using these steady-states, we can make predictions from each model for how much water is needed to flood the surface and make a waterworld. We find that if volatile cycling is either solely temperature-dependent or pressure-dependent, exoplanets require a high abundance (more than 0.3% by mass) of water to have fully inundated surfaces. This is because the waterworld boundary for these models is regulated by how much water can be stuffed into the mantle. However, if degassing is more dependent on the seafloor pressure and regassing mainly dependent on mantle temperature, super-Earth mass planets with a total water fraction similar to that of the Earth (approximately 0.05% by mass) can become waterworlds. As a result, further understanding of the processes that drive volatile cycling on terrestrial planets is needed to determine the water fraction at which they are likely to become waterworlds.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014PhyA..393..337B','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014PhyA..393..337B"><span>Option volatility and the acceleration Lagrangian</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Baaquie, Belal E.; Cao, Yang</p> <p>2014-01-01</p> <p>This paper develops a volatility formula for option on an asset from an acceleration Lagrangian model and the formula is calibrated with market data. The Black-Scholes model is a simpler case that has a velocity dependent Lagrangian. The acceleration Lagrangian is defined, and the classical solution of the system in Euclidean time is solved by choosing proper boundary conditions. The conditional probability distribution of final position given the initial position is obtained from the transition amplitude. The volatility is the standard deviation of the conditional probability distribution. Using the conditional probability and the path integral method, the martingale condition is applied, and one of the parameters in the Lagrangian is fixed. The call option price is obtained using the conditional probability and the path integral method.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2008JCoAM.222..159H','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2008JCoAM.222..159H"><span>Computation and analysis for a constrained entropy optimization problem in finance</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>He, Changhong; Coleman, Thomas F.; Li, Yuying</p> <p>2008-12-01</p> <p>In [T. Coleman, C. He, Y. Li, Calibrating volatility function bounds for an uncertain volatility model, Journal of Computational Finance (2006) (submitted for publication)], an entropy minimization formulation has been proposed to calibrate an uncertain volatility option pricing model (UVM) from market bid and ask prices. To avoid potential infeasibility due to numerical error, a quadratic penalty function approach is applied. In this paper, we show that the solution to the quadratic penalty problem can be obtained by minimizing an objective function which can be evaluated via solving a Hamilton-Jacobian-Bellman (HJB) equation. We prove that the implicit finite difference solution of this HJB equation converges to its viscosity solution. In addition, we provide computational examples illustrating accuracy of calibration.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018MMTB..tmp..888C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018MMTB..tmp..888C"><span>Kinetic Modeling of a Silicon Refining Process in a Moist Hydrogen Atmosphere</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Chen, Zhiyuan; Morita, Kazuki</p> <p>2018-03-01</p> <p>We developed a kinetic model that considers both silicon loss and boron removal in a metallurgical grade silicon refining process. This model was based on the hypotheses of reversible reactions. The reaction rate coefficient kept the same form but error of terminal boron concentration could be introduced when relating irreversible reactions. Experimental data from published studies were used to develop a model that fit the existing data. At 1500 °C, our kinetic analysis suggested that refining silicon in a moist hydrogen atmosphere generates several primary volatile species, including SiO, SiH, HBO, and HBO2. Using the experimental data and the kinetic analysis of volatile species, we developed a model that predicts a linear relationship between the reaction rate coefficient k and both the quadratic function of p(H2O) and the square root of p(H2). Moreover, the model predicted the partial pressure values for the predominant volatile species and the prediction was confirmed by the thermodynamic calculations, indicating the reliability of the model. We believe this model provides a foundation for designing a silicon refining process with a fast boron removal rate and low silicon loss.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018MMTB...49.1205C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018MMTB...49.1205C"><span>Kinetic Modeling of a Silicon Refining Process in a Moist Hydrogen Atmosphere</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Chen, Zhiyuan; Morita, Kazuki</p> <p>2018-06-01</p> <p>We developed a kinetic model that considers both silicon loss and boron removal in a metallurgical grade silicon refining process. This model was based on the hypotheses of reversible reactions. The reaction rate coefficient kept the same form but error of terminal boron concentration could be introduced when relating irreversible reactions. Experimental data from published studies were used to develop a model that fit the existing data. At 1500 °C, our kinetic analysis suggested that refining silicon in a moist hydrogen atmosphere generates several primary volatile species, including SiO, SiH, HBO, and HBO2. Using the experimental data and the kinetic analysis of volatile species, we developed a model that predicts a linear relationship between the reaction rate coefficient k and both the quadratic function of p(H2O) and the square root of p(H2). Moreover, the model predicted the partial pressure values for the predominant volatile species and the prediction was confirmed by the thermodynamic calculations, indicating the reliability of the model. We believe this model provides a foundation for designing a silicon refining process with a fast boron removal rate and low silicon loss.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/24103808','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/24103808"><span>Full evaporation headspace gas chromatography for sensitive determination of high boiling point volatile organic compounds in low boiling matrices.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Mana Kialengila, Didi; Wolfs, Kris; Bugalama, John; Van Schepdael, Ann; Adams, Erwin</p> <p>2013-11-08</p> <p>Determination of volatile organic components (VOC's) is often done by static headspace gas chromatography as this technique is very robust and combines easy sample preparation with good selectivity and low detection limits. This technique is used nowadays in different applications which have in common that they have a dirty matrix which would be problematic in direct injection approaches. Headspace by nature favors the most volatile compounds, avoiding the less volatile to reach the injector and column. As a consequence, determination of a high boiling solvent in a lower boiling matrix becomes challenging. Determination of VOCs like: xylenes, cumene, N,N-dimethylformamide (DMF), dimethyl sulfoxide (DMSO), N,N-dimethylacetamide (DMA), N-methyl-2-pyrrolidone (NMP), 1,3-dimethyl-2-imidazolidinone (DMI), benzyl alcohol (BA) and anisole in water or water soluble products are an interesting example of the arising problems. In this work, a headspace variant called full evaporation technique is worked out and validated for the mentioned solvents. Detection limits below 0.1 μg/vial are reached with RSD values below 10%. Mean recovery values ranged from 92.5 to 110%. The optimized method was applied to determine residual DMSO in a water based cell culture and DMSO and DMA in tetracycline hydrochloride (a water soluble sample). Copyright © 2013 Elsevier B.V. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/28873683','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/28873683"><span>Volatile metabolite profiling reveals the changes in the volatile compounds of new spontaneously generated loquat cultivars.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Besada, C; Sanchez, G; Gil, R; Granell, A; Salvador, A</p> <p>2017-10-01</p> <p>In recent years, the advantageous traits of three new loquat cultivars have drawn the attention of breeders and growers. All three have spontaneously arisen from the 'Algerie' cultivar: the new 'Xirlero' cultivar is a bud mutant of 'Algerie', while 'Amadeo' and 'Raúl' arose as chance seedlings. Following a non-targeted approach based on HS-SPME-GC-MS, the volatile compounds profile of the fruits from the new cultivars were obtained and compared to the original 'Algerie' cultivar. Carboxylic acids clearly dominated the volatile profile of all the loquat cultivars, but esters, aldehydes, ketones and alcohols were also predominant compounds. Interestingly when the bud mutant event did not lead to marked changes in the volatile compounds complement, pronounced changes in the volatile composition of chance seedling-generated cultivars 'Amadeo' and 'Raúl' were observed. 'Amadeo' fruits showed lower levels of 2-methyl butanoic acid and much higher levels of methylhexanoate, methylbutanoate and 2-hydroxy-5-methylacetophenone. The 'Raúl' cultivar also had a distinctive volatile profile characterised by high levels of C6-aldehydes, (E)-2-hexanal, 2-hexenal, (Z)-3-hexenal and hexanal, and several carotenoid-derived volatiles; e.g. 2-pentene-1,4-dione 1-(1,2,2-trimethylcyclopentyl), (S)-dihydroactinidiolide, isodurene, cis-geranyl acetone, β-damascenone, β-ionone, α-ionone and 3,4-dehydro-β-ionone. These changes in volatiles were associated with a more intense flavour in cultivars 'Amadeo' and 'Raúl', according to the sensory evaluation of the flavour intensity carried out by a semi-trained panel. A metabolomic correlation network analysis provided insights as to how volatiles were regulated, and revealed that the compounds modified in 'Amadeo' were uncoupled from the rest of the volatilome, while the volatiles modified in 'Raul' changed according to specific groups. To conclude, this work provides a holistic view of how the loquat volatilome was affected, and this information was integrated with the physical-chemical-sensory attributes to understand the changes that occur in the new cultivars. Copyright © 2017 Elsevier Ltd. All rights reserved.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=76384&keyword=watson&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=76384&keyword=watson&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>REVIEW OF VOLATILE ORGANIC COMPOUND SOURCE APPORTIONMENT BY CHEMICAL MASS BALANCE. (R826237)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p><p>The chemical mass balance (CMB) receptor model has apportioned volatile organic compounds (VOCs) in more than 20 urban areas, mostly in the United States. These applications differ in terms of the total fraction apportioned, the calculation method, the chemical compounds used ...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=307715&Lab=NCCT&keyword=law&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50','EPA-EIMS'); return false;" href="https://cfpub.epa.gov/si/si_public_record_report.cfm?dirEntryId=307715&Lab=NCCT&keyword=law&actType=&TIMSType=+&TIMSSubTypeID=&DEID=&epaNumber=&ntisID=&archiveStatus=Both&ombCat=Any&dateBeginCreated=&dateEndCreated=&dateBeginPublishedPresented=&dateEndPublishedPresented=&dateBeginUpdated=&dateEndUpdated=&dateBeginCompleted=&dateEndCompleted=&personID=&role=Any&journalID=&publisherID=&sortBy=revisionDate&count=50"><span>High Throughput Exposure Modeling of Semi-Volatile Chemicals in Articles of Commerce (SOT)</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://oaspub.epa.gov/eims/query.page">EPA Science Inventory</a></p> <p></p> <p></p> <p>Chemical components of consumer products and articles of commerce such as carpet and clothing are key drivers of exposure in the near-field environment. These chemicals include semi-volatile organic compounds (SVOCs), some of which have been shown to alter endocrine functionality...</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2014AIPC.1605..869C','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2014AIPC.1605..869C"><span>Fractional Ornstein-Uhlenbeck for index prices of FTSE Bursa Malaysia KLCI</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Chen, Kho Chia; Bahar, Arifah; Ting, Chee-Ming</p> <p>2014-07-01</p> <p>This paper studies the Ornstein-Uhlenbeck model that incorporates long memory stochastic volatility which is known as fractional Ornstein-Uhlenbeck model. The determination of the existence of long range dependence of the index prices of FTSE Bursa Malaysia KLCI is measured by the Hurst exponent. The empirical distribution of unobserved volatility is estimated using the particle filtering method. The performance between fractional Ornstein -Uhlenbeck and standard Ornstein -Uhlenbeck process had been compared. The mean square errors of the fractional Ornstein-Uhlenbeck model indicated that the model describes index prices better than the standard Ornstein-Uhlenbeck process.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.osti.gov/biblio/1249402-impact-wind-power-electricity-prices','SCIGOV-STC'); return false;" href="https://www.osti.gov/biblio/1249402-impact-wind-power-electricity-prices"><span>The impact of wind power on electricity prices</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.osti.gov/search">DOE Office of Scientific and Technical Information (OSTI.GOV)</a></p> <p>Brancucci Martinez-Anido, Carlo; Brinkman, Greg; Hodge, Bri-Mathias</p> <p></p> <p>This paper investigates the impact of wind power on electricity prices using a production cost model of the Independent System Operator - New England power system. Different scenarios in terms of wind penetration, wind forecasts, and wind curtailment are modeled in order to analyze the impact of wind power on electricity prices for different wind penetration levels and for different levels of wind power visibility and controllability. The analysis concludes that electricity price volatility increases even as electricity prices decrease with increasing wind penetration levels. The impact of wind power on price volatility is larger in the shorter term (5-minmore » compared to hour-to-hour). The results presented show that over-forecasting wind power increases electricity prices while under-forecasting wind power reduces them. The modeling results also show that controlling wind power by allowing curtailment increases electricity prices, and for higher wind penetrations it also reduces their volatility.« less</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017E%26PSL.474..198S','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017E%26PSL.474..198S"><span>A model of the primordial lunar atmosphere</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Saxena, Prabal; Elkins-Tanton, Lindy; Petro, Noah; Mandell, Avi</p> <p>2017-09-01</p> <p>We create the first quantitative model for the early lunar atmosphere, coupled with a magma ocean crystallization model. Immediately after formation, the moon's surface was subject to a radiative environment that included contributions from the early Sun, a post-impact Earth that radiated like a mid-type M dwarf star, and a cooling global magma ocean. This radiative environment resulted in a largely Earth-side atmosphere on the Moon, ranging from ∼104 to ∼102 pascals, composed of heavy volatiles (Na and SiO). This atmosphere persisted through lid formation and was additionally characterized by supersonic winds that transported significant quantities of moderate volatiles and likely generated magma ocean waves. The existence of this atmosphere may have influenced the distribution of some moderate volatiles and created temperature asymmetries which influenced ocean flow and cooling. Such asymmetries may characterize young, tidally locked rocky bodies with global magma oceans and subject to intense irradiation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://ntrs.nasa.gov/search.jsp?R=20180000628&hterms=lunar&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D30%26Ntt%3Dlunar','NASA-TRS'); return false;" href="https://ntrs.nasa.gov/search.jsp?R=20180000628&hterms=lunar&qs=Ntx%3Dmode%2Bmatchall%26Ntk%3DAll%26N%3D0%26No%3D30%26Ntt%3Dlunar"><span>A Model of the Primordial Lunar Atmosphere</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://ntrs.nasa.gov/search.jsp">NASA Technical Reports Server (NTRS)</a></p> <p>Saxena, Prabal; Elkins-Tanton, Lindy; Petro, Noah; Mandell, Avi</p> <p>2017-01-01</p> <p>We create the first quantitative model for the early lunar atmosphere, coupled with a magma ocean crystallization model. Immediately after formation, the moon's surface was subject to a radiative environment that included contributions from the early Sun, a post-impact Earth that radiated like a mid-type M dwarf star, and a cooling global magma ocean. This radiative environment resulted in a largely Earth-side atmosphere on the Moon, ranging from approximately 10(exp 4) to approximately 10(exp 2) pascals, composed of heavy volatiles (Na and SiO). This atmosphere persisted through lid formation and was additionally characterized by supersonic winds that transported significant quantities of moderate volatiles and likely generated magma ocean waves. The existence of this atmosphere may have influenced the distribution of some moderate volatiles and created temperature asymmetries which influenced ocean flow and cooling. Such asymmetries may characterize young, tidally locked rocky bodies with global magma oceans and subject to intense irradiation.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2017PhLA..381.1477L','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2017PhLA..381.1477L"><span>The mean time-limited crash rate of stock price</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Li, Yun-Xian; Li, Jiang-Cheng; Yang, Ai-Jun; Tang, Nian-Sheng</p> <p>2017-05-01</p> <p>In this article we investigate the occurrence of stock market crash in an economy cycle. Bayesian approach, Heston model and statistical-physical method are considered. Specifically, Heston model and an effective potential are employed to address the dynamic changes of stock price. Bayesian approach has been utilized to estimate the Heston model's unknown parameters. Statistical physical method is used to investigate the occurrence of stock market crash by calculating the mean time-limited crash rate. The real financial data from the Shanghai Composite Index is analyzed with the proposed methods. The mean time-limited crash rate of stock price is used to describe the occurrence of stock market crash in an economy cycle. The monotonous and nonmonotonous behaviors are observed in the behavior of the mean time-limited crash rate versus volatility of stock for various cross correlation coefficient between volatility and price. Also a minimum occurrence of stock market crash matching an optimal volatility is discovered.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2009PhyA..388.4635W','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2009PhyA..388.4635W"><span>Detecting macroeconomic phases in the Dow Jones Industrial Average time series</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Wong, Jian Cheng; Lian, Heng; Cheong, Siew Ann</p> <p>2009-11-01</p> <p>In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average (DJI) time series between January 1997 and August 2008. Modeling the index movements and log-index movements as stationary Gaussian processes, we find a total of 116 and 119 statistically stationary segments respectively. These can then be grouped into between five and seven clusters, each representing a different macroeconomic phase. The macroeconomic phases are distinguished primarily by their volatilities. We find that the US economy, as measured by the DJI, spends most of its time in a low-volatility phase and a high-volatility phase. The former can be roughly associated with economic expansion, while the latter contains the economic contraction phase in the standard economic cycle. Both phases are interrupted by a moderate-volatility market correction phase, but extremely-high-volatility market crashes are found mostly within the high-volatility phase. From the temporal distribution of various phases, we see a high-volatility phase from mid-1998 to mid-2003, and another starting mid-2007 (the current global financial crisis). Transitions from the low-volatility phase to the high-volatility phase are preceded by a series of precursor shocks, whereas the transition from the high-volatility phase to the low-volatility phase is preceded by a series of inverted shocks. The time scale for both types of transitions is about a year. We also identify the July 1997 Asian Financial Crisis to be the trigger for the mid-1998 transition, and an unnamed May 2006 market event related to corrections in the Chinese markets to be the trigger for the mid-2007 transition.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5074635','PMC'); return false;" href="https://www.pubmedcentral.nih.gov/articlerender.fcgi?tool=pmcentrez&artid=5074635"><span>Integrative Analyses of Nontargeted Volatile Profiling and Transcriptome Data Provide Molecular Insight into VOC Diversity in Cucumber Plants (Cucumis sativus)1[OPEN</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pmc">PubMed Central</a></p> <p>Wei, Guo; Tian, Peng; Zhang, Fengxia; Qin, Hao; Miao, Han; Chen, Qingwen; Hu, Zhongyi; Wang, Meijiao; Chen, Mingsheng</p> <p>2016-01-01</p> <p>Plant volatile organic compounds, which are generated in a tissue-specific manner, play important ecological roles in the interactions between plants and their environments, including the well-known functions of attracting pollinators and protecting plants from herbivores/fungi attacks. However, to date, there have not been reports of holistic volatile profiling of the various tissues of a single plant species, even for the model plant species. In this study, we qualitatively and quantitatively analyzed 85 volatile chemicals, including 36 volatile terpenes, in 23 different tissues of cucumber (Cucumis sativus) plants using solid-phase microextraction combined with gas chromatography-mass spectrometry. Most volatile chemicals were found to occur in a highly tissue-specific manner. The consensus transcriptomes for each of the 23 cucumber tissues were generated with RNA sequencing data and used in volatile organic compound-gene correlation analysis to screen for candidate genes likely to be involved in cucumber volatile biosynthetic pathways. In vitro biochemical characterization of the candidate enzymes demonstrated that TERPENE SYNTHASE11 (TPS11)/TPS14, TPS01, and TPS15 were responsible for volatile terpenoid production in the roots, flowers, and fruit tissues of cucumber plants, respectively. A functional heteromeric geranyl(geranyl) pyrophosphate synthase, composed of an inactive small subunit (type I) and an active large subunit, was demonstrated to play a key role in monoterpene production in cucumber. In addition to establishing a standard workflow for the elucidation of plant volatile biosynthetic pathways, the knowledge generated from this study lays a solid foundation for future investigations of both the physiological functions of cucumber volatiles and aspects of cucumber flavor improvement. PMID:27457123</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('https://www.ncbi.nlm.nih.gov/pubmed/19865163','PUBMED'); return false;" href="https://www.ncbi.nlm.nih.gov/pubmed/19865163"><span>Volatile accretion history of the terrestrial planets and dynamic implications.</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="https://www.ncbi.nlm.nih.gov/entrez/query.fcgi?DB=pubmed">PubMed</a></p> <p>Albarède, Francis</p> <p>2009-10-29</p> <p>Accretion left the terrestrial planets depleted in volatile components. Here I examine evidence for the hypothesis that the Moon and the Earth were essentially dry immediately after the formation of the Moon-by a giant impact on the proto-Earth-and only much later gained volatiles through accretion of wet material delivered from beyond the asteroid belt. This view is supported by U-Pb and I-Xe chronologies, which show that water delivery peaked approximately 100 million years after the isolation of the Solar System. Introduction of water into the terrestrial mantle triggered plate tectonics, which may have been crucial for the emergence of life. This mechanism may also have worked for the young Venus, but seems to have failed for Mars.</p> </li> <li> <p><a target="_blank" rel="noopener noreferrer" onclick="trackOutboundLink('http://adsabs.harvard.edu/abs/2018ApJ...855..108T','NASAADS'); return false;" href="http://adsabs.harvard.edu/abs/2018ApJ...855..108T"><span>Stochastic Modelling, Analysis, and Simulations of the Solar Cycle Dynamic Process</span></a></p> <p><a target="_blank" rel="noopener noreferrer" href="http://adsabs.harvard.edu/abstract_service.html">NASA Astrophysics Data System (ADS)</a></p> <p>Turner, Douglas C.; Ladde, Gangaram S.</p> <p>2018-03-01</p> <p>Analytical solutions, discretization schemes and simulation results are presented for the time delay deterministic differential equation model of the solar dynamo presented by Wilmot-Smith et al. In addition, this model is extended under stochastic Gaussian white noise parametric fluctuations. The introduction of stochastic fluctuations incorporates variables affecting the dynamo process in the solar interior, estimation error of parameters, and uncertainty of the α-effect mechanism. Simulation results are presented and analyzed to exhibit the effects of stochastic parametric volatility-dependent perturbations. The results generalize and extend the work of Hazra et al. In fact, some of these results exhibit the oscillatory dynamic behavior generated by the stochastic parametric additative perturbations in the absence of time delay. In addition, the simulation results of the modified stochastic models influence the change in behavior of the very recently developed stochastic model of Hazra et al.</p> </li> </ol> <div class="pull-right"> <ul class="pagination"> <li><a href="#" onclick='return showDiv("page_1");'>«</a></li> <li><a href="#" onclick='return showDiv("page_21");'>21</a></li> <li><a href="#" onclick='return showDiv("page_22");'>22</a></li> <li><a href="#" onclick='return showDiv("page_23");'>23</a></li> <li><a href="#" onclick='return showDiv("page_24");'>24</a></li> <li class="active"><span>25</span></li> <li><a href="#" onclick='return showDiv("page_25");'>»</a></li> </ul> </div> </div><!-- col-sm-12 --> </div><!-- row --> </div><!-- page_25 --> <div class="footer-extlink text-muted" style="margin-bottom:1rem; text-align:center;">Some links on this page may take you to non-federal websites. 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