We present in this thesis three distinct experiments, studying issues in behavioural economics and finan- cial market. In the first paper, we study the level-k reasoning model in an experimental extension of Arad and Rubinsten (2012) “11-20 Money Request Game”. In the second paper, we introduce an experimental design where traders can buy or sell the rights for performing complex decisional task. The design seeks to test the allocative efficiency of markets. In the third paper, we introduce an Arrow-Debreu market where traders have diverse and partial information about the true state of nature. The design seeks to test the Rational Expectations model’s prediction that all relevant information will be aggregated into market prices.

La thèse porte sur l'étude de la réduction de traînée par injection de bulles. La réduction de traînée présente un intérêt pour les applications navales puisqu'elle est issue d'une modification des structures cohérentes qui contribuent le plus à la résistance à l'avancement. Le but de cette étude est d'analyser les mécanismes à l'origine de cette diminution du frottement pariétal. L'approche utilisée dans le cadre de cette étude est numérique, elle emploie le code JADIM par une approche Euler-Lagrange : la phase continue est simulée par Simulation Numérique Directe et la phase dispersée est simulée en suivant individuellement chaque bulle. La configuration retenue dans le cadre de cette étude est celle de l'écoulement de Taylor-Couette (écoulement compris entre deux cylindres en rotation). La première partie de la thèse vise à adapter l'outil numérique employé, afin de pouvoir prendre en compte le retour de la phase dispersée via des termes de forçage dans les équations bilan de matière et de quantité de mouvement. La deuxième partie de la thèse vise à étudier l'écoulement porteur en configuration monophasique, afin de disposer d'une référence sur l'écoulement non perturbé. La troisième partie de la thèse a pour objectif d'étudier la dispersion passive des bulles dans le système, afin d'analyser les mécanismes de migrations mis en jeu. Enfin la dernière partie de la thèse vise à étudier l'influence des bulles sur l'écoulement porteur en analysant l'effet de certains paramètres, notamment le taux de vide et la flottabilité. / The study deals with drag reduction induced by bubble injection, its application concerns naval transport. The aim of the study is to shed more light on mechanisms that are involved in this wall friction reduction. The study is based on a numerical approach, and use the JADIM code with an Euler-Lagrange approach: the continuous phase is solved by Direct Numerical Simulation, and the disperse phase by a tracking of each bubble. Within the framework of this study we consider the Taylor-Couette flow configuration (flow between two concentric cylinders in rotation). The first part of the study deals with the modification of the numerical tool, in order to take into account the influence of the disperse phase on the continuous one through forcing terms in the mass and momentum balance equations. The aim of the second part is to study de Taylor-Couette flow in its monophasic configuration, for the purpose of providing a reference of the undisturbed flow. The third part deals with the passive dispersion of bubble in Taylor-Couette flow, in order to analyze the migration mechanisms involved. And the aim of the last part is to study the effects of the disperse phase on the continuous one, by analyzing the influence of bubbly phase parameters (like void fraction and buoyancy).

Název práce: Stochastická dynamika bublin v DNA Autor: Bc. Vojtěch Kaiser Katedra: Katedra fyziky kondenzovaných látek Vedoucí diplomové práce: RNDr. Tomáš Novotný, Ph.D., Katedra fyziky kondenzovaných látek Abstrakt: Bubliny v DNA jsou místa, kde se vlivem tepelných či torsních vlivů otevírá dvojšroubovice DNA. Tyto bubliny jsou považovány za důležité pro termodynamiku DNA [56] a biologické procesy s DNA spojené [23,40,43,49]. V článcích [38, 39] byla řešena stochastická dynamika bublin v DNA na zá- kladě Polandova-Scheragova modelu a získány analytické výsledky při tep- lotě denaturace DNA a pro asymptotiku dlouhých časů, zvláště pro hustotu pravděpodobnosti času setkání konců bubliny. V této práci navazujeme na tyto výsledky a počítáme celkový tvar této hustoty pravděpodobností s vy- užitím numerické inverse analytických vztahů v Laplacově obraze. Dále po- čítáme hustotu pravděpodobnosti místa setkání konců bubliny. Odpovídající výsledky jsou numericky spočteny v případě molekul DNA konečné délky. Zachycování bubliny v oblastech bohatých na AT páry je modelováno jako subdifusivní systém dle článku [42] a jsou počítány stejné veličiny jako pro difusivní model. V závěru diskutujeme tyto výsledky a možnost jejich experi- mentálního ověření. Klíčová slova: bubliny v DNA,...

Efficient Market Hypothesis (EMH) has been the central assumption of financial modelling in the previous decades. At its core, it is a statement about the efficient incorporation of available information in the prices of assets, rendering each price a 'true' representation of the asset's intrinsic value. The notion of informationally efficient financial markets has been, since its formulation, entrenched in the very core of our understanding of how asset pricing works, yet, with ever so increasing frequency, when subjected to empirical scrutiny, it fails to prove its explanatory and predictive prowess. New academic strands emerged have emerged as a result, attempting to explain those empirical short-comings, with rather mixed results. The new models and theories often either explain a singular anomaly, rather than pro- viding a generalized and consistent theoretical framework, or are exclusive with the general state of financial markets, which tends to be efficient and rational. This thesis shall explore the relationship of information and financial mar- kets, taking into account developments that have occurred since the inception of the EMH. Subsequently it will present a new theoretical model for asset pric- ing and ipso facto the efficiency of financial markets, based on meta-analysis of information, along...

In orbit, finding the "bottom" of your coffee cup is a non-trivial task. Subtle forces often masked by gravity influence the containment and transport of fluids aboard spacecraft, often in surprising non-intuitive ways. Terrestrial experience with capillary forces is typically relegated to the micro-scale, but engineering community exposure to large length scale capillary fluidics critical to spacecraft fluid management design is low indeed. Low-cost drop towers and fast-to-flight International Space Station (ISS) experiments are increasing designer exposure to this fresh field of study. This work first provides a wide variety of drop tower tests that demonstrate fundamental and applied capillary fluidics phenomena related to liquid droplets and gas bubbles. New observations in droplet auto-ejection, droplet combustion, forced jet combustion, puddle jumping, bubble jumping, and passive phase separation are presented. We also present the Capillary Beverage Experiment on ISS as a fun and enlightening application of capillary fluidics where containment and passive control of poorly wetting aqueous capillary systems is observed. Astronauts are able to smell their coffee from the open stable container while still drinking in an Earth-like manner with the role of gravity replaced by the combined effects of surface tension, wetting, and special container geometry. The design, manufacture, low-g demonstrations, and quantitative performance of the Space Cups are highlighted. Comparisons of numerical simulations, drop tower experiments, and ISS experiments testify to the prospects of new no-moving-parts capillary solutions for certain water-based life support operations aboard spacecraft.

A sensibilidade eletromecânica dos transdutores de eletretos poliméricos resulta em muitas aplicações na engenharia, que motivaram a produção industrial de um filme não homogêneo e eletricamente carregado, denominado filme eletromecânico ou EMFi (ElectroMechanical Film). Um dispositivo alternativo a este EMFi, produzido em nosso laboratório, foi o resultado de uma bolha de ar homogênea termoformada, unida por dois filmes de teflon FEP. Este dispositivo possui uma estrutura similar ao EMFi, mas permite cavidades homogêneas a serem predefinidas e distribuídas no momento em que o dispositivo é produzido, diferindo das células no EMFi com tamanhos diversos e dispersas no interior do filme industrial. A possibilidade de controlar a geometria das bolhas de ar tornou possível o desenvolvimento de um modelo, empregado como uma ferramenta de projeto. A resposta eletromecânica deste transdutor foi modelada e então apresentada neste trabalho. Este modelo analítico avalia o desempenho destes transdutores com somente uma bolha termoformada, para efeitos de simplificação, baseado em capacitores em série, em função da deformação mecânica e da carga elétrica retida no polímero. São representados dinamicamente com parâmetros elétricos e mecânicos, definidos à medida que operam como sensores ou atuadores, com respeito ao limites impostos pela aplicação especificada. O gráfico da resposta em freqüência mostra a freqüência de ressonância e a largura da faixa para meia-amplitude que determina o coeficiente de amortecimento que não pode ser obtido diretamente do modelo analítico. Este gráfico também permite comparar a freqüência natural obtida graficamente com aquela calculada pelo modelo, tornando mais confiável o modelo desenvolvido para o transdutor. Finalmente, melhorias na instrumentação e em condições mais adequadas para os testes são sugeridas, bem como métodos alternativos para trabalhos futuros. / The electromechanical sensibility of polymeric electrets transducers yields many engineering applications which have motivated industrial production of a non-homogeneous and electrically charged film, the so-called electromechanical film (EMFi). An alternative device for this EMFi that has been produced in our laboratory was a homogeneous thermo-formed air bubbles bonded with two teflon FEP films. This device has a structure similar to the EMFi, but allows the homogeneous voids to be pre-defined and distributed at the moment the device is produced, differing the EMFi voids with diverse sizes and dispersed into the industrial film. The possibility to control the air bubbles geometry makes possible the development of a model to be used as a design tool. The electromechanical response of this transducer has been modeled and is presented in this work. Such analytical model evaluates the transducers performance using just a single thermo-formed bubble for simplification purposes, based on series capacitors, which are function of the mechanical deformation and electrical charge trapped in the polymer. They are represented dynamically, with electrical and mechanical parameters being defined as they work as sensors or actuators, regarding the limits imposed by the specified application. A frequency response plot shows the resonance frequency and the bandwidth for the half amplitude, which determines the damper coefficient that cannot be obtained directly from the analytical model. This plot also allows comparison of the natural frequency obtained graphically with the calculated one using the model, making more reliable the transducer model developed. Finally, instrumentation improvements and more suitable test conditions are suggested, as well as alternative methods for future works.

Thesis advisor: Prof. Michael J. Naughton / Thesis advisor: Dr. Cesar E. Valladares / The equatorial and low-latitude ionosphere of the Earth exhibits unique features on its structuring, coupling, and electrodynamics that offer the possibility to forecast the dynamics and fluctuations of ionospheric plasma densities at later times. The scientific understanding and forecasting of ionospheric plasma are necessary for several practical applications, such as for mitigating the adverse effects of space weather on communication, navigation, power grids, space mission, and for various scientific experiments and applications. The daytime equatorial electrojet (EEJ), equatorial ionization anomaly (EIA), as well as nighttime equatorial plasma bubble (EPB) and plasma blobs are the most prominent low-latitude ionospheric phenomena. This dissertation focuses on the multi-diagnostic study of the mechanism, properties, abnormalities, and interrelationships of these phenomena to provide significant contributions to space weather communities from the ground- and space-based measurements. A strong longitudinal, seasonal, day-to-day variability and dependency between EEJ, ExB vertical plasma drift, and total electron content (TEC) in the EIA distribution are seen in the equatorial and low-latitude region. In general, the EEJ strength is stronger in the west coast of South America than in its east coast. The variability of the EEJ in the dayside ionosphere significantly affects the ionospheric electron density variation, dynamics of the peak height of F2-layer, and TEC distributions as the EEJ influences the vertical transport mechanism of the ionospheric plasma. The eastward electric field (EEF) and the neutral wind play a decisive role in controlling the actual configuration of the EIA. The trans-equatorial neutral wind profile calculated using data from the Second-generation, Optimized, Fabry-Perot Doppler Imager (SOFDI) located near the geomagnetic equator and a physics-based numerical model, LLIONS (Low-Latitude IONospheric Sector) give new perspectives on the effects of daytime meridional neutral winds on the consequent evolution of the asymmetry of the equatorial TEC anomalies during the afternoon onwards. The spatial configurations including the strength, shape, amplitude and latitudinal extension of the EIA crests are affected by the EEF associated with the EEJ under undisturbed conditions, whereas the meridional neutral winds play a significant role in the development of their asymmetric structure in the low-latitude ionosphere. Additionally, the SWARM satellite constellation and the ground-based LISN (Low-Latitude Ionospheric Sensor Network) data allow us to resolve the space-time ambiguity of past single-satellite studies and detect the drastic changes that EPBs and plasma blobs undergo on a short time scale. The coordinated quantitative analysis of a plasma density observation shows evidence of the association of plasma blobs with EPBs via an appropriate geomagnetic flux tube. Plasma blobs were initially associated with the EPBs and remained at the equatorial latitude right above the EPBs height, but later were pushed away from geomagnetic equator towards EIA latitudes by the EPB/ depleted flux tubes that grew in volume. Further, there exists a strong correlation between the noontime equatorial electrojet and the GPS-derived TEC distributions during the afternoon time period, caused by vertical E × B drift via the fountain effect. Nevertheless, only a minor correlation likely exists between the peak EEJ and the net postsunset ionospheric scintillation index (S4) greater than 0.2. This study not only searches for a mutual relationship between the midday, afternoon and nighttime ionospheric phenomena but also aims at providing a possible route to improve our space weather forecasting capability by predicting nighttime ionospheric irregularities based on midday measurements at the equatorial and low latitudes. / Thesis (PhD) — Boston College, 2018. / Submitted to: Boston College. Graduate School of Arts and Sciences. / Discipline: Physics.

Estudamos a dinâmica de formação de bolhas em fluidos viscosos. Desenvolvemos novas técnicas experimentais para aprofundar o estudo do sistema de um bico borbulhador no fundo de um cilindro preenchido por uma solução de água e glicerina. Neste sistema, controlamos o fluxo de ar por meio de um fluxímetro de massa e uma válvula solenoide. Medimos simultaneamente: o tempo entre duas bolhas sucessivas usando um laser focalizado em um foto- diodo, cuja luz é espalhada com a passagem das bolhas; as ondas de pressão que o borbulhamento causa no sistema de injeção usando microfones colocados entre a válvula solenoide e o bico; e a geometria das bolhas em formação, através da análise de imagens coletadas por uma câmera de alta velocidade. Motivados pelos resultados deste sistema, construímos um modelo para a dinâmica de formação de bolhas, baseado em primeiros princípios, que descreve a rota de adição de períodos observada no experimento. Investigamos também um novo sistema experimental, que tem dois bicos borbulhadores dentro do mesmo tubo. Usamos as mesmas técnicas experimentais desenvolvidas para o experimento de um bico. Identificamos que os borbulhamentos sincronizam apesar de seus sistemas de injeção de ar serem independentes, concluímos, portanto, que o acoplamento deve-se à circulação que o líquido introduz. Estudamos a sincronização por meio da construção de diagramas de bifurcação e espaços de parâmetros mostrando as regiões de sincronização. Adaptamos também o modelo de um bico para descrever este sistema. Descobrimos que a interação entre as duas dinâmicas de formação de bolhas é maior conforme aumentamos a altura da coluna líquida. / We studied the bubble formation dynamics in viscous fluids. We developed new experimental techniques to provide a better understanding of the system with one bubbling nozzle on the bottom of a cylinder filled with a water and glycerol solution. In this system, we control the air flow with a mass flowme- ter and a solenoid valve. We have measured simultaneously: the time between successive bubbles, using a laser focused in a photo-diode that has his light scattered when one bubble passes between them; the pressure waves that the bubbling causes in the air injecting system using microphones placed between the solenoid valve and the nozzle; and the geometry of the growing bubbles, through the analysis of the images collected by a high speed camera. The re- sults from this system motivated us to make a model for the bubbles formation dynamics that describes the period-adding route observed in the experiment and is based on first principles. We also investigated a new experimental system, that has two bubbling nozzles inside the same cylinder. We used the same experimetal techniques developed to the one nozzle experiment. We identified that the bubbling on the nozzles synchronizes due the coupling introduced by the liquid circulation, as the air injecting systems are independent. We studied the synchronization by constructing bifurcation diagrams and parameter spaces that show the syn- chronized regions. We also adapted the one nozzle bubbling model to decribe this system. We discovered that the interaction between the two bubble forma- tion dynamics is stronger when we increase the liquid height.

Made available in DSpace on 2016-04-26T20:48:32Z (GMT). No. of bitstreams: 1 Daniel Nicolau Ferrara.pdf: 1124449 bytes, checksum: 7323f16541b3af1bf71cf2dc57b02b5d (MD5) Previous issue date: 2011-05-13 / In the analysis of the origins of the severe financial crisis, which began in 2007 in the US, remains an open debate about the reasons that led the Fed to underestimate the severity of the crisis. This study analyzes the perceptions of Central Bank on the peculiar context that has developed from 2001. The economic recovery was based on consumption and housing market, including the income extraction derived from valued housing, and followed by the risk of deflation, which subsequently led to growing fears about what was happening in the markets. The instrument used for this is the thorough analysis of the minutes of the FOMC and the pronouncements of the two presidents of the Fed, from 2001 to 2007, Greenspan and Bernanke, in addition to theoretical concepts and economic problems of that period. The methodology is justified because the communication with the market has become a relevant instrument in the Fed's action since the 1990s. The analysis of documents showed that in the aftermath of the crises of 2001-2002, the Fed used to acknowledge consumption and housing market to be important forces in the economic recovery. From 2003-2004, the FOMC members showed concern about the speculative behavior in housing and the effects of the reversal of the expansionary monetary policy would have on property prices and on consumption. The Fed's action to combat these threats was restrained by the belief in the strength of the deregulated financial system, by pragmatic confidence in the conduct of monetary policy guided by the risk management approach and the belief that Central Bank should not act against the formation of bubbles / Na análise das origens da grave crise financeira iniciada, em 2007, nos EUA, permanece em aberto o debate a respeito dos motivos que levaram o Fed a subestimar a gravidade da crise em formação. Este estudo analisa as percepções do BC sobre o quadro peculiar que se desenvolveu, a partir de 2001. A recuperação econômica foi pautada no consumo e no mercado imobiliário, inclusive na extração de renda derivada da valorização dos imóveis, seguida do risco de deflação que, posteriormente, deu lugar a receios crescentes em relação ao que ocorria nos mercados. O instrumento utilizado para isso é a análise minuciosa das atas do FOMC e os pronunciamentos dos dois presidentes do Fed, de 2001 a 2007, Greenspan e Bernanke, além das concepções teóricas e problemas conjunturais do período. A metodologia de análise justifica-se porque a comunicação com o mercado tornou-se instrumento relevante na ação do Fed, desde os anos 1990. A análise dos documentos mostrou que, no rescaldo das crises, de 2001-2002, o Fed reconhecia no consumo e no mercado imobiliário forças importantes na recuperação econômica. A partir de 2003-2004, membros do FOMC demonstravam preocupação quanto ao comportamento especulativo no mercado imobiliário e os efeitos que a reversão da política monetária expansionista teria sobre os preços dos imóveis e sobre o consumo. A ação do Fed para combater esses riscos foi contida pela crença na resistência do sistema financeiro desregulamentado, pela confiança na condução pragmática da política monetária orientada pelo risk management approach e pela convicção de que BC não deve agir frente à formação de bolhas

Cette thèse est consacrée à l’étude des bulles d’hélium dans le silicium. Dans un premier temps, des simulations atomistiques de type dynamique moléculaire (DM) ont été réalisées afin d’étudier les propriétés physiques d’une bulle nanométrique : densité et pression d’hélium en fonction du diamètre de la bulle et de la quantité d’hélium initialement introduite dans la bulle. Nos calculs ont montré que la déformation plastique de la matrice ne permettait pas de dépasser une valeur de densité d’hélium nettement inférieure aux résultats expérimentaux. En modélisant un système plus réaliste, un excellent accord avec les mesures expérimentales a été retrouvé. Nous avons aussi montré que le choix du potentiel interatomique était capital afin de modéliser des bulles sous fortes pressions. En outre, nos résultats ont montré que la loi de Laplace-Young n’était pas adaptée pour prédire la pression dans les bulles d’hélium dans du silicium. Enfin, l’étude de l’état de l’hélium dans la bulle indique que l’hélium peut être sous forme solide à 300 K, du fait des pressions élevées. Dans un second temps, une approche de type dynamique d’amas (DA) a été employée afin de comprendre les premiers stades d’évolution des bulles. Nous avons construit un modèle applicable à la DA à l’aide d’un grand nombre de calculs DM. Une étude paramétrique a ensuite été réalisée. Ceci nous a permis d’étudier les mécanismes de croissance des bulles, en prenant en compte l’influence de l’hélium et la présence ou non d’une source continue de défauts. / This thesis is devoted to the study of helium bubbles in silicon. First, molecular dynamics (MD) simulations were performed in order to study the physical properties of a nanobubble: helium density and pressure as a function of the bubble diameter and of the initial helium quantity introduced in the bubble. A maximum value of the helium density in the bubble is reached due to the plastic deformation of the matrix; this value is significantly lower than the experimental results. By modelling a more realistic system, an excellent agreement with the experimental measurements is found. Moreover, the choice of the interatomic potential is essential to model the properties of bubbles under high pressure. Further, the Laplace-Young law is not appropriate to predict the pressure in helium bubbles in silicon. In addition, the investigation of the helium configuration in the bubble indicates that helium can be in the solid state at 300 K. In a second part, a cluster dynamics (CD) approach was employed to understand the early stages of bubble evolution. A helium in silicon interaction model to be used in CD was built by means of a large number of MD calculations. A parametric study was then performed taking into account the influence of helium and the presence or not of a continuous source of defects and allowing for the study of the mechanisms of bubble growth.