Turbulence Fluctuations and New Universal Realizability Conditions in Modelling

General turbulent mean statistics are shown to be characterized by a variational principle. The variational functionals, or ``effective actions'', have experimental consequences for turbulence fluctuations and are subject to realizability conditions of positivity and convexity. An efficient Rayleigh-Ritz algorithm is available to calculate approximate effective actions within PDF closures. Examples are given for Navier-Stokes and for a 3-mode system of Lorenz. The new realizability conditions succeed at detecting {\em a priori} the poor predictions of PDF closures even when the classical 2nd-order moment realizability conditions are satisfied.Comment: 4 pages, LaTeX (Version 2.09), 3 figures, Postscript, Submitted to Phys. Rev. Let

A micronised, dispersible ferric pyrophosphate with high relative bioavailability in man

Ferric pyrophosphate is a water-insoluble Fe compound used to fortify infant cereals and chocolate-drink powders as it causes no organoleptic changes to the food vehicle. However, it is only of low absorption in man. Recently, an innovative ferric pyrophosphate has been developed (Sunactive Fe™) based on small-particle-size ferric pyrophosphate (average size 0·3 μm) mixed with emulsifiers, so that it remains in suspension in liquid products. The aim of the present studies was to compare Fe absorption of micronised, dispersible ferric pyrophosphate (Sunactive Fe™) with that of ferrous sulfate in an infant cereal and a yoghurt drink. Two separate Fe absorption studies were made in adult women (ten women/study). Fe absorption was based on the erythrocyte incorporation of stable isotopes (57Fe and 58Fe) 14 d after the intake of labelled test meals of infant cereal (study 1) or yoghurt drink (study 2). Each test meal was fortified with 5 mg Fe as ferrous sulfate or micronised, dispersible ferric pyrophosphate. Results are presented as geometric means. There was no statistically significant difference between Fe absorption from micronised, dispersible ferric pyrophosphate- and ferrous sulfate-fortified infant cereal (3·4 and 4·1 % respectively; P=0·24) and yoghurt drink (3·9 and 4·2 % respectively; P=0·72). The results of the present studies show that micronised, dispersible ferric pyrophosphate is as well absorbed as ferrous sulfate in adults. The high relative Fe bioavailability of micronised, dispersible ferric pyrophosphate indicates the potential usefulness of this compound for food fortificatio

Schroedinger equation for joint bidirectional motion in time

The conventional, time-dependent Schroedinger equation describes only unidirectional time evolution of the state of a physical system, i.e., forward or, less commonly, backward. This paper proposes a generalized quantum dynamics for the description of joint, and interactive, forward and backward time evolution within a physical system. [...] Three applications are studied: (1) a formal theory of collisions in terms of perturbation theory; (2) a relativistically invariant quantum field theory for a system that kinematically comprises the direct sum of two quantized real scalar fields, such that one field evolves forward and the other backward in time, and such that there is dynamical coupling between the subfields; (3) an argument that in the latter field theory, the dynamics predicts that in a range of values of the coupling constants, the expectation value of the vacuum energy of the universe is forced to be zero to high accuracy. [...]Comment: 30 pages, no figures. Related material is in quant-ph/0404012. Differs from published version by a few added remarks on the possibility of a large-scale-average negative energy density in spac

Systemic Risk and Default Clustering for Large Financial Systems

As it is known in the finance risk and macroeconomics literature, risk-sharing in large portfolios may increase the probability of creation of default clusters and of systemic risk. We review recent developments on mathematical and computational tools for the quantification of such phenomena. Limiting analysis such as law of large numbers and central limit theorems allow to approximate the distribution in large systems and study quantities such as the loss distribution in large portfolios. Large deviations analysis allow us to study the tail of the loss distribution and to identify pathways to default clustering. Sensitivity analysis allows to understand the most likely ways in which different effects, such as contagion and systematic risks, combine to lead to large default rates. Such results could give useful insights into how to optimally safeguard against such events.Comment: in Large Deviations and Asymptotic Methods in Finance, (Editors: P. Friz, J. Gatheral, A. Gulisashvili, A. Jacqier, J. Teichmann) , Springer Proceedings in Mathematics and Statistics, Vol. 110 2015

Holder exponents of irregular signals and local fractional derivatives

It has been recognized recently that fractional calculus is useful for handling scaling structures and processes. We begin this survey by pointing out the relevance of the subject to physical situations. Then the essential definitions and formulae from fractional calculus are summarized and their immediate use in the study of scaling in physical systems is given. This is followed by a brief summary of classical results. The main theme of the review rests on the notion of local fractional derivatives. There is a direct connection between local fractional differentiability properties and the dimensions/ local Holder exponents of nowhere differentiable functions. It is argued that local fractional derivatives provide a powerful tool to analyse the pointwise behaviour of irregular signals and functions.Comment: 20 pages, Late

Adrenocortical, autonomic, and inflammatory causes of the metabolic syndrome: nested case-control study.

BACKGROUND: The causes of metabolic syndrome (MS), which may be a precursor of coronary disease, are uncertain. We hypothesize that disturbances in neuroendocrine and cardiac autonomic activity (CAA) contribute to development of MS. We examine reversibility and the power of psychosocial and behavioral factors to explain the neuroendocrine adaptations that accompany MS. METHODS AND RESULTS: This was a double-blind case-control study of working men aged 45 to 63 years drawn from the Whitehall II cohort. MS cases (n=30) were compared with healthy controls (n=153). Cortisol secretion, sensitivity, and 24-hour cortisol metabolite and catecholamine output were measured over 2 days. CAA was obtained from power spectral analysis of heart rate variability (HRV) recordings. Twenty-four-hour cortisol metabolite and normetanephrine (3-methoxynorepinephrine) outputs were higher among cases than controls (+ 0.49, +0.45 SD, respectively). HRV and total power were lower among cases (both -0.72 SD). Serum interleukin-6, plasma C-reactive protein, and viscosity were higher among cases (+0.89, +0.51, and +0.72 SD). Lower HRV was associated with higher normetanephrine output (r=-0.19; P=0.03). Among former cases (MS 5 years previously, n=23), cortisol output, heart rate, and interleukin-6 were at the level of controls. Psychosocial factors accounted for 37% of the link between MS and normetanephrine output, and 7% to 19% for CAA. Health-related behaviors accounted for 5% to 18% of neuroendocrine differences. CONCLUSIONS: Neuroendocrine stress axes are activated in MS. There is relative cardiac sympathetic predominance. The neuroendocrine changes may be reversible. This case-control study provides the first evidence that chronic stress may be a cause of MS. Confirmatory prospective studies are required