History Dependence Research Articles

Asian Rainbow Option Pricing Problem Based on Uncertain Fractional Differential Equations

Option pricing is a core issue in option trading, which directly affects investors’ trading decisions and risk management. With the growing maturity of uncertainty theory, the research on option pricing problems based upon uncertainty theory has been gradually deepened. However, the volatility of stock price is not only related to the price at the current moment, but also related to all the previous stock price changes. Uncertain fractional differential equations can well portray the memory and history dependence of financial markets. Its nonlocal nature can more accurately describe the long-term memory effect and the phenomenon of spiky fat tails of stock market fluctuations. Thus, this paper mainly explores the pricing of Asian rainbow option in uncertain financial environments, where the underlying asset price is viewed as uncertain fractional processes. First, two models are presented for discussing the price of Asian rainbow option in two-asset cases, respectively. Then the pricing problems of different types of Asian rainbow options under [Formula: see text]-assets case are further discussed. Finally, empirical analysis is conducted on the proposed models with real stock data to verify the validity of the pricing formulas.

Determinants of Credit Constraint among Smallholder Farmers’ Co-Operators in Oyo State, Nigeria

Credit constraint (CC) has been identified as one of the factors that diminish the production efficiency of farmers. Although Multipurpose Cooperative Societies (MCS) have been identified as an avenue to reduce (CC) among farmers, (CC) persists. Thus, the effectiveness of (MCS) in credit delivery and the determinant of (CC) of co-operators were examined. A four-stage sampling procedure was used where Oyo State was purposively selected based on high numbers of registered Agricultural Cooperative Societies. One block was selected from each zone of the four Agricultural Development Project zones. Two cells were randomly selected from each block. Multi-purpose cooperative societies from each of the cells were randomly selected. Co-operators were randomly selected proportionate to size and in all, 200 respondents were randomly selected. Co-operators access credit, inputs, tractors, market information and processed their produce by (MCS). Female co-operators were more credit constraint than their male counterparts. Education, default history farming experience, monthly contributions and dependency ratio were the determinants of credit constraint. Default history has the highest impact in determining credit constraint of co-operators, therefore conscious effort is needed by co-operators to avoid it occurrence. Credits should be made available to farmers through cooperative societies to enhance their efficiency

Load history dependency of stiffness properties of PTFE-coated glass fibre membranes

The aim of this contribution is to investigate whether the order of load ratios applied to a textile structure impacts the biaxial stiffness behaviour of the structural textile itself. These investigations are performed based on biaxial tests on an architectural woven glass fibre fabric, a representative of such membranes. The first part of the paper investigates the existence and extent of load history dependency in the material response. Biaxial test results show that effects of a previous load history on the weave geometry cannot be eliminated by further load cycling in all biaxial stress ratios. Moderate to strong effects are recognized in two stress ratios, although not in both weave directions.The second part of the paper examines how these effects influence material stiffness parameters and structural calculations. Two boundary value problems are investigated: a pressure chamber test and a roof structure. Parameters obtained by fitting biaxial tests with or without history are considered. By incorporating an adaptive load-ratio dependent scheme, highly predictive numerical results are obtained, showing that while the effect of load history may appear small in the biaxial tests and pressure chamber test, it can be significant in complex structural problems like roof structures.

Unlocking the benefit of active stretch: the eccentric muscle action, not the preload, maximizes muscle-tendon unit stretch-shortening cycle performance.

Stretch-shortening cycles (SSCs) outperform shortening contractions preceded by isometric contractions in terms of enhanced force/torque, work, and power production during shortening. This so-called SSC effect is presumably related to the active muscle stretch before shortening in SSCs. However, it remains unclear whether the effects of stretch-induced higher preload level or stretch-induced history dependence maximize the SSC effect. Therefore, we analyzed fascicle behavior, muscle-tendon unit (MTU) shortening work, and torque/force (n = 12 participants) via ultrasound and dynamometry during electrically stimulated submaximal plantar flexion contractions from 10° plantarflexion to 15° dorsiflexion. To elucidate the effects of preload level and preload modality (i.e., contraction type) on shortening performance, muscle-tendon unit shortening was preceded by fixed-end (SHO), active stretch (SSC), and preload-matched fixed-end (MATCHED) contractions. Before shortening, MATCHED and SCC had the same preload level (1% torque difference), similar joint position, and muscle fascicle lengths. Compared with SHO, shortening work was significantly (P < 0.001, partial η2 = 0.749) increased by 85% and 55% for SSC and MATCHED, respectively, with SSC shortening work being significantly higher than MATCHED (P = 0.016). This indicates that preload contributes by 65% to the overall SSC effect so that 35% needs to be referred to stretched-induced history-dependent mechanisms. In addition, SSC showed larger fascicle forces at the end of shortening (P < 0.001) and 20% less depressed isometric torque following shortening compared with MATCHED (P < 0.001). As potential decoupling effects by the series elastic element were controlled by matching the preload levels, we conclude that the difference between SSC and MATCHED is related to stretch-induced long-lasting history-dependent effects.NEW & NOTEWORTHY Using a torque-matched preload protocol, we found that 2/3 of the performance enhancement in muscle-tendon unit stretch-shortening cycles (SSCs) is caused by the increased preload level. The remaining 1/3 is owed to the long-lasting history-dependent effects triggered during the stretch in SSCs. This increased performance output is attributed to passive elastic structures within the contractile element that do not require additional muscle activation, therefore contributing to the higher efficiency of the neuromuscular system in SSCs.

Patterns of Nicotine Use Among Women in the Rural Population of Kolar: A Cross-Sectional Study.

Background The prevalence of smokeless tobacco (SLT) use among Indian women, particularly those from lower socioeconomic backgrounds with little access to formal education, has been steadily increasing, which is a cause for concern. Women frequently use various forms and companies of powdered, rubbed, and chewed SLT, with or without betelnut and flavorings, often simultaneously, starting at an early age and persisting into their reproductive years. Consequently, they are vulnerable to both the chance of developing cancer and experiencing health issues during pregnancy and childbirth. The purpose of the study was to assess the prevalence of women using SLT and the factors that were linked to these outcomes. Methodology The community-based analytical, cross-sectional study was carried out for four months (February-May 2024) in the selected rural areas of Kolar district, Karnataka, India. Women aged 15 years and above who lived in the selected rural areas of Kolar district as permanent residents and had a history of nicotine use were included. Women using smoked forms of tobaccoand bedridden or terminally ill cancer patients were excluded from the study. An interviewer administered a semistructured interview schedule to collect data. The questionnaire included sections on sociodemographic characteristics (age, education, occupation, marital status, socioeconomic status, and type of family), nicotine use patterns (types of SLT/nicotine products used and mode of use), maternal history, menstrual history, alcohol consumption history, morbidity conditions, and nicotine dependence, which were assessed by Fagerstrom Test for Nicotine Dependence (FTND). Results The participants, 92 women, ranged in age from 15 to 80 years old, with a mean age of 41.2 years. Most of the participants were diagnosed with oral cancer (n = 19, 20.7%), followed by esophageal cancer (n = 13, 14.1%). When participants were enquired about the mode of usage of tobacco, most of them used chewable form (n = 43, 46.7%). When dependence was assessed by the Fagerstrom nicotine dependence scale, high dependence was observed in 83.7% of women (n = 77), whereas low-to-moderate dependence was observed in 16.3% of women (n = 15). Among the 92 participants, only 16 participants (17.3%) made attempts to quit using SLT. The sociodemographic factors associated with nicotine dependence included age between 41 and 60 years, illiteracy, lower economic status, widowhood, unmarried status, unemployment, Hindu by religion, nuclear family, non-alcoholic, irregular menstrual cycles, and significant maternal history (P-value less than 0.05). Conclusion The development of tailored interventions that address the specific needs of illiterate, unemployed, lower-class, and unmarried women in nuclear families was observed. These interventions should incorporate mental health screening, psychoeducation, and community-based support to promote cessation of SLT and improve their overall well-being.

Environmental sustainability under production competition with costly adjustments: An appraisal of firms’ behavior with regard to pollution dynamics

The waning efficiency of natural pollution sinks and the predicted consequence of their irreversible transformation into pollution sources within the current century call into question the environmental sustainability of economic activity and, more specifically, its basic engine: horizontal competition. Among factors likely to cast doubt on the environmental sustainability of competition, competing firms’ approaches to pollution control deserve particular attention because myopic approaches that ignore pollution dynamics accelerate such transformations. Another potentially harmful factor is the cost of adjusting production, which can hinder firms’ ability to reduce their polluting emissions in a timely way. In the context of a Cournot market structure, we consider competing firms that incur a cost when adjusting production and are subject to pollution emission taxes. We analyze how production adjustment costs and firms’ choice of myopic or farsighted pollution control policies affect their competitiveness and the long-run sustainability of the environmental system. We show that competition is not compatible with environmental sustainability under a myopic pollution control policy when the maximum threshold of pollution absorption has already been exceeded. Myopic policies cannot neutralize history dependency, and extremely large production adjustment costs exacerbate the problem. In contrast, farsighted pollution control policies can eliminate history-dependency as long as the tax policy is not too restrictive, though they lead to a more polluted environment than myopic policies operating below the maximum absorption efficiency threshold.

Increases and decreases in soil moisture in water‐limited plant communities cause asymmetrical responses in biomass but not in diversity

AbstractAimsChanges in precipitation patterns, such as the predicted increases in the frequency of climatic extremes, are likely to alter plant communities, but whether responses to drought or to wetter conditions respectively cause consistent, opposite responses is debated. Here, we assessed the response in biomass production and species diversity of water‐limited plant communities to the direction (increase or decrease) and magnitude (micro‐ and macro‐climatic effects) of changes in soil moisture.LocationWe reciprocally translocated soils containing seed banks from two climates (semi‐arid and mediterranean) at a micro‐climatic (opposite slopes) and a macro‐climatic scale (between climates) in Chile.ResultsBiomass production for the soils that were translocated from wetter to drier climates was unrelated to the available soil moisture. The lowest biomass was produced in the wettest climate on the wet slope. Biomass production increased after a translocation to the drier climate (representing the largest change in climate). Nonetheless, the highest overall biomass for the wet to dry translocation was produced on the mediterranean dry slope with intermediate soil moisture. However, on the same mediterranean dry slope, biomass was almost zero for soil translocated the other way round (from drier to wetter). Diversity after 24 months was unaffected by micro‐climatic change, but soils transplanted toward the drier climate yielded a plant community with increased diversity.ConclusionOur results showed direction and magnitude of climate change but also the response factor that is studied matters to detect direction‐dependent responses; i.e., species richness had a linear and reversible response. However, the response of biomass depended on the origin of the transplanted material (soil and plant community), indicating history dependence (hysteresis). This emphasizes that responses to unidirectional climate manipulation experiments may not be able to capture the entire nature of the response of plant communities to climate change.

Mesostriatal dopamine is sensitive to changes in specific cue-reward contingencies.

Learning causal relationships relies on understanding how often one event precedes another. To investigate how dopamine neuron activity and neurotransmitter release change when a retrospective relationship is degraded for a specific pair of events, we used outcome-selective Pavlovian contingency degradation in rats. Conditioned responding was attenuated for the cue-reward contingency that was degraded, as was dopamine neuron activity in the midbrain and dopamine release in the ventral striatum in response to the cue and subsequent reward. Contingency degradation also abolished the trial-by-trial history dependence of the dopamine responses at the time of trial outcome. This profile of changes in cue- and reward-evoked responding is not easily explained by a standard reinforcement learning model. An alternative model based on learning causal relationships was better able to capture dopamine responses during contingency degradation, as well as conditioned behavior following optogenetic manipulations of dopamine during noncontingent rewards. Our results suggest that mesostriatal dopamine encodes the contingencies between meaningful events during learning.

Z-directional testing of paperboard in combined tensile and compression loading

The out-of-plane properties of paperboard are important in several converting applications such as printing, sealing, creasing, and calendering. A juxtaposed tensile and compression curve in the z direction (ZD) will, however, appear to have a kink or discontinuity at 0 stress. The purpose of the present work is to capture the continuous transition between tension and compression and to increase the understanding of the complex ZD properties of paperboard by cyclic testing. In this attempt to unify the ZD tensile and compressive behavior of paperboard, samples were laminated to the testing platens using heat seal laminate film. The method for adhering the samples was compared to samples that were laminated and glued to the testing platens. The edge effects of the cutting method were evaluated in compression testing with samples not attached to the testing platens. The flat slope seen in the initial part of the pure compression curve disappeared when the samples were laminated to the testing platens. The flat slope was instead replaced by a continuous response in the transition across 0 N. The stiffness in the transition region resembled the response in tensile testing. When the testing is cycled, the material exhibits a history dependence. Starting the cycle in either compression or tensile will show an effect on the stiffness at the transition, as well as the compressive stiffness. However, the ultimate tensile strength is unaffected.

A finite crack growth energy release rate for interlaminar fracture analysis of composite material at different temperatures

The interlaminar fracture toughness of unidirectional fiber reinforced polymer composite material is temperature and crack growth history dependence. The non-constant interlaminar fracture toughness challenges the wide application of the linear elastic fracture mechanics-based approach for analyzing the interlaminar crack growth in composite material and structures. In addition, a quantitative relationship between the ductility of the matrix and interlaminar fracture toughness of the fiber reinforced composite is still highly desirable. In this paper, both pure resin and composite double cantilever beam (DCB) are tested at different temperatures. A finite crack growth energy release rate is used to analyze the interlaminar crack growth behavior of composite material at different temperatures. The plasticity of the composite DCB is modeled by Hill’s anisotropic plasticity, with the properties determined from multiscale analyses. It is found that a single constant finite growth energy release rate can well predict the interlaminar mode I crack growth of composite material at different temperatures. The roles of the ductility of matrix, thickness of the DCB, and crack growth history on the interlaminar mode I fracture toughness of composite material are quantitatively determined by using the present method.

A Novel Experimental Approach for the Measurement of Vibration-Induced Changes in the Rheological Properties of Ex Vivo Ovine Brain Tissue.

Increased incidence of traumatic brain injury (TBI) imposes a growing need to understand the pathology of brain trauma. A correlation between the incidence of multiple brain traumas and rates of behavioural and cognitive deficiencies has been identified amongst people that experienced multiple TBI events. Mechanically, repetitive TBIs may affect brain tissue in a similar way to cyclic loading. Hence, the potential susceptibility of brain tissue to mechanical fatigue is of interest. Although temporal changes in ovine brain tissue viscoelasticity and biological fatigue of other tissues such as tendons and arteries have been investigated, no methodology currently exists to cyclically load ex vivo brain tissue. A novel rheology-based approach found a consistent, initial stiffening response of the brain tissue before a notable softening when subjected to a subsequential cyclic rotational shear. History dependence of the mechanical properties of brain tissue indicates susceptibility to mechanical fatigue. Results from this investigation increase understanding of the fatigue properties of brain tissue and could be used to strengthen therapy and prevention of TBI, or computational models of repetitive head injuries.

Growth and static stability of bubble clouds in yield stress fluids

This study explores the growth and static stability of bubble clouds in yield-stress fluids using an experimental approach. Carbopol gels with varying concentrations and initial gas contents as well as Laponite gels are used as model yield stress fluids in our experiments. A vacuum system is exploited to generate the bubbles and control their growth in the gels. The focus of this study is on determining the maximum gas concentration which could be held trapped in the system and the critical yield number, i.e. the ratio of the yield stress to the buoyancy stress at the onset of motion. Our findings demonstrate the effect of the bubbles proximity as well as the gel structure and rheology on both the maximum gas concentration and critical yield number. Our results confirm that for higher gas fractions, the critical yield number is larger. Also, they show that the size and degree of elongation of the bubbles at the onset of motion are controlled by their proximity as well as the gel rheology. Moreover, our results reveal two different scenarios for the bubble release depending on the uniformity of the structure of the gel. In the case of low concentration Carbopol gels, characterized by uniform structures, quasi mono-dispersed bubble suspensions are formed. At a pretty high gas concentration, this might lead to a bubble cloud burst upon static instability onset. Conversely, in the case of high concentration Carbopol gels or Laponite gels, the polydisperse bubble suspensions emerge and the bubble release occurs gradually rather than suddenly. It can be associated with the heterogeneous structure of these gels stemming from their significant shear history dependence.

History-dependent nano-photoisomerization by optical near-field in photochromic single crystals

The history dependence of physical systems is promising for solving complex problems. To exploit spontaneous nanometre-scale optical memory for computation, the history dependence must be elucidated. Here, we demonstrate history-dependent or dynamic nano-photoisomerization through the sequential formation of multiple memory pathways in photochromic crystals via optical near-field interactions. Incident photons passing through photoisomerization memory pathways are observed using a double-probe optical near-field microscope, with one probe located on the front surface for local excitation and the other on the rear surface for near-field observations. By performing localised near-field excitation twice but at spatially different positions, negatively correlated near-field output patterns are observed between the first and second memory pathways. We also confirm that the first memory pathway is preserved after the formation of the second memory pathway. This result indicates that photoisomerization using an optical near field in diarylethene crystals has a history dependence, leading to brain-like dynamic information memorisation.

Adult smokers’ Complete Switching Away from Cigarettes at 6, 9, and 12 Months after Initially Purchasing a JUUL e-Cigarette

Background : Electronic nicotine delivery systems (ENDS) have the potential to benefit public health if smokers completely switch from cigarettes to ENDS. Methods : A cohort of adult smokers (age ≥ 21) who purchased a JUUL Starter Kit was followed for 12 months after the initial purchase. We defined “switching” as past-30-day abstinence from smoking (even if JUUL use had stopped), and analyzed factors associated with achievement and maintenance of self-reported repeated point-prevalence switching (RPPS) at three follow-ups, i.e., no past-30-day smoking at months 6, 9, and 12. Results : RPPS was reported by 21.6% of the 12,537 evaluable smokers. Smokers with lighter smoking history and lower cigarette dependence at baseline were more likely to report RPPS. RPPS was also associated with daily use of JUUL (Month-3: OR = 2.32, 95% CI = 2.02–2.68; Month-6: OR = 1.73, 95% CI = 1.42–2.10), and with greater subjective reinforcing effects from JUUL use (assessed by the mCEQ, Month-3: OR = 1.46, 95% CI = 1.38–1.56; Month-6: OR = 1.11; 95% CI = 1.02–1.20). Even among smokers who did not meet the criteria of RPPS (i.e., who smoked at least once), 35.5% reported past 30-day point-prevalence switching on at least one follow-up, and their cigarette consumption was substantially reduced compared to baseline. Conclusions : Approximately one-fifth of adult smokers reported 30-day point-prevalence abstinence at 6, 9, and 12 months after purchasing JUUL. Greater use of JUUL and stronger subjective reinforcing effects were associated with nonsmoking, validating the potential for ENDS to substitute for smoking, with potential for positive impacts on individual and population health.

Ю. М. Лотман об интеллекте, тексте и семиосфере

The widely known works of Yuri Mikhailovich Lotman can be analyzed as the threshold of postmodernism. They provide an indepth analysis of the terminological apparatus on which the post-structuralist practice of analyzing speech practices and textual dependence of culture, history and philosophy of our contemporary is based. Lotman's syncretic analysis of history, culture and text, proposed in a certain sense, allowed us to look at these phenomena in a new way and lay the foundation for a fundamental new dialogue with the past states of culture and society. Lotman's special and constant attention to the practical human intellect became the basis for a holistic vision of the problems of the future and the role of intelligence in them.

Exponential history integration with diverse temporal scales in retrosplenial cortex supports hyperbolic behavior.

Animals use past experience to guide future choices. The integration of experiences typically follows a hyperbolic, rather than exponential, decay pattern with a heavy tail for distant history. Hyperbolic integration affords sensitivity to both recent environmental dynamics and long-term trends. However, it is unknown how the brain implements hyperbolic integration. We found that mouse behavior in a foraging task showed hyperbolic decay of past experience, but the activity of cortical neurons showed exponential decay. We resolved this apparent mismatch by observing that cortical neurons encode history information with heterogeneous exponential time constants that vary across neurons. A model combining these diverse timescales recreated the heavy-tailed, hyperbolic history integration observed in behavior. In particular, the time constants of retrosplenial cortex (RSC) neurons best matched the behavior, and optogenetic inactivation of RSC uniquely reduced behavioral history dependence. These results indicate that behavior-relevant history information is maintained across multiple timescales in parallel and that RSC is a critical reservoir of information guiding decision-making.

Evolution of fiber distributions in homogenized constrained mixture models of soft tissue growth and remodeling: Uniaxial loading

Growth and remodeling in soft tissue changes, in general, the orientation distribution of the collagen fibers in the tissue. So far, the governing principles are still incompletely understood. In this paper, we derive from the homogenized constrained mixture theory of soft tissue growth and remodeling – under some simplifying assumptions – a theoretical framework that enables simple analytical solutions that help to understand the evolution of the collagen fiber distribution in soft tissues during growth and remodeling under uniaxial loading. Our analysis suggests a natural tendency of the collagen fiber distribution to form a peak in the direction of loading and a spread increasing with the ratio of the fiber half-life time and the time constant governing loading-related fiber production. This observation helps to understand why in vivo collagen fiber reinforcement is typically organized in the form of (often von Mises-like) distributions with a finite spread. Our analysis also suggests a considerable history dependence of the fiber distribution evolution, which may explain why, in tissues under the same type of loading, sometimes considerably different fiber orientation distributions are observed.

Statistical learning prediction of fatigue crack growth via path slicing and re-weighting

Predicting potential risks associated with the fatigue of key structural components is crucial in engineering design. However, fatigue often involves entangled complexities of material microstructures and service conditions, making diagnosis and prognosis of fatigue damage challenging. We report a statistical learning framework to predict the growth of fatigue cracks and the life-to-failure of the components under loading conditions with uncertainties. Digital libraries of fatigue crack patterns and the remaining life are constructed by high-fidelity physical simulations. Dimensionality reduction and neural network architectures are then used to learn the history dependence and nonlinearity of fatigue crack growth. Path-slicing and re-weighting techniques are introduced to handle the statistical noises and rare events. The predicted fatigue crack patterns are self-updated and self-corrected by the evolving crack patterns. The end-to-end approach is validated by representative examples with fatigue cracks in plates, which showcase the digital-twin scenario in real-time structural health monitoring and fatigue life prediction for maintenance management decision-making.

Attenuation of muscle spindle firing with artificially increased series compliance during stretch of relaxed muscle.

Muscle spindles relay vital mechanosensory information for movement and posture, but muscle spindle feedback is coupled to skeletal motion by a compliant tendon. Little is known about the effects of tendon compliance on muscle spindle feedback during movement, and the complex firing of muscle spindles makes these effects difficult to predict. Our goal was to investigate changes in muscle spindle firing using added series elastic elements (SEEs) to mimic a more compliant tendon, and to characterize the accompanying changes in firing with respect to muscle-tendon unit (MTU) and muscle fascicle displacements (recorded via sonomicrometry). Sinusoidal, ramp-and-hold and triangular stretches were analysed to examine potential changes in muscle spindle instantaneous firing rates (IFRs) in locomotor- and perturbation-like stretches as well as serial history dependence. Added SEEs effectively reduced overall MTU stiffness and generally reduced muscle spindle firing rates, but the effect differed across stretch types. During sinusoidal stretches, peak and mean firing rates were not reduced and IFR was best-correlated with fascicle velocity. During ramp stretches, SEEs reduced the initial burst, dynamic and static responses of the spindle. Notably, IFR was negatively related to fascicle displacement during the hold phase. During triangular stretches, SEEs reduced the mean IFR during the first and second stretches, affecting the serial history dependence of mean IFR. Overall, these results demonstrate that tendon compliance may attenuate muscle spindle feedback during movement, but these changes cannot be fully explained by reduced muscle fascicle length or velocity, or MTU force.

System Identification Framework for Modeling of Static Creep and Dynamic Creep Behavior of Dense-Graded Asphalt Mixtures

The response of two dense-graded asphalt concrete (AC) mixtures under static and dynamic creep tests conducted in compression is modeled using the principles of the system identification framework in this study. The AC materials under static and dynamic creep loading conditions exhibit complex behavior patterns such as history dependency, plasticity, and temperature dependency. It is desired to formulate a constitutive model describing these complex phenomena. The empirical approach is outside the scope of this study. A viscoelastic continuum damage model requires individual experimentation to characterize linear and damage behavior. A viscoplastic model requires incremental deviator stress for plastic deformation. Both static and dynamic creep tests do not satisfy this condition. Therefore, the “system identification” approach is used in this study. Two methods of system identification approach—that is, black box and grey box modeling—are adopted to characterize static and dynamic creep behavior of AC. Of these two models under consideration, the black box models were versatile in modeling complex loading situations with a high degree of accuracy but lacked physical interpretation. While the grey box models have a physical interpretation, they are not as versatile as black box models.