Shock Scenario Research Articles

Credit market dynamics: a cobweb model

Starting from a recent model developed by Dieci and Westerhoff (Appl Math Comput 215:2011---2023, 2009; J Econ Behav Organ 75(3):461---481, 2010) enriching the classic cobweb framework based on the findings of Brock and Hommes (Econometrica 65:1059---1095, 1997; J Econ Dynam Control 22:1235---1274, 1998), an original model is set up to analyse the interactions among two types of credit markets considered from the aggregate demand side view point. The proposed model is an aggregate model for unobserved Financial Institutions which are assumed to supply credit on competitive markets and competition is due to the interest rates (i.e. prices) with respect to the corresponding contracts' demand. Moreover these Financial Institutions can put contracts on the credit market switching over time on different types of contracts depending on expected profit differentials. Among the main characteristics of this model, the number of clients involved in the two credit markets changes over time. At any time, the density of contracts is assumed to maximize the entropy of the economic system under some constraints concerning aggregate profits where the contract profitability is defined as a function of the spread between the average price of the contracts and a measure of production costs. With reference to some model calibrations, the dynamic behaviours and the reactions of the model are investigated through the study of three shock scenarios. The promising obtained results will address further investigations to apply the proposed model to a real data base of information on Financial Institutions in Italy since 1997 to catch the dynamics of fixed and adjustable interest rate mortgages markets.

In Vitro Comparison of Support Capabilities of Intra‐Aortic Balloon Pump and Impella 2.5 Left Percutaneous

The Impella 2.5 left percutaneous (LP), a relatively new transvalvular assist device, challenges the position of the intra-aortic balloon pump (IABP), which has a long record in supporting patients after myocardial infarction and cardiac surgery. However, while more costly and more demanding in management, the advantages of the Impella 2.5 LP are yet to be established. The aim of this study was to evaluate the benefits of the 40 cc IABP and the Impella 2.5 LP operating at 47,000 rpm in vitro, and compare their circulatory support capabilities in terms of cardiac output, coronary flow, cardiac stroke work, and arterial blood pressure. Clinical scenarios of cardiogenic preshock and cardiogenic shock (CS), with blood pressure depression, lowered cardiac output, and constant heart rate of 80 bpm, were modeled in a model-controlled mock circulation, featuring a systemic, pulmonary, and coronary vascular bed. The ventricles, represented by servomotor-operated piston pumps, included the Frank-Starling mechanism. The systemic circulation was modeled with a flexible tube having close-to-human aortic dimensions and compliance properties. Proximally, it featured a branch mimicking the brachiocephalic arteries and a physiological correct coronary flow model. The rest of the systemic and pulmonary impedance was modeled by four-element Windkessel models. In this system, the enhancement of coronary flow and blood pressure was tested with both support systems under healthy and pathological conditions. Hemodynamic differences between the IABP and the Impella 2.5 LP were small. In our laboratory model, both systems approximately yielded a 10% cardiac output increase and a 10% coronary flow increase. However, since the Impella 2.5 LP provided significantly better left ventricular unloading, the circulatory support capabilities were slightly in favor of the Impella 2.5 LP. On the other hand, pulsatility was enhanced with the IABP and lowered with the Impella 2.5 LP. The support capabilities of both the IABP and the Impella 2.5 LP strongly depended on the simulated hemodynamic conditions. Maximum hemodynamic benefits were achieved when mechanical circulatory support was applied on a simulated scenario of deep CS.

SUBMILLIMETER ARRAY/PLATEAU DE BURE INTERFEROMETER MULTIPLE LINE OBSERVATIONS OF THE NEARBY SEYFERT 2 GALAXY NGC 1068: SHOCK-RELATED GAS KINEMATICS AND HEATING IN THE CENTRAL 100 pc?

We present high angular resolution (0.5-2.0") observations of the mm continuum and the 12CO(J=3-2), 13CO(J=3-2), 13CO(J=2-1), C18O(J=2-1), HCN(J=3-2), HCO+(J=4-3) and HCO+(J=3-2) line emission in the circumnuclear disk (r=100pc) of the proto-typical Seyfert type-2 galaxy NGC1068, carried out with the Submillimeter Array. We further include in our analysis new 13CO(J=1-0) and improved 12CO(J=2-1) observations of NGC1068 at high angular resolution (1.0-2.0") and sensitivity, conducted with the IRAM Plateau de Bure Interferometer. Based on the complex dynamics of the molecular gas emission indicating non-circular motions in the central ~100pc, we propose a scenario in which part of the molecular gas in the circumnuclear disk of NGC1068 is radially blown outwards as a result of shocks. This shock scenario is further supported by quite warm (Tkin>=200K) and dense (nH2=10^4cm^-3) gas constrained from the observed molecular line ratios. The HCN abundance in the circumnuclear disk is found to be [HCN]/[12CO]=10^-3.5. This is slightly higher than the abundances derived for galactic and extragalactic starforming/starbursting regions. This results lends further support to X-ray enhanced HCN formation in the circumnuclear disk of NGC1068, as suggested by earlier studies. The HCO+ abundance ([HCO+]/[12CO]=10^-5) appears to be somewhat lower than that of galactic and extragalactic starforming/starbursting regions. When trying to fit the cm to mm continuum emission by different thermal and non-thermal processes, it appears that electron-scattered synchrotron emission yields the best results while thermal free-free emission seems to over-predict the mm continuum emission.

Two-dimensional particle-in-cell simulation of the expansion of a plasma into a rarefied medium

The expansion of a dense plasma through a more rarefied ionized medium has been studied by means of two-dimensional particle-in-cell simulations. The initial conditions involve a density jump by a factor of 100, located in the middle of an otherwise equally dense electron–proton plasma with uniform proton and electron temperatures of 10 eV and 1 keV, respectively. Simulations show the creation of a purely electrostatic collisionless shock together with an ion-acoustic soliton tied to its downstream region. The shock front is seen to evolve in filamentary structures consistently with the onset of the ion–ion instability. Meanwhile, an un-magnetized drift instability is triggered in the core part of the dense plasma. Such results explain recent experimental laser–plasma experiments, carried out in similar conditions, and are of intrinsic relevance to non-relativistic shock scenarios in the solar and astrophysical systems.

Chandra X-ray spectroscopy of the very early O supergiant HD 93129A: constraints on wind shocks and the mass-loss rate

We present analysis of both the resolved X-ray emission line profiles and the broadband X-ray spectrum of the O2 If* star HD 93129A, measured with the Chandra HETGS. This star is among the earliest and most massive stars in the Galaxy, and provides a test of the embedded wind shock scenario in a very dense and powerful wind. A major new result is that continuum absorption by the dense wind is the primary cause of the hardness of the observed X-ray spectrum, while intrinsically hard emission from colliding wind shocks contributes less than 10% of the X-ray flux. We find results consistent with the predictions of numerical simulations of the line-driving instability, including line broadening indicating an onset radius of X-ray emission of several tenths Rstar. Helium-like forbidden-to-intercombination line ratios are consistent with this onset radius, and inconsistent with being formed in a wind-collision interface with the star's closest visual companion at a distance of ~100 AU. The broadband X-ray spectrum is fit with a dominant emission temperature of just kT = 0.6 keV along with significant wind absorption. The broadband wind absorption and the line profiles provide two independent measurements of the wind mass-loss rate: Mdot = 5.2_{-1.5}^{+1.8} \times 10^{-6} Msun/yr and Mdot = 6.8_{-2.2}^{+2.8} \times 10^{-6} Msun/yr, respectively. This is the first consistent modeling of the X-ray line profile shapes and broadband X-ray spectral energy distribution in a massive star, and represents a reduction of a factor of 3 to 4 compared to the standard H-alpha mass-loss rate that assumes a smooth wind.

DETECTION OF HIGH-ENERGY GAMMA-RAY EMISSION DURING THE X-RAY FLARING ACTIVITY IN GRB 100728A

We present the simultaneous Swift and Fermi observations of the bright GRB100728A and its afterglow. The early X-ray emission is dominated by a vigorous flaring activity continuing until 1 ks after the burst. In the same time interval high energy emission is significantly detected by the Fermi/LAT. Marginal evidence of GeV emission is observed up to later times. We discuss the broadband properties of this burst within both the internal and external shock scenarios, with a particular emphasis on the relation between X-ray flares, the GeV emission and a continued long-duration central engine activity as their power source.

Where are the prompt emitting regions of long GRBs?

We have used a simple method to estimate the prompt emission radii of 27 Swift and 37 pre-Swift long gamma-ray bursts with known redshift and jet break time. The prompt γ-rays are found to emit mainly from a beamed jet with dynamic open angle narrower than its geometric open angle, suggesting an obviously dynamic evolution from prompt to follow-up phases for the jetted outflow. Under condition of the external shock scenario, we confirm that long gamma-ray bursts are produced at a larger radius of ∼1016 cm, which puts a strict constraint on the currently theoretical models.

Market risk stress testing for internationally active financial institutions

The paper develops a comprehensive framework for market risk stress testing in internationally active financial institutions. We begin by defining the scope and type of the stress test and explaining how to select risk factors and the stress time horizon. We then address challenges related to data gathering, followed by in-depth discussion of techniques for developing realistic shock scenarios. Next the process of shock application to a particular portfolio is described, followed by determination of portfolio profit and loss. We conclude by briefly discussing the issue of assigning probability to stress scenarios. We illustrate the framework by considering the development of a ?worst case? scenario using global financial market data from Thomson Reuters Datastream.

GeV emission from short gamma-ray bursts: the case of GRB 081024B

We investigate whether the high energy tail detected by the Fermi/LAT for the short GRB 081024B can be caused by synchrotron and self-Compton emission in the context of either the internal or external shock models. For the internal shock scenario, we explore the possibility of generating the high energy photons directly by means of the synchrotron process, or inverse Compton emission in which target photons are synchrotron photons produced in internal shocks taking place in a lately emitted shell (delayed internal shocks). In the external shock scenario, we test whether the high energy tail can be an extension of the afterglow synchrotron emission, or alternatively the inverse Compton component associated with the afterglow synchrotron photons. For the internal shock scenario, we conclude that only an inverse Compton component from delayed internal shocks can explain the high energy tail that extends to the GeV range. In the external shock scenario, we show that the high energy tail may be interpreted as synchrotron afterglow emission, if the slow cooling phase starts as early as a few seconds after the trigger. On the other hand, the observed high energy tail is consistent with an inverse Compton component of the afterglow in the fast cooling regime.

RADIATION SPECTRAL SYNTHESIS OF RELATIVISTIC FILAMENTATION

Radiation from many astrophysical sources, e.g., gamma-ray bursts and active galactic nuclei, is believed to arise from relativistically shocked collisionless plasmas. Such sources often exhibit highly transient spectra evolving rapidly compared with source lifetimes. Radiation emitted from these sources is typically associated with nonlinear plasma physics, complex field topologies, and non-thermal particle distributions. In such circumstances, a standard synchrotron paradigm may fail to produce accurate conclusions regarding the underlying physics. Simulating spectral emission and spectral evolution numerically in various relativistic shock scenarios is then the only viable method to determine the detailed physical origin of the emitted spectra. In this Letter, we present synthetic radiation spectra representing the early stage development of the filamentation (streaming) instability of an initially unmagnetized plasma, which is relevant for both collisionless shock formation and reconnection dynamics in relativistic astrophysical outflows as well as for laboratory astrophysics experiments. Results were obtained using a highly efficient in situ diagnostics method, based on detailed particle-in-cell modeling of collisionless plasmas. The synthetic spectra obtained here are compared with those predicted by a semi-analytical model for jitter radiation from the filamentation instability, the latter including self-consistent generated field topologies and particle distributions obtained from the simulations reported upon here. Spectra exhibit dependence on the presence—or the absence—of an inert plasma constituent, when comparing baryonic plasmas (i.e., containing protons) with pair plasmas. The results also illustrate that considerable care should be taken when using lower-dimensional models to obtain information about the astrophysical phenomena generating observed spectra.

Growth crisis in the EU — challenges and prospects

The following article uses a production function approach to analyse the long-term trends of the European growth potential. It describes the possibility of a further significant decline in the potential growth rate and the mechanisms of this decline. EU Member States are divided into five country groups, and the potential growth rates of each of these as well as the contribution of different growth factors are analysed. The great challenges facing the “catch-up” (Mediterranean and new) Member States with regard to convergence are outlined. Finally, the paper summarises the long-term trends, the impacts of potential shock scenarios on potential growth and the new risks originating from the crisis.

Effects of cerebral hypoperfusion on bispectral index: A randomised, controlled animal experiment during haemorrhagic shock

Background The aim of this porcine haemorrhagic shock model was to investigate the changes of bispectral index (BIS) after slow and fast recovery of cerebral perfusion, and its correlation with plasma propofol concentrations. Methods After Animal Investigational Committee approval, 16 pigs during propofol anaesthesia underwent a liver trauma with severe hypotension, and were randomly assigned to receive therapy for either slow recovery (fluid resuscitation; slow group; n = 8) or fast recovery of cerebral perfusion (vasopressor combined with hypertonic-saline-starch; fast group; n = 8), respectively. Cerebral perfusion pressure (CPP = MAP − ICP), cerebral tissue oxygenation index (TOI), BIS, and plasma concentrations of propofol and haemoglobin were measured at baseline (Pre-shock), haemodynamic decompensation (Shock), and 5 (Therapy) and 30 min (End) after therapy, respectively. Results CPP, TOI, and BIS decreased significantly during shock (pre-shock vs. shock, fast: CPP: 65 ± 14 vs. 15 ± 4 mm Hg; TOI: 64 ± 6 vs. 47 ± 7%; BIS 60 ± 5 vs. 9 ± 10; slow: CPP: 60 ± 12 vs. 13 ± 7 mm Hg; TOI: 68 ± 7 vs. 49 ± 7%; BIS 63 ± 5 vs. 13 ± 12; P < 0.05). In the fast group, CPP, TOI, and BIS increased after therapy compared to the slow group (Therapy, fast: CPP: 47 ± 15 mm Hg, TOI: 61 ± 7%, BIS: 47 ± 21; slow: CPP: 18 ± 9 mm Hg, TOI: 51 ± 5%, BIS: 21 ± 19; P < 0.05). Propofol and haemoglobin concentrations were comparable between groups throughout the resuscitation phase. Conclusions In a haemorrhagic shock scenario, therapies with different impact on cerebral perfusion resulted in differing changes of BIS values, while plasma propofol and haemoglobin concentrations were comparable during the resuscitation phase; this suggests that BIS may also have reflected changes of cerebral perfusion.

Stress testing of retail mortgages: a study based on non-stationary Markov chains and t-copula simulation

In this study, real-life retail mortgage loan data from a Chinese national commercial bank is used to generate the projected distribution over a set of predefined mortgage states or categories. Non-stationary Markov chain transition probabilities between these states are calculated using loan data from 57 consecutive months. In order to validate the model and assess the risk, we used the data gathered to simulate, by a t-copula method, the projected portfolio distribution over the states of a retail mortgage loan in different shock scenarios. The approach proposed in this paper can be readily extended to other retail credit products as well.

What macroeconomic shocks affect the German banking system?

PurposeThe paper is to understand how the financial system is influenced by macroeconomic shocks and how the financial stance, in turn, feeds back into the macroeconomic environment is key for policy makers. The most recent financial crisis has demonstrated the need for a deeper understanding of these interdependencies. The purpose of this paper is to analyze what macroeconomic shocks affect the soundness of the German banking system.Design/methodology/approachThe paper draws on a micro‐macro stress‐testing framework for the German banking system in which macroeconomic and bank‐specific data are used to identify the effects of various shocks in a structural vector autoregressive model, which includes main macroeconomic variables and an indicator of stress in the banking system. To this end, the sign‐restriction approach is applied.FindingsFirst, it is found that there is a close link between macroeconomic developments and the stance of the banking sector. Second, monetary policy shocks are the most influential shocks for distress in the banking sector. Third, fiscal policy shocks and real estate price shocks have a significant impact on the distress indicator, while evidence is mixed for the exchange rate. Fourth, for the identification of most shocks it is essential to work in the integrated model that combines the micro‐ and the macro‐sphere.Originality/valueThe paper analyzes various shock scenarios in an integrated micro‐macro framework that takes the mutual relationship between the financial stance and the macroeconomic environment into account.

X-ray temperatures and their radial distributions from winds of O-type supergiants: the effects of clumps

Context. Based on the multiphase hydrodynamical flows and the clump model, a two-fluid model of the O stars zeta Ori A and zeta Pup is investigated, in which the flow is described by a set of two components. Aims. I investigate the influence of clumps on the production of X-ray and derive wind parameters from a comparison with the X-ray temperature distributions in the wind of O-type supergiants. Methods. The velocity structure of the clump is assumed to be beta law, thus the transonic velocity structure of the ambient wind can be attained via the shooting method. Results. The mass, filling factor, and velocity structure of the clump are very sensitive to the post-shock temperatures. I find that the filling factor must be about 0.01 for fitting the observed X-ray temperatures. The mass of the clump cannot be smaller than 10(18) g. A clump carries about 10(-4) (M) over dot and 10(-5) (M) over dot for zeta Ori A and zeta Pup, respectively. The model with the exponent of clump velocity beta = 0.5-0.6 for O-type supergiants fits the observations better than one with the exponent beta = 0.8. Conclusions. These results indicate that the forward shock scenario can explain the X-ray emission, except for the hottest X-ray lines for O-type supergiants. Theoretical and observable evidence shows that a low velocity law should be applied to O-type supergiants.

Correlation between pulse-width and peak luminosity of single-pulse long gamma-ray bursts

With a sample of 21 single-pulse GRBs with redshift measurement and a sample of 65 single-pulse GRBs with pseudo redshift estimated by the luminosity-spectral lag relation, we show that the peak luminosities of GRB pulses are anti-correlated with pulse width, indicating that longer-pulses tend to be dimmer in the gamma-ray band. The anti-correlation is accessible with an internal shock scenario.

Chandraobservation of Cepheus A: the diffuse emission of HH 168 resolved

X-ray emission from massive stellar outflows has been detected in several cases. We present a Chandra observation of HH 168 and show that the soft X-ray emission from a plasma of 0.55 keV within HH 168 is diffuse. The X-ray emission is observed on two different scales: Three individual, yet extended, regions are embedded within a complex of low X-ray surface brightness. Compared to the bow shock the emission is displaced against the outflow direction. We show that there is no significant contribution from young stellar objects (YSOs) and discuss several shock scenarios that can produce the observed signatures. We establish that the X-ray emission of HH 168 is excited by internal shocks in contrast to simple models, which expect the bow shock to be the most X-ray luminous.

Intermethod Reliability of Real‐time Versus Delayed Videotaped Evaluation of a High‐fidelity Medical Simulation Septic Shock Scenario

High-fidelity medical simulation (HFMS) is increasingly utilized in resident education and evaluation. No criterion standard of assessing performance currently exists. This study compared the intermethod reliability of real-time versus videotaped evaluation of HFMS participant performance. Twenty-five emergency medicine residents and one transitional resident participated in a septic shock HFMS scenario. Four evaluators assessed the performance of participants on technical (26-item yes/no completion) and nontechnical (seven item, five-point Likert scale assessment) scorecards. Two evaluators provided assessment in real time, and two provided delayed videotape review. After 13 scenarios, evaluators crossed over and completed the scenarios in the opposite method. Real-time evaluations were completed immediately at the end of the simulation; videotape reviewers were allowed to review the scenarios with no time limit. Agreement between raters was tested using the intraclass correlation coefficient (ICC), with Cronbach's alpha used to measure consistency among items on the scores on the checklists. Bland-Altman plot analysis of both conditions revealed substantial agreement between the real-time and videotaped review scores by reviewers. The mean difference between the reviewers was 0.0 (95% confidence interval [CI] = -3.7 to 3.6) on the technical evaluation and -1.6 (95% CI = -11.4 to 8.2) on the nontechnical scorecard assessment. Comparison of evaluations for the videotape technical scorecard demonstrated a Cronbach's alpha of 0.914, with an ICC of 0.842 (95% CI = 0.679 to 0.926), and the real-time technical scorecard demonstrated a Cronbach's alpha of 0.899, with an ICC of 0.817 (95% CI = 0.633 to 0.914), demonstrating excellent intermethod reliability. Comparison of evaluations for the videotape nontechnical scorecard demonstrated a Cronbach's alpha of 0.888, with an ICC of 0.798 (95% CI = 0.600 to 0.904), and the real-time nontechnical scorecard demonstrated a Cronbach's alpha of 0.833, with an ICC of 0.714 (95% CI = 0.457 to 0.861), demonstrating substantial interrater reliability. The raters were consistent in agreement on performance within each level of training, as the analysis of variance demonstrated no significant differences between the technical scorecard (p = 0.176) and nontechnical scorecard (p = 0.367). Real-time and videotaped-based evaluations of resident performance of both technical and nontechnical skills during an HFMS septic shock scenario provided equally reliable methods of assessment.

Exercise-induced reduction in systemic vascular resistance: A covert killer and an unrecognised resuscitation challenge?

Systemic vascular resistance falls in exercise as a consequence of metabolically-linked vasodilatation in active skeletal muscles. This exercise-induced vasodilatation is closely linked with reduced muscle tissue oxygen tension in and is characterised by reduced response to adrenergic vasoconstrictor mechanisms which is often referred to as functional sympatholysis. Systemic arterial blood pressure in exercise is maintained at normal or, more commonly, at elevated levels by increase in cardiac output and increased sympathetic vasomotor tone. Recovery of normal resting skeletal muscle tissue oxygen tension and skeletal muscle vascular tone after exercise depends on the post-exercise recovery process. This process requires ongoing elevated skeletal muscle perfusion and can therefore be predicted to be impaired in shock and cardiopulmonary resuscitation scenarios. Comprehensive consideration of this exercise physiology and its extrapolation into shock, cardiac arrest and resuscitation scenarios supports the proposal that exercise-induced sympatholytic vasodilatation in skeletal muscle may be of considerable unrecognised significance for resuscitation medicine. MAIN HYPOTHESIS: Reduced systemic vascular resistance due to pre-existing exercise-induced sympatholytic vasodilatation in skeletal muscle can significantly exacerbate systemic arterial hypotension in acute shock states and resuscitation scenarios. SUB-HYPOTHESES: 1. Onset of syncope, clinical shock states and pulseless electrical activity can occur at significantly higher cardiac output levels in subjects who were engaged in immediate pre-morbid exercise as compared to resting subjects. 2. The efficacy of external chest compression in generating coronary and cerebral perfusion in cardiopulmonary resuscitation can be significantly impaired when cardiac arrest has occurred during exercise. 3. The efficacy of adrenergic vasopressor agents in resuscitation scenarios can be significantly impaired in subjects who were engaged in immediate pre-morbid exercise. The limited available evidence is compatible with the hypothesis being true but does not provide direct confirmation. There is no evidence available directly supporting or refuting the hypothesis. Significant potential clinical implications are outlined relating to the management of cardiopulmonary and trauma resuscitation for patients who were involved in immediate pre-morbid exercise, particularly, but not exclusively, at higher exercise intensities. There are also significant potential prognostic implications. Reduction in systemic vascular resistance due to exercise-induced sympatholytic vasodilatation in skeletal muscle may largely explain the reported poor success rate for cardiopulmonary resuscitation with prompt defibrillation for sudden cardiac arrest in young previously healthy athletes. Investigation of this unexplored area of pathophysiology poses major difficulties but could lead to significant improvements in the outcomes of resuscitation for patients who were involved in immediate pre-morbid exercise.

PROMPT HIGH-ENERGY EMISSION FROM PROTON-DOMINATED GAMMA-RAY BURSTS

The prompt emission of gamma-ray bursts (GRBs) is widely thought to be radiation from accelerated electrons, but an appreciably larger amount of energy could be carried by accelerated protons, particularly if GRBs are the sources of ultra-high-energy cosmic rays (UHECRs). We model the expected photon spectra for such "proton-dominated" GRBs in the internal shock scenario through Monte Carlo simulations, accounting for various processes related to high-energy electrons and protons. Besides proton and muon synchrotron components, emission from photomeson-induced secondary pair cascades becomes crucial, generally enhancing the GeV–TeV and/or eV–keV photons and offering a signature of UHE protons. In some cases, it can overwhelm the primary electron component and result in GRBs peaking in the 10 MeV–1 GeV range, which may be relevant to some bursts discussed in a recent re-analysis of EGRET TASC data. The dependence of the spectra on key quantities such as the bulk Lorentz factor, magnetic field, and proton-to-electron ratio is nontrivial due to the nonlinear nature of cascading and the interplay of electron- and proton-induced components. Observations by Fermi, ground-based telescopes, and other facilities should test these expectations and provide critical constraints on the proton acceleration efficiency.