98 resultados para Sharpe ratio


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This is the first part of direct numerical simulation (DNS) of double-diffusive convection in a slim rectangular enclosure with horizontal temperature and concentration gradients. We consider the case with the thermal Rayleigh number of 10^5, the Pradtle number of 1, the Lewis number of 2, the buoyancy ratio of composition to temperature being in the range of [0,1], and height-to-width aspect ration of 4. A new 7th order upwind compact scheme was developed for approximation of convective terms, and a three-stage third-order Runge-Kutta method was employed for time advancement. Our DNS suggests that with the buoyancy ratio increasing form 0 to 1, the flow of transition is a complex series changing fromthe steady to periodic, chaotic, periodic, quasi-periodic, and finally back to periodic. There are two types of periodic flow, one is simple periodic flow with single fundamental frequency (FF), and another is complex periodic flow with multiple FFs. This process is illustrated by using time-velocity histories, Fourier frequency spectrum analysis and the phase-space rajectories.

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Under coronal conditions, the steady state rate-equations are used to calculate the inter-stage line ratios between Li-like Is(2)2p(P-2(3/2))-> 1s(2)2s -> ((2) S-1/2) and He-like 1s2p (P-1(1))-> 1s(2) (S-1(0)) transitions for Ti in the electronic temperature ranges from 0.1 keV to 20 keV. The results show that the. temperature sensitivities are higher at the electronic temperature less than 5000 eV and the temperature sensitivities will decrease with the increase of electronic temperature.

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We propose a united theory that describes the two-center recording system by taking scattering noise into account. The temporal evolution of the signal-to-noise ratio in doubly doped photorefractive crystals is described based on jointly solving material equations and coupled-wave equations with the fourth-order Runge-Kutta method. Roles of microcosmic optical parameters of dopants on the signal-to-noise ratio are discussed in detail. The theoretical results can confirm and predict experimental results. (c) 2005 Elsevier GmbH. All rights reserved.

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When noises considerations are made, nonredundant arrays (NRAs) are endowed with many advantages which other arrays e.g., uniformly redundant arrays (URAs) do not possess in applications of coded aperture imaging. However, lower aperture opening ratio limits the applications of NRA in practice. In this paper, we present a computer searching method based on a global optimization algorithm named DIRECT to design NRAs. Compared with the existing NRAs e.g., Golay's NRAs, which are well known and widely used in various applications, NRAs found by our method have higher aperture opening ratio and auto correlation compression ratio. These advantages make our aperture arrays be very useful for practical applications especially for which of aperture size are limited. Here, we also present some aperture arrays we found. These aperture arrays have an interesting property that they belong to both NRA and URA. (C) 2006 Elsevier GmbH. All rights reserved.

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A deep binary silicon grating as high-extinction-ratio reflective polarizing beam splitter (PBS) at the wavelength of 1550 nm is presented. The design is based on the phenomenon of total internal reflection (TIR) by using the rigorous coupled wave analysis (RCWA). The extinction ratio of the rectangular PBS grating can reach 2.5×105 with the optimum grating period of 397 nm and groove depth of 1.092 μm. The effciencies of TM-polarized wave in the 0th order and TE-polarized wave in the −1st order can both reach unity at the Littrow angle. Holographic recording technology and inductively coupled plasma (ICP) etching could be used to fabricate the silicon PBS grating.

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This study investigated, through large-scale statistical analysis of the global population, whether the human sex ratio is skewing worldwide, and if so, why and how it shifts, and the impact of any shift on human reproduction. A significant imbalance of t

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Repeated low-dose morphine treatment facilitates delayed-escape behaviour of hippocampus-dependent Morris water maze and morphine withdrawal influences hippocampal NMDA receptor-dependent synaptic plasticity. Here, we examined whether and how morphine wit

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The present study aimed to evaluate the effect of dietary linolenic acid (LNA)linoleic acid (LA) ratio on growth performance, hepatic fatty acid profile and intermediary metabolism of juvenile yellow catfish Pelteobagrus fulvidraco. Six isonitrogenous and isolipidic diets were formulated to contain incremental levels of LNA from 0 to 5% at the expense of corn oil (rich in LA), resulting in six dietary treatments with LNA to LA ratios ranging from 0.35 to 14.64. The experiment continued for 7 weeks. Best growth and feed intake were obtained in the fish fed the diets containing the LNA/LA ratios of 1.17 and 2.12 (P<0.05). In contrast, feed conversion ratio was the lowest for fish fed the diets containing the LNA/LA ratios of 1.17 and 2.12 (P<0.05). Dietary LNA to LA ratios significantly influenced viscerosomatic index and hepatosomatic index (P<0.05), but not condition factor (P>0.05). Body composition was also significantly influenced by dietary LNA to LA ratios (P<0.05). Generally, liver FA compositions reflected dietary FA profiles. Declining LA and increasing LNA contents in liver were observed with the increasing dietary LNA/LA ratios (P<0.05). Eicosapentaenoic acid (EPA) and docosahexaenoic acid (DHA) increased with the increasing LNA to LA ratios, suggesting that yellow catfish could elongate and desaturate C18 polyunsaturated fatty acids into highly unsaturated fatty acids. As a consequence, the n-6 fatty acids (FA) declined, and total n-3 FA and n-3/n-6 ratios increased with the dietary ratios of LNA/LA (P<0.05). Dietary LNA to LA ratios significantly influenced several enzymatic activities involved in liver intermediary metabolism (P<0.05), such as lipoprotein lipase, hepatic lipase, pyruvate kinase, succinate dehydrogenase, malic dehydrogenase and lactate dehydrogenase, suggesting that dietary LNA/LA ratios had significant effects on nutrient metabolism in the liver. To our knowledge this is the first demonstration of the effects of dietary LNA to LA ratios on the enzymatic activities of liver in fish, which provides information on diet quality and utilization, and can also be used as an indicator of the nutritional status of this fish. (C) 2009 Elsevier B.V. All rights reserved.