226 resultados para stochastic discount factor
Resumo:
We obtain stringent bounds in the < r(2)>(K pi)(S)-c plane where these are the scalar radius and the curvature parameters of the scalar K pi form factor, respectively, using analyticity and dispersion relation constraints, the knowledge of the form factor from the well-known Callan-Treiman point m(K)(2)-m(pi)(2), as well as at m(pi)(2)-m(K)(2), which we call the second Callan-Treiman point. The central values of these parameters from a recent determination are accomodated in the allowed region provided the higher loop corrections to the value of th form factor at the second Callan-Treiman point reduce the one-loop result by about 3% with F-K/F-pi = 1.21. Such a variation in magnitude at the second Callan-Treiman point yields 0.12 fm(2) less than or similar to < r(2)>(K pi)(S) less than or similar to 0.21 fm(2) and 0.56 GeV-4 less than or similar to c less than or similar to 1.47 GeV-4 and a strong correlation between them. A smaller value of F-K/F-pi shifts both bounds to lower values.
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We study the constraints arising on the expansion parameters c and d of the pion electromagnetic form factor from the inclusion of pure spacelike data and the phase of timelike data along with one spacelike datum, using as input the first derivative of the QCD polarization amplitude Pi'(-Q(2)). These constraints when combined with other analyses, provide a valuable check on a determination of c due to Guo et al. and on our previous work where pionic contribution to the (g - 2) of the muon was used as the input. This work further illustrates the power of analyticity techniques in form factor analysis.
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This paper presents a new algorithm for the step-size change of instantaneous adaptive delta modulator. The present strategy is such that the step-size at any sampling instant can increase or decrease by either of the two constant factors or can remain the same, depending upon the combination of three or four most recent output bits. The quantizer has been simulated on a digital computer, and its performance compared with other quantizers. The figure of merit used is the SNR with gaussian signals as the input. The results indicate that the new design can give an improved SNR over a wider dynamic range and fast response to step inputs, as compared to the earlier systems.
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The structural integrity of any member subjected to a load gets impaired due to the presence of cracks or crack-like defects. The notch severity is one of the several parameters that promotes the brittle fracture. The most severe one is an ideal crack with infinitesimal width and infinitesimal or zero root radius. Though analytical investigations can handle an ideal crack, experimental work, either to validate the analytical conclusions or to impose the bounds, needs to be carried out on models or specimens containing the cracks which are far from the ideal ones. Thus instead of an ideal crack with infinitesimal width the actual model will have a slot or a slit of finite width and instead of a crack ending in zero root radius, the model contains a slot having a finite root radius. Another factor of great significance at the root is the notch angle along which the transition from the slot to the root takes place. This paper is concerned with the photoelastic determination of the notch stress intensity factor in the case of a “crack” subjected to Mode 1 deformation.
Resumo:
The coalescence of nearly rigid liquid droplets in a turbulent flow field is viewed as the drainage of a thin film of liquid under the action of a stochastic force representing the effect of turbulence. The force squeezing the drop pair is modelled as a correlated random function of time. The drops are assumed to coalesce once the film thickness becomes smaller than a critical thickness while they are regarded as separated if their distance of separation is larger than a prescribed distance. A semi-analytical solution is derived to determine the coalescence efficiency. The veracity of the solution procedure is established via a Monte-Carlo solution scheme. The model predicts a reversing trend of the dependence of the coalescence efficiency on the drop radii, the film liquid viscosity and the turbulence energy dissipation per unit mass, as the relative fluctuation increases. However, the dependence on physical parameters is weak (especially at high relative fluctuation) so that for the smallest droplets (which are nearly rigid) the coalescence efficiency may be treated as an empirical constant. The predictions of this model are compared with those of a white-noise force model. The results of this paper and those in Muralidhar and Ramkrishna (1986, Ind. Engng Chem. Fundam. 25, 554-56) suggest that dynamic drop deformation is the key factor that influences the coalescence efficiency.
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Abstract is not available.
Efficient implementations of a pseudodynamical stochastic filtering strategy for static elastography
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A computationally efficient pseudodynamical filtering setup is established for elasticity imaging (i.e., reconstruction of shear modulus distribution) in soft-tissue organs given statically recorded and partially measured displacement data. Unlike a regularized quasi-Newton method (QNM) that needs inversion of ill-conditioned matrices, the authors explore pseudodynamic extended and ensemble Kalman filters (PD-EKF and PD-EnKF) that use a parsimonious representation of states and bypass explicit regularization by recursion over pseudotime. Numerical experiments with QNM and the two filters suggest that the PD-EnKF is the most robust performer as it exhibits no sensitivity to process noise covariance and yields good reconstruction even with small ensemble sizes.
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Time series, from a narrow point of view, is a sequence of observations on a stochastic process made at discrete and equally spaced time intervals. Its future behavior can be predicted by identifying, fitting, and confirming a mathematical model. In this paper, time series analysis is applied to problems concerning runwayinduced vibrations of an aircraft. A simple mathematical model based on this technique is fitted to obtain the impulse response coefficients of an aircraft system considered as a whole for a particular type of operation. Using this model, the output which is the aircraft response can be obtained with lesser computation time for any runway profile as the input.
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Analytical solutions are presented for the effectiveness factor of a zeroth-order reaction with volume change and nonuniform catalyst activity profile in slab, cylinder and spherical pellets. The possibility of shape normalization is considered for a variety of activity profiles and pellet shapes. When the catalyst activity at the external surface of the pellet is non-zero, shape normalization is obtained, which makes the asymptotic behavior of the effectiveness factor identical for small and large values of Thiele modulus, however, the normalization can lead to significant errors, particularly for the case of activity profiles decreasing towards the outer surface of the catalyst.
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We present a theoretical calculation of the dynamic structure factor, S(k, ω), at the liquid-solid interface for large values of the wavevector k. An analytic expression is derived which shows the evolution of the elastic peak as the solid surface is approached from the liquid side.
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This paper reports an experimental investigation carried out, using the photoelastic technique, to determine the Mode I stress intensity factor in case of cracks of varying a/w ratio in single edge-notch specimens. The photoelastic information was analysed using the several methods proposed by earlier workers. The experimental results are compared with the analytical expressions.
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Syntheses of protein molecules in a cell are carried out by ribosomes.A ribosome can be regarded as a molecular motor which utilizes the input chemical energy to move on a messenger RNA (mRNA) track that also serves as a template for the polymerization of the corresponding protein. The forward movement, however, is characterized by an alternating sequence of translocation and pause. Using a quantitative model, which captures the mechanochemical cycle of an individual ribosome, we derive an exact analytical expression for the distribution of its dwell times at the successive positions on the mRNA track. Inverse of the average dwell time satisfies a Michaelis-Menten-type'' equation and is consistent with the general formula for the average velocity of a molecular motor with an unbranched mechanochemical cycle. Extending this formula appropriately, we also derive the exact force-velocity relation for a ribosome. Often many ribosomes each synthesizes a copy of the same protein. We extend the model of a single ribosome by incorporating steric exclusion of different individuals on the same track. We draw the phase diagram of this model of ribosome traffic in three-dimensional spaces spanned by experimentally controllable parameters. We suggest new experimental tests of our theoretical predictions.
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Anti-factor VIII (FVIII) inhibitory IgG may arise as alloantibodies to therapeutic FVIII in patients with congenital hemophilia A, or as autoantibodies to endogenous FVIII in individuals with acquired hemophilia. We have described FVIII-hydrolyzing IgG both in hemophilia A patients with anti-FVIII IgG and in acquired hemophilia patients. Here, we compared the properties of proteolytic auto- and allo-antibodies. Rates of FVIII hydrolysis differed significantly between the two groups of antibodies. Proline-phenylalanine-arginine-methylcoumarinamide was a surrogate substrate for FVIII-hydrolyzing autoantibodies. Our data suggest that populations of proteolytic anti-FVIII IgG in acquired hemophilia patients are different from that of inhibitor-positive hemophilia A patients.
Resumo:
A transformation is suggested which can transform a non-Gaussian monthly hydrological time series into a Gaussian one. The suggested approach is verified with data of ten Indian rainfall time series. Incidentally, it is observed that once the deterministic trends are removed, the transformation leads to an uncorrelated process for monthly rainfall. The procedure for normalization is general enough in that it should be also applicable to river discharges. This is verified to a limited extent by considering data of two Indian river discharges.
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Enzymes belonging to the M1 family play important cellular roles and the key amino acids (aa) in the catalytic domain are conserved. However, C-terminal domain aa are highly variable and demonstrate distinct differences in organization. To address a functional role for the C-terminal domain, progressive deletions were generated in Tricorn interacting factor F2 from Thermoplasma acidophilum (F2) and Peptidase N from Escherichia coli (PepN). Catalytic activity was partially reduced in PepN lacking 4 C-terminal residues (PepNΔC4) whereas it was greatly reduced in F2 lacking 10 C-terminal residues (F2ΔC10) or PepN lacking eleven C-terminal residues (PepNΔC11). Notably, expression of PepNΔC4, but not PepNΔC11, in E. coliΔpepN increased its ability to resist nutritional and high temperature stress, demonstrating physiological significance. Purified C-terminal deleted proteins demonstrated greater sensitivity to trypsin and bound stronger to 8-amino 1-napthalene sulphonic acid (ANS), revealing greater numbers of surface exposed hydrophobic aa. Also, F2 or PepN containing large aa deletions in the C-termini, but not smaller deletions, were present in high amounts in the insoluble fraction of cell extracts probably due to reduced protein solubility. Modeling studies, using the crystal structure of E. coli PepN, demonstrated increase in hydrophobic surface area and change in accessibility of several aa from buried to exposed upon deletion of C-terminal aa. Together, these studies revealed that non-conserved distal C-terminal aa repress the surface exposure of apolar aa, enhance protein solubility, and catalytic activity in two soluble and distinct members of the M1 family.