140 resultados para Zero-coupon yield curve
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There exists a minimum in the Waring function, psi(T) = -d(ln p)/d(1/T), and in the Riedel function, alpha(T) = d(ln p)/d(In T), in the liquid-vapor coexistence curve for most fluids. By analyzing National Institute of Standards and Technology data for the molar enthalpy of vaporization and the compressibility variation at the liquid-vapor phase change of 105 fluids, we find that the temperatures of these minima are linearly correlated with the critical temperature, T-c. Using reduced coordinates, we also demonstrate that the minima are well-correlated with the acentric factor. These correlations are used for testing four well-known vapor pressure equations in the Pitzer corresponding states scheme.
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Purpose: The authors aim at developing a pseudo-time, sub-optimal stochastic filtering approach based on a derivative free variant of the ensemble Kalman filter (EnKF) for solving the inverse problem of diffuse optical tomography (DOT) while making use of a shape based reconstruction strategy that enables representing a cross section of an inhomogeneous tumor boundary by a general closed curve. Methods: The optical parameter fields to be recovered are approximated via an expansion based on the circular harmonics (CH) (Fourier basis functions) and the EnKF is used to recover the coefficients in the expansion with both simulated and experimentally obtained photon fluence data on phantoms with inhomogeneous inclusions. The process and measurement equations in the pseudo-dynamic EnKF (PD-EnKF) presently yield a parsimonious representation of the filter variables, which consist of only the Fourier coefficients and the constant scalar parameter value within the inclusion. Using fictitious, low-intensity Wiener noise processes in suitably constructed ``measurement'' equations, the filter variables are treated as pseudo-stochastic processes so that their recovery within a stochastic filtering framework is made possible. Results: In our numerical simulations, we have considered both elliptical inclusions (two inhomogeneities) and those with more complex shapes (such as an annular ring and a dumbbell) in 2-D objects which are cross-sections of a cylinder with background absorption and (reduced) scattering coefficient chosen as mu(b)(a)=0.01mm(-1) and mu('b)(s)=1.0mm(-1), respectively. We also assume mu(a) = 0.02 mm(-1) within the inhomogeneity (for the single inhomogeneity case) and mu(a) = 0.02 and 0.03 mm(-1) (for the two inhomogeneities case). The reconstruction results by the PD-EnKF are shown to be consistently superior to those through a deterministic and explicitly regularized Gauss-Newton algorithm. We have also estimated the unknown mu(a) from experimentally gathered fluence data and verified the reconstruction by matching the experimental data with the computed one. Conclusions: The PD-EnKF, which exhibits little sensitivity against variations in the fictitiously introduced noise processes, is also proven to be accurate and robust in recovering a spatial map of the absorption coefficient from DOT data. With the help of shape based representation of the inhomogeneities and an appropriate scaling of the CH expansion coefficients representing the boundary, we have been able to recover inhomogeneities representative of the shape of malignancies in medical diagnostic imaging. (C) 2012 American Association of Physicists in Medicine. [DOI: 10.1118/1.3679855]
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High temperature superconductivity in the cuprates remains one of the most widely investigated, constantly surprising and poorly understood phenomena in physics. Here, we describe briefly a new phenomenological theory inspired by the celebrated description of superconductivity due to Ginzburg and Landau and believed to describe its essence. This posits a free energy functional for the superconductor in terms of a complex order parameter characterizing it. We propose that there is, for superconducting cuprates, a similar functional of the complex, in plane, nearest neighbor spin singlet bond (or Cooper) pair amplitude psi(ij). Further, we suggest that a crucial part of it is a (short range) positive interaction between nearest neighbor bond pairs, of strength J'. Such an interaction leads to nonzero long wavelength phase stiffness or superconductive long range order, with the observed d-wave symmetry, below a temperature T-c similar to zJ' where z is the number of nearest neighbors; d-wave superconductivity is thus an emergent, collective consequence. Using the functional, we calculate a large range of properties, e. g., the pseudogap transition temperature T* as a function of hole doping x, the transition curve T-c(x), the superfluid stiffness rho(s)(x, T), the specific heat (without and with a magnetic field) due to the fluctuating pair degrees of freedom and the zero temperature vortex structure. We find remarkable agreement with experiment. We also calculate the self-energy of electrons hopping on the square cuprate lattice and coupled to electrons of nearly opposite momenta via inevitable long wavelength Cooper pair fluctuations formed of these electrons. The ensuing results for electron spectral density are successfully compared with recent experimental results for angle resolved photo emission spectroscopy (ARPES), and comprehensively explain strange features such as temperature dependent Fermi arcs above T-c and the ``bending'' of the superconducting gap below T-c.
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We reconsider standard uniaxial fatigue test data obtained from handbooks. Many S-N curve fits to such data represent the median life and exclude load-dependent variance in life. Presently available approaches for incorporating probabilistic aspects explicitly within the S-N curves have some shortcomings, which we discuss. We propose a new linear S-N fit with a prespecified failure probability, load-dependent variance, and reasonable behavior at extreme loads. We fit our parameters using maximum likelihood, show the reasonableness of the fit using Q-Q plots, and obtain standard error estimates via Monte Carlo simulations. The proposed fitting method may be used for obtaining S-N curves from the same data as already available, with the same mathematical form, but in cases in which the failure probability is smaller, say, 10 % instead of 50 %, and in which the fitted line is not parallel to the 50 % (median) line.
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We study zero-sum risk-sensitive stochastic differential games on the infinite horizon with discounted and ergodic payoff criteria. Under certain assumptions, we establish the existence of values and saddle-point equilibria. We obtain our results by studying the corresponding Hamilton-Jacobi-Isaacs equations. Finally, we show that the value of the ergodic payoff criterion is a constant multiple of the maximal eigenvalue of the generators of the associated nonlinear semigroups.
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We address the problem of high-resolution reconstruction in frequency-domain optical-coherence tomography (FDOCT). The traditional method employed uses the inverse discrete Fourier transform, which is limited in resolution due to the Heisenberg uncertainty principle. We propose a reconstruction technique based on zero-crossing (ZC) interval analysis. The motivation for our approach lies in the observation that, for a multilayered specimen, the backscattered signal may be expressed as a sum of sinusoids, and each sinusoid manifests as a peak in the FDOCT reconstruction. The successive ZC intervals of a sinusoid exhibit high consistency, with the intervals being inversely related to the frequency of the sinusoid. The statistics of the ZC intervals are used for detecting the frequencies present in the input signal. The noise robustness of the proposed technique is improved by using a cosine-modulated filter bank for separating the input into different frequency bands, and the ZC analysis is carried out on each band separately. The design of the filter bank requires the design of a prototype, which we accomplish using a Kaiser window approach. We show that the proposed method gives good results on synthesized and experimental data. The resolution is enhanced, and noise robustness is higher compared with the standard Fourier reconstruction. (c) 2012 Optical Society of America
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We present a detailed study of a 3+2+1] cascade cyclisation of vinylcyclopropanes (VCP) catalysed by a bromenium species (Brd+?Xd-) generated in situ, which results in the synthesis of chiral bicyclic amidines in a tandem one-pot operation. The formation of amidines involves the ring-opening of VCPs with Br?X, followed by a Ritter-type reaction with chloramine-T and a tandem cyclisation. The reaction has been further extended to vinylcyclobutane systems and involves a 4+2+1] cascade cyclisation with the same reagents. The versatility of the methodology has been demonstrated by careful choice of VCPs and VCBs to yield bicyclo4.3.0]-, -4.3.1]- and -4.4.0]amidines in enantiomerically pure form. On the basis of the experimental observations and DFT calculations, a reasonable mechanism has been put forth to account for the formation of the products and the observed stereoselectivity. We propose the existence of a p-stabilised homoallylic carbocation at the cyclopropane carbon as the reason for high stereoselectivity. DFT studies at B3LYP/6-311+G** and M06-2X/6-31+G* levels of theory in gas-phase calculations suggest the ring-opening of VCP is initiated at the p-complex stage (between the double bond and Br?X). This can be clearly perceived from the solution-phase (acetonitrile) calculations using the polarisable continuum model (PCM) solvation model, from which the extent of the ring opening of VCP was found to be noticeably high. Studies also show that the formation of zero-bridge bicyclic amidines is favoured over other bridged bicyclic amidines. The energetics of competing reaction pathways is compared to explain the product selectivity.
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In the present investigation, a Schiff base N'(1),N'(3)-bis(E)-(5-bromo-2-hydroxyphenyl)methylidene]benzene-1,3-d icarbohydrazide and its metal complexes have been synthesized and characterized. The DNA-binding studies were performed using absorption spectroscopy, emission spectra, viscosity measurements and thermal denatuaration studies. The experimental evidence indicated that, the Co(II), Ni(II) and Cu(II) complexes interact with calf thymus DNA through intercalation with an intrinsic binding constant K-b of 2.6 x 10(4) M-1, 5.7 x 10(4) M-1 and 4.5 x 10(4) M-1, respectively and they exhibited potent photo-damage abilities on pUC19 DNA, through singlet oxygen generation with quantum yields of 0.32, 0.27 and 0.30 respectively. The cytotoxic activity of the complexes resulted that they act as a potent photosensitizers for photochemical reactions. (C) 2012 Elsevier B.V. All rights reserved.
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Recently nano scale zero valent iron particles (nZVI) have been considered as smart adsorbent for environmental and groundwater remediation. Although several synthetic methods are available for the preparation of nZVI, air stable nZVI are not available for remediation works. Further, challenges demand synthesis of nZVI without stabilizers and capping agents. A modified methodology for the synthesis of air stable nZVI has been developed without any capping agents and characterized by powder X-Ray Diffraction (XRD), Scanning Electron Microscopy Energy-dispersive X-Ray (SEM-EDS), Transmission Electron Microscopy (TEM) and X-Ray Photoelectron Spectroscopy (XPS). The results of the present study suggest that the synthetic nZVI are air-stable over a period of one year and consists of particles of 30-40 nm in diameter. Although a layer of less than 3 am thick oxide/hydroxide is observed by TEM and XPS, it appears to be due to oxidation of outer surface during analysis. Adsorption study has shown that the synthetic nZVI are more effective adsorbent than the commercial nZVI and can remove simultaneously arsenite As-III] and arsenate As-V] from water without prior reduction of As-V to As-III. The removal process is adsorptive rather than precipitative and the removal of As-III is greater than that of As-V.
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A low complexity, essentially-ML decoding technique for the Golden code and the three antenna Perfect code was introduced by Sirianunpiboon, Howard and Calderbank. Though no theoretical analysis of the decoder was given, the simulations showed that this decoding technique has almost maximum-likelihood (ML) performance. Inspired by this technique, in this paper we introduce two new low complexity decoders for Space-Time Block Codes (STBCs)-the Adaptive Conditional Zero-Forcing (ACZF) decoder and the ACZF decoder with successive interference cancellation (ACZF-SIC), which include as a special case the decoding technique of Sirianunpiboon et al. We show that both ACZF and ACZF-SIC decoders are capable of achieving full-diversity, and we give a set of sufficient conditions for an STBC to give full-diversity with these decoders. We then show that the Golden code, the three and four antenna Perfect codes, the three antenna Threaded Algebraic Space-Time code and the four antenna rate 2 code of Srinath and Rajan are all full-diversity ACZF/ACZF-SIC decodable with complexity strictly less than that of their ML decoders. Simulations show that the proposed decoding method performs identical to ML decoding for all these five codes. These STBCs along with the proposed decoding algorithm have the least decoding complexity and best error performance among all known codes for transmit antennas. We further provide a lower bound on the complexity of full-diversity ACZF/ACZF-SIC decoding. All the five codes listed above achieve this lower bound and hence are optimal in terms of minimizing the ACZF/ACZF-SIC decoding complexity. Both ACZF and ACZF-SIC decoders are amenable to sphere decoding implementation.
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Composite Right/Left Handed (CRLH) transmission line (TL) based electronically tunable 1.5 cell zero order resonator (ZOR) is demonstrated with microstrip technology by use of varactors. A novel mechanism for DC bias for the varactor is proposed. This is achieved by patterning the ground plane of microstrip thereby reducing the complexity of DC feed mechanism. This approach also mitigates the effect of parasitics arising from DC feed choke appearing in the RF signal path.
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For most fluids, there exist a maximum and a minimum in the curvature of the reduced vapor pressure curve, p(r) = p(r)(T-r) (with p(r) = p/p(c) and T-r = T/T-c, p(c) and T-c being the pressure and temperature at the critical point). By analyzing National Institute of Standards and Technology (NIST) data on the liquid-vapor coexistence curve for 105 fluids, we find that the maximum occurs in the reduced temperature range 0.5 <= T-r <= 0.8 while the minimum occurs in the reduced temperature range 0.980 <= T-r <= 0.995. Vapor pressure equations for which d(2)p(r)/dT(r)(2) diverges at the critical point present a minimum in their curvature. Therefore, the point of minimum curvature can be used as a marker for the critical region. By using the well-known Ambrose-Walton (AW) vapor pressure equation we obtain the reduced temperatures of the maximum and minimum curvature in terms of the Pitzer acentric factor. The AW predictions are checked against those obtained from NIST data. (C) 2013 Elsevier Ltd. All rights reserved.
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The mathematical model for diffuse fluorescence spectroscopy/imaging is represented by coupled partial differential equations (PDEs), which describe the excitation and emission light propagation in soft biological tissues. The generic closed-form solutions for these coupled PDEs are derived in this work for the case of regular geometries using the Green's function approach using both zero and extrapolated boundary conditions. The specific solutions along with the typical data types, such as integrated intensity and the mean time of flight, for various regular geometries were also derived for both time-and frequency-domain cases. (C) 2013 Optical Society of America
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The paper addresses experiments and modeling studies on the use of producer gas, a bio-derived low energy content fuel in a spark-ignited engine. Producer gas, generated in situ, has thermo-physical properties different from those of fossil fuel(s). Experiments on naturally aspirated and turbo-charged engine operation and subsequent analysis of the cylinder pressure traces reveal significant differences in the heat release pattern within the cylinder compared with a typical fossil fuel. The heat release patterns for gasoline and producer gas compare well in the initial 50% but beyond this, producer gas combustion tends to be sluggish leading to an overall increase in the combustion duration. This is rather unexpected considering that producer gas with nearly 20% hydrogen has higher flame speeds than gasoline. The influence of hydrogen on the initial flame kernel development period and the combustion duration and hence on the overall heat release pattern is addressed. The significant deviations in the heat release profiles between conventional fuels and producer gas necessitates the estimation of producer gas-specific Wiebe coefficients. The experimental heat release profiles are used for estimating the Wiebe coefficients. Experimental evidence of lower fuel conversion efficiency based on the chemical and thermal analysis of the engine exhaust gas is used to arrive at the Wiebe coefficients. The efficiency factor a is found to be 2.4 while the shape factor m is estimated at 0.7 for 2% to 90% burn duration. The standard Wiebe coefficients for conventional fuels and fuel-specific coefficients for producer gas are used in a zero D model to predict the performance of a 6-cylinder gas engine under naturally aspirated and turbo-charged conditions. While simulation results with standard Wiebe coefficients result in excessive deviations from the experimental results, excellent match is observed when producer gas-specific coefficients are used. Predictions using the same coefficients on a 3-cylinder gas engine having different geometry and compression ratio(s) indicate close match with the experimental traces highlighting the versatility of the coefficients.