140 resultados para Zero-coupon yield curve

em Indian Institute of Science - Bangalore - Índia


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Test results reported on several natural sensitive soils show significant anisotropy of the yield curves, which are generally oriented along the coefficient of earth pressure at rest (K-0) axis. An attempt is made in this paper to explain the anisotropy in yielding from microstructural considerations. An elliptic pore, with particle domains aligned along the periphery of the pore, and with the major axis of the pore being oriented along the direction of the in situ major principal stress, is chosen as the unit of microstructure. An analysis of forces at the interdomain contacts around the ellipse is carried out with reference to experimentally determined yield stress conditions of one soil, and a yield criteria is defined. The analysis, with the proposed yield criteria, enables one to define the complete yield curve for any other soil from the results of only two tests (one constant eta compression test with eta close to eta(K?0), where eta is the stress ratio (= q/p) and eta(K?0) is the stress ratio corresponding to anisotropic K-0 compression, and another undrained shear test). Predicted yield curves are compared with experimental yield curves of several soils reported in the literature.

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We present an extensive study on magnetic and transport properties of La(0.85)Sr(0.15)CoO(3) single crystals grown by a float zone method to address the issue of phase separation versus spin-glass (SG) behavior. The dc magnetization study reveals a kink in field-cooled magnetization, and the peak in the zero-field-cooling curve shifts to lower temperature at modest dc fields, indicating the SG magnetic phase. The ac susceptibility study exhibits a considerable frequency-dependent peak shift (similar to 4 K) and a time-dependent memory effect below the freezing temperature. In addition, the characteristic time scale tau(0) estimated from the frequency-dependent ac susceptibility measurement is found to be similar to 10(-13) s, which matches well with typical values observed in canonical SG systems. The transport relaxation study evidently demonstrates the time-dependent glassy phenomena. In essence, all our experimental results corroborate the existence of SG behavior in La(0.85)Sr(0.15)CoO(3) single crystals.

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In the present paper, the constitutive model is proposed for cemented soils, in which the cementation component and frictional component are treated separately and then added together to get overall response. The modified Cam clay is used to predict the frictional resistance and an elasto-plastic strain softening model is proposed for the cementation component. The rectangular isotropic yield curve proposed by Vatsala (1995) for the bond component has been modified in order to account for the anisotropy generally observed in the case of natural soft cemented soils. In this paper, the model proposed is used to predict the experimental results of extension tests on the soft cemented soils whereas compression test results are presented elsewhere. The model predictions compare quite satisfactorily with the observed response. A few input parameters are required which are well defined and easily determinable and the model uses associated flow rule.

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A primary motivation for this work arises from the contradictory results obtained in some recent measurements of the zero-crossing frequency of turbulent fluctuations in shear flows. A systematic study of the various factors involved in zero-crossing measurements shows that the dynamic range of the signal, the discriminator characteristics, filter frequency and noise contamination have a strong bearing on the results obtained. These effects are analysed, and explicit corrections for noise contamination have been worked out. New measurements of the zero-crossing frequency N0 have been made for the longitudinal velocity fluctuation in boundary layers and a wake, for wall shear stress in a channel, and for temperature derivatives in a heated boundary layer. All these measurements show that a zero-crossing microscale, defined as Λ = (2πN0)−1, is always nearly equal to the well-known Taylor microscale λ (in time). These measurements, as well as a brief analysis, show that even strong departures from Gaussianity do not necessarily yield values appreciably different from unity for the ratio Λ/λ. Further, the variation of N0/N0 max across the boundary layer is found to correlate with the familiar wall and outer coordinates; the outer scaling for N0 max is totally inappropriate, and the inner scaling shows only a weak Reynolds-number dependence. It is also found that the distribution of the interval between successive zero-crossings can be approximated by a combination of a lognormal and an exponential, or (if the shortest intervals are ignored) even of two exponentials, one of which characterizes crossings whose duration is of the order of the wall-variable timescale ν/U2*, while the other characterizes crossings whose duration is of the order of the large-eddy timescale δ/U[infty infinity]. The significance of these results is discussed, and it is particularly argued that the pulse frequency of Rao, Narasimha & Badri Narayanan (1971) is appreciably less than the zero-crossing rate.

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Sensitive soils, in general, are prone to mechanical disturbances while sampling, handling, and testing. This necessitates the prediction of true field behavior. The compressibility response of such soils is typical of having three zones, mechanistically explained as nonparticulate, transitional, and particulate. Such zoning has enabled the development of a simple method to predict the field compressibility response of the sample. The field compression curve with sigmact act as the most probable yield stress is considered to reflect 0% disturbance. By a comparison of experimentally determined sigmac and sigmact, it is possible to estimate the degree of sample disturbance. When the value of sigmac is closer to sigmact, the sampling disturbance approaches zero. As the value of sigmac reduces, the degree of sampling disturbance increases. The possibility of using this degree of sample disturbance from compressibility data to obtain other true properties from laboratory results of the sampled specimens has been examined.

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A clear definition of an approximate parametrization of the curve of intersection of (n-1) implicit surfaces in Rn is given. It is justified that marching methods yield such an approximation.

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We examine the shear-thinning behaviour of a two dimensional yield stress bearing monolayer of sorbitan tristearate at air/water interface. The flow curve consists of a linear region at low shear stresses/shear rates, followed by a stress plateau at higher values. The velocity profile obtained from particle imaging velocimetry indicates that shear banding occurs, showing coexistence of the fluidized region near the rotor and solid region with vanishing shear-rate away from the rotor. In the fluidized region, the velocity profile, which is linear at low shear rates, becomes exponential at the onset of shear-thinning, followed by a time varying velocity profile in the plateau region. At low values of constant applied shear rates, the viscosity of the film increases with time, thus showing aging behaviour like in soft glassy three-dimensional (3D) systems. Further, at the low values of the applied stress in the yield stress regime, the shear-rate fluctuations in time show both positive and negative values, similar to that observed in sheared 3D jammed systems. By carrying out a statistical analysis of these shear-rate fluctuations, we estimate the effective temperature of the soft glassy monolayer using the Galavatti-Cohen steady state fluctuation relation.

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We demonstrate a rigidity percolation transition and the onset of yield stress in a dilute aqueous dispersion of graphene oxide platelets (aspect ratio similar to 5000) above a critical volume fraction of 3.75 x 10(-4) with a percolation exponent of 2.4 +/- 0.1. The viscoelastic moduli of the gel at rest measured as a function of time indicate the absence of structural evolution of the 3D percolated network of disks. However a shear-induced aging giving rise to a compact jammed state and shear rejuvenation indicating a homogenous flow is observed when a steady shear stress (sigma) is imposed in creep experiments. We construct a shear diagram (sigma vs. volume fraction phi) and the critical stress above which shear rejuvenation occurs is identified as the yield stress sigma(y) of the gel. The minimum steady state shear rate (gamma) over dot(m) obtained from creep experiments agrees well with the end of the plateau region in a controlled shear rate flow curve, indicating a shear localization below (gamma) over dot(m). A steady state shear banding in the plateau region of the flow curve observed in particle velocimetry measurements in a Couette geometry confirms that the dilute suspensions of GO platelets form a thixotropic yield stress fluid.

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This is the first report on studies carried out in detail on high-pressure oxygen copolymerization (> 50 psi) of the vinyl monomers styrene and alpha-methylstyrene (AMS). The saturation pressure of oxygen for AMS oxidation, hitherto obscure, is found to be 300 psi. Whereas the ease of oxidation is more favorable for styrene, the rate and yield of polyperoxide formation are higher for AMS. This is explained on the basis of the reactivity of the corresponding alkyl and peroxy radicals. Below 50 degrees C, degradation of the poly(styrene peroxide) formed is about 2.5 times less than that observed above 50 degrees C, so much so that it gives a break in the rate curve, and thereafter the rate is lowered. Normal free radical kinetics is followed before the break point, after which the monomer and initiator exponents become unusually high. This is interpreted on the basis of chain transfer to the degradation products. The low molecular weight of polyperoxides has been attributed to the (i) low reactivity of RO(2)(.) toward the monomer, (ii) chain transfer to degradation products, (iii) facile cleavage of O-O bond, followed by unzipping to nonradical products, and (iv) higher stability of the reinitiating radicals. At lower temperatures, (i) predominates, whereas at higher temperatures, chiefly (ii)-(iv) are the case.

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Using Terzaghi's degree of consolidation, U, and the time factor, T, relationship, if M-U1 and M-U2 (M-U1 not equal M-U2) are slopes of the U-root T curve at any two time factors T-U1 and T-U2, then it can be shown that a unique relationship exists between T-U2/T-U1, M-U1/M-U2, and TU, (or TU2), and knowing any two of these, the third can be uniquely determined. A chart, called the T chart, has been plotted using these three variables for quickly determining T and U at any experimental time, t, to determine the coefficient of consolidation, c(v), corrected zero settlement, delta(o), and ultimate primary settlement, delta(100). The chart can be used even in those cases where settlement and time, at the instant of load increment, are not known.

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The present work focuses on simulation of nonlinear mechanical behaviors of adhesively bonded DLS (double lap shear) joints for variable extension rates and temperatures using the implicit ABAQUS solver. Load-displacement curves of DLS joints at nine combinations of extension rates and environmental temperatures are initially obtained by conducting tensile tests in a UTM. The joint specimens are made from dual phase (DP) steel coupons bonded with a rubber-toughened adhesive. It is shown that the shell-solid model of a DLS joint, in which substrates are modeled with shell elements and adhesive with solid elements, can effectively predict the mechanical behavior of the joint. Exponent Drucker-Prager or Von Mises yield criterion together with nonlinear isotropic hardening is used for the simulation of DLS joint tests. It has been found that at a low temperature (-20 degrees C), both Von Mises and exponent Drucker-Prager criteria give close prediction of experimental load-extension curves. However. at a high temperature (82 degrees C), Von Mises condition tends to yield a perceptibly softer joint behavior, while the corresponding response obtained using exponent Drucker-Prager criterion is much closer to the experimental load-displacement curve.

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Conductance measurements of junctions between a high- superconductor and a metallic oxide have been carried out along the a-b plane to examine the tunnel-junction spectra. For these measurements, in situ films have been grown on c-axis oriented thin films using the pulsed laser deposition technique. Two distinctive energy gaps have been observed along with conductance peaks around zero bias. The analysis of zero-bias conductance and energy gap data suggests the presence of midgap states located at the centre of a finite energy gap. The results obtained are also in accordance with the d-wave nature of high- superconductors.

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We report an experimental study of a new type of turbulent flow that is driven purely by buoyancy. The flow is due to an unstable density difference, created using brine and water, across the ends of a long (length/diameter = 9) vertical pipe. The Schmidt number Sc is 670, and the Rayleigh number (Ra) based on the density gradient and diameter is about 10(8). Under these conditions the convection is turbulent, and the time-averaged velocity at any point is `zero'. The Reynolds number based on the Taylor microscale, Re-lambda, is about 65. The pipe is long enough for there to be an axially homogeneous region, with a linear density gradient, about 6-7 diameters long in the midlength of the pipe. In the absence of a mean flow and, therefore, mean shear, turbulence is sustained just by buoyancy. The flow can be thus considered to be an axially homogeneous turbulent natural convection driven by a constant (unstable) density gradient. We characterize the flow using flow visualization and particle image velocimetry (PIV). Measurements show that the mean velocities and the Reynolds shear stresses are zero across the cross-section; the root mean squared (r.m.s.) of the vertical velocity is larger than those of the lateral velocities (by about one and half times at the pipe axis). We identify some features of the turbulent flow using velocity correlation maps and the probability density functions of velocities and velocity differences. The flow away from the wall, affected mainly by buoyancy, consists of vertically moving fluid masses continually colliding and interacting, while the flow near the wall appears similar to that in wall-bound shear-free turbulence. The turbulence is anisotropic, with the anisotropy increasing to large values as the wall is approached. A mixing length model with the diameter of the pipe as the length scale predicts well the scalings for velocity fluctuations and the flux. This model implies that the Nusselt number would scale as (RaSc1/2)-Sc-1/2, and the Reynolds number would scale as (RaSc-1/2)-Sc-1/2. The velocity and the flux measurements appear to be consistent with the Ra-1/2 scaling, although it must be pointed out that the Rayleigh number range was less than 10. The Schmidt number was not varied to check the Sc scaling. The fluxes and the Reynolds numbers obtained in the present configuration are Much higher compared to what would be obtained in Rayleigh-Benard (R-B) convection for similar density differences.

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We propose an exactly solvable model for the two-state curve-crossing problem. Our model assumes the coupling to be a delta function. It is used to calculate the effect of curve crossing on the electronic absorption spectrum and the resonance Raman excitation profile.

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A method is presented for identification of parameters in unconfined aquifers from pumping tests, based on the optimisation of the objective function using the least squares approach. Four parameters are to be evaluated, namely: The hydraulic conductivity in the radial and the vertical directions, the storage coefficient and the specific yield. The sensitivity analysis technique is used for solving the optimisation problem. Besides eliminating the subjectivity involved in the graphical procedure, the method takes into account the field data at all time intervals without classifying them into small and large time intervals and does not use the approximation that the ratio of the storage coefficient to the specific yield tends to zero. Two illustrative examples are presented and it is found that the parameter estimates from the computational and graphical procedures differ fairly significantly.