27 resultados para Time Diffusion-processes


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An overview is given of the limitations of Luttinger liquid theory in describing the real time equilibrium dynamics of critical one-dimensional systems with nonlinear dispersion relation. After exposing the singularities of perturbation theory in band curvature effects that break the Lorentz invariance of the Tomonaga-Luttinger model, the origin of high frequency oscillations in the long time behaviour of correlation functions is discussed. The notion that correlations decay exponentially at finite temperature is challenged by the effects of diffusion in the density-density correlation due to umklapp scattering in lattice models.

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This paper studies the asymptotic optimality of discrete-time Markov decision processes (MDPs) with general state space and action space and having weak and strong interactions. By using a similar approach as developed by Liu, Zhang, and Yin [Appl. Math. Optim., 44 (2001), pp. 105-129], the idea in this paper is to consider an MDP with general state and action spaces and to reduce the dimension of the state space by considering an averaged model. This formulation is often described by introducing a small parameter epsilon > 0 in the definition of the transition kernel, leading to a singularly perturbed Markov model with two time scales. Our objective is twofold. First it is shown that the value function of the control problem for the perturbed system converges to the value function of a limit averaged control problem as epsilon goes to zero. In the second part of the paper, it is proved that a feedback control policy for the original control problem defined by using an optimal feedback policy for the limit problem is asymptotically optimal. Our work extends existing results of the literature in the following two directions: the underlying MDP is defined on general state and action spaces and we do not impose strong conditions on the recurrence structure of the MDP such as Doeblin's condition.

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In this paper, we present approximate distributions for the ratio of the cumulative wavelet periodograms considering stationary and non-stationary time series generated from independent Gaussian processes. We also adapt an existing procedure to use this statistic and its approximate distribution in order to test if two regularly or irregularly spaced time series are realizations of the same generating process. Simulation studies show good size and power properties for the test statistic. An application with financial microdata illustrates the test usefulness. We conclude advocating the use of these approximate distributions instead of the ones obtained through randomizations, mainly in the case of irregular time series. (C) 2012 Elsevier B.V. All rights reserved.

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This article studied the applicability of poly(acrylamide) and methylcellulose (PAAm-MC) hydrogels as potential delivery vehicle for the controlled-extended release of ammonium sulfate (NH(4))(2)SO(4) and potassium phosphate (KH(2)PO(4)) fertilizers. PAAm-MC hydrogels with different acrylamide (AAm) and MC concentrations were prepared by a free radical polymerization method. The adsorption and desorption kinetics of fertilizers were determined using conductivity measurements based on previously built analytical curve. The addition of MC in the PAAm chains increased the quantities of (NH(4))(2)SO(4) and KH(2)PO(4) loaded and extended the time and quantities of fertilizers released. Coherently, both loading and releasing processes were strongly influenced by hydrophilic properties of hydrogels (AAm/MC mass proportion). The best sorption (124.0 mg KH(2)PO(4)/g hydrogel and 58.0 mg (NH(4))(2)SO(4)/g hydrogel) and desorption (54.9 mg KH(2)PO(4)/g hydrogel and 49.5 mg (NH(4))(2)SO(4)/g hydrogel) properties were observed for 6.0% AAm-1.0% MC hydrogels (AAm/MC mass proportion equal 6), indicating that these hydrogels are potentially viable to be used in controlled-extended release of fertilizers systems. (C) 2011 Wiley Periodicals, Inc. J Appl Polym Sci 123: 2291-2298, 2012

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In this work, we study the performance evaluation of resource-aware business process models. We define a new framework that allows the generation of analytical models for performance evaluation from business process models annotated with resource management information. This framework is composed of a new notation that allows the specification of resource management constraints and a method to convert a business process specification and its resource constraints into Stochastic Automata Networks (SANs). We show that the analysis of the generated SAN model provides several performance indices, such as average throughput of the system, average waiting time, average queues size, and utilization rate of resources. Using the BP2SAN tool - our implementation of the proposed framework - and a SAN solver (such as the PEPS tool) we show through a simple use-case how a business specialist with no skills in stochastic modeling can easily obtain performance indices that, in turn, can help to identify bottlenecks on the model, to perform workload characterization, to define the provisioning of resources, and to study other performance related aspects of the business process.

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The efficiency of the charge-carrier photogeneration processes in poly(2,5-bis(3',7'-dimethyl-octyloxy)-1,4-phenylene vinylene) (OC(1)OC10-PPV) has been analyzed by the spectral response of the photocurrent of devices in ITO/polymer/Al structures. The symbatic response of the photocurrent action spectra of the OC1OC10-PPV devices, obtained for light-excitation through the ITO electrode and for forward bias, has been fitted using a phenomenological model which considers that the predominant transport mechanism under external applied electric field is the drift of photogenerated charge-carriers, neglecting charge-carrier diffusion. The proposed model takes into account that charge-carrier photogeneration occurs via intermediate stages of bounded pairs (excitonic states), followed by dissociation processes. Such processes result in two different contributions to the photoconductivity: The first one, associated to direct creation of unbound polaron pairs due to intrinsic photoionization; and the second one is associated to secondary processes like extrinsic photoinjection at the metallic electrodes. The results obtained from the model have shown that the intrinsic component of the photoconductivity at higher excitation energies has a considerably higher efficiency than the extrinsic one, suggesting a dependence on the photon energy for the efficiency of the photogeneration process.

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Molecular modeling is growing as a research tool in Chemical Engineering studies, as can be seen by a simple research on the latest publications in the field. Molecular investigations retrieve information on properties often accessible only by expensive and time-consuming experimental techniques, such as those involved in the study of radical-based chain reactions. In this work, different quantum chemical techniques were used to study phenol oxidation by hydroxyl radicals in Advanced Oxidation Processes used for wastewater treatment. The results obtained by applying a DFT-based model showed good agreement with experimental values available, as well as qualitative insights into the mechanism of the overall reaction chain. Solvation models were also tried, but were found to be limited for this reaction system within the considered theoretical level without further parameterization.

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The influence of curing tip distance and storage time in the kinetics of water diffusion (water sorption-W SP, solubility-W SB, and net water uptake) and color stability of a composite were evaluated. Composite samples were polymerized at different distances (5, 10, and 15 mm) and compared to a control group (0 mm). After desiccation, the specimens were stored in distilled water to evaluate the water diffusion over a 120-day period. Net water uptake was calculated (sum of WSP and WSB). The color stability after immersion in a grape juice was compared to distilled water. Data were submitted to three-way ANOVA/Tukey's test (α = 5%). The higher distances caused higher net water uptake (p < 0.05). The immersion in the juice caused significantly higher color change as a function of curing tip distance and the time (p < 0.05). The distance of photoactivation and storage time provide the color alteration and increased net water uptake of the resin composite tested.

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Polynomial Chaos Expansion (PCE) is widely recognized as a flexible tool to represent different types of random variables/processes. However, applications to real, experimental data are still limited. In this article, PCE is used to represent the random time-evolution of metal corrosion growth in marine environments. The PCE coefficients are determined in order to represent data of 45 corrosion coupons tested by Jeffrey and Melchers (2001) at Taylors Beach, Australia. Accuracy of the representation and possibilities for model extrapolation are considered in the study. Results show that reasonably accurate smooth representations of the corrosion process can be obtained. The representation is not better because a smooth model is used to represent non-smooth corrosion data. Random corrosion leads to time-variant reliability problems, due to resistance degradation over time. Time variant reliability problems are not trivial to solve, especially under random process loading. Two example problems are solved herein, showing how the developed PCE representations can be employed in reliability analysis of structures subject to marine corrosion. Monte Carlo Simulation is used to solve the resulting time-variant reliability problems. However, an accurate and more computationally efficient solution is also presented.

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This paper addresses the analysis of probabilistic corrosion time initiation in reinforced concrete structures exposed to ions chloride penetration. Structural durability is an important criterion which must be evaluated in every type of structure, especially when these structures are constructed in aggressive atmospheres. Considering reinforced concrete members, chloride diffusion process is widely used to evaluate the durability. Therefore, at modelling this phenomenon, corrosion of reinforcements can be better estimated and prevented. These processes begin when a threshold level of chlorides concentration is reached at the steel bars of reinforcements. Despite the robustness of several models proposed in the literature, deterministic approaches fail to predict accurately the corrosion time initiation due to the inherently randomness observed in this process. In this regard, the durability can be more realistically represented using probabilistic approaches. A probabilistic analysis of ions chloride penetration is presented in this paper. The ions chloride penetration is simulated using the Fick's second law of diffusion. This law represents the chloride diffusion process, considering time dependent effects. The probability of failure is calculated using Monte Carlo simulation and the First Order Reliability Method (FORM) with a direct coupling approach. Some examples are considered in order to study these phenomena and a simplified method is proposed to determine optimal values for concrete cover.

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We developed a stochastic lattice model to describe the vector-borne disease (like yellow fever or dengue). The model is spatially structured and its dynamical rules take into account the diffusion of vectors. We consider a bipartite lattice, forming a sub-lattice of human and another occupied by mosquitoes. At each site of lattice we associate a stochastic variable that describes the occupation and the health state of a single individual (mosquito or human). The process of disease transmission in the human population follows a similar dynamic of the Susceptible-Infected-Recovered model (SIR), while the disease transmission in the mosquito population has an analogous dynamic of the Susceptible-Infected-Susceptible model (SIS) with mosquitos diffusion. The occurrence of an epidemic is directly related to the conditional probability of occurrence of infected mosquitoes (human) in the presence of susceptible human (mosquitoes) on neighborhood. The probability of diffusion of mosquitoes can facilitate the formation of pairs Susceptible-Infected enabling an increase in the size of the epidemic. Using an asynchronous dynamic update, we study the disease transmission in a population initially formed by susceptible individuals due to the introduction of a single mosquito (human) infected. We find that this model exhibits a continuous phase transition related to the existence or non-existence of an epidemic. By means of mean field approximations and Monte Carlo simulations we investigate the epidemic threshold and the phase diagram in terms of the diffusion probability and the infection probability.

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Structural properties of model membranes, such as lipid vesicles, may be investigated through the addition of fluorescent probes. After incorporation, the fluorescent molecules are excited with linearly polarized light and the fluorescence emission is depolarized due to translational as well as rotational diffusion during the lifetime of the excited state. The monitoring of emitted light is undertaken through the technique of time-resolved fluorescence: the intensity of the emitted light informs on fluorescence decay times, and the decay of the components of the emitted light yield rotational correlation times which inform on the fluidity of the medium. The fluorescent molecule DPH, of uniaxial symmetry, is rather hydrophobic and has collinear transition and emission moments. It has been used frequently as a probe for the monitoring of the fluidity of the lipid bilayer along the phase transition of the chains. The interpretation of experimental data requires models for localization of fluorescent molecules as well as for possible restrictions on their movement. In this study, we develop calculations for two models for uniaxial diffusion of fluorescent molecules, such as DPH, suggested in several articles in the literature. A zeroth order test model consists of a free randomly rotating dipole in a homogeneous solution, and serves as the basis for the study of the diffusion of models in anisotropic media. In the second model, we consider random rotations of emitting dipoles distributed within cones with their axes perpendicular to the vesicle spherical geometry. In the third model, the dipole rotates in the plane of the of bilayer spherical geometry, within a movement that might occur between the monolayers forming the bilayer. For each of the models analysed, two methods are used by us in order to analyse the rotational diffusion: (I) solution of the corresponding rotational diffusion equation for a single molecule, taking into account the boundary conditions imposed by the models, for the probability of the fluorescent molecule to be found with a given configuration at time t. Considering the distribution of molecules in the geometry proposed, we obtain the analytical expression for the fluorescence anisotropy, except for the cone geometry, for which the solution is obtained numerically; (II) numerical simulations of a restricted rotational random walk in the two geometries corresponding to the two models. The latter method may be very useful in the cases of low-symmetry geometries or of composed geometries.