82 resultados para Mean-Reverting Jump-Diffusion


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This paper presents results from field studies carried out during the 1993-1998 Australian cotton (Gossypium hirsutum L.) seasons to monitor off-target droplet movement of endosulfan (6,7,8,9,10,10-hexachloro-1,5,5a,6,9,9a-hexahydro-6,9-methano-2,4,3-benzodioxathiepin 3-oxide) insecticide applied to a commercial cotton crop. Averaged over a wide range of conditions, off-target deposition 500 m downwind of the field boundary was approximately 2% of the field-applied rate with oil-based applications and 1% with water-based applications. Mean airborne drift values recorded 100 m downwind of a single flight line were a third as much with water-based application compared with oil-based application. Calculations using a Gaussian diffusion model and the U.S. Spray Drift Task Force AgDRIFT model produced downwind drift profiles that compared favorably with experimental data. Both models and data indicate that by adopting large droplet placement (LDP) application methods and incorporating crop buffer distances, spray drift can be effectively managed.

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The self-diffusion coefficients for water in a series of copolymers of 2-hydroxyethyl methacrylate, HEMA, and tetrahydrofurfuryl methacrylate, THFMA, swollen with water to their equilibrium states have been studied at 310 K using PFG-NMR. The self-diffusion coefficients calculated from the Stejskal-Tanner equation, D-obs, for all of the hydrated polymers were found to be dependent on the NMR storage time, as a result of spin exchange between the proton reservoirs of the water and the polymers, reaching an equilibrium plateau value at long storage times. The true values of the diffusion coefficients were calculated from the values of D-obs, in the plateau regions by applying a correction for the fraction of water protons present, obtained from the equilibrium water contents of the gels. The true self-diffusion coefficient for water in polyHEMA obtained at 310 K by this method was 5.5 x 10(-10) m(2) s(-1). For the copolymers containing 20% HEMA or more a single value of the self-diffusion coefficient was found, which was somewhat larger than the corresponding values obtained for the macroscopic diffusion coefficient from sorption measurements. For polyTHFMA and copolymers containing less than 20% HEMA, the PFG-NMR stimulated echo attenuation decay curves and the log-attenuation plots were characteristic of the presence of two diffusing water species. The self-diffusion coefficients of water in the equilibrium-hydrated copolymers were found to be dependent on the copolymer composition, decreasing with increasing THFMA content.

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Darwin's paradigm holds that the diversity of present-day organisms has arisen via a process of genetic descent with modification, as on a bifurcating tree. Evidence is accumulating that genes are sometimes transferred not along lineages but rather across lineages. To the extent that this is so, Darwin's paradigm can apply only imperfectly to genomes, potentially complicating or perhaps undermining attempts to reconstruct historical relationships among genomes (i.e., a genome tree). Whether most genes in a genome have arisen via treelike (vertical) descent or by lateral transfer across lineages can be tested if enough complete genome sequences are used. We define a phylogenetically discordant sequence (PDS) as an open reading frame (ORF) that exhibits patterns of similarity relationships statistically distinguishable from those of most other ORFs in the same genome. PDSs represent between 6.0 and 16.8% (mean, 10.8%) of the analyzable ORFs in the genomes of 28 bacteria, eight archaea, and one eukaryote (Saccharomyces cerevisiae). In this study we developed and assessed a distance-based approach, based on mean pairwise sequence similarity, for generating genome trees. Exclusion of PDSs improved bootstrap support for basal nodes but altered few topological features, indicating that there is little systematic bias among PDSs. Many but not all features of the genome tree from which PDSs were excluded are consistent with the 16S rRNA tree.

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This paper presents results on the simulation of the solid state sintering of copper wires using Monte Carlo techniques based on elements of lattice theory and cellular automata. The initial structure is superimposed onto a triangular, two-dimensional lattice, where each lattice site corresponds to either an atom or vacancy. The number of vacancies varies with the simulation temperature, while a cluster of vacancies is a pore. To simulate sintering, lattice sites are picked at random and reoriented in terms of an atomistic model governing mass transport. The probability that an atom has sufficient energy to jump to a vacant lattice site is related to the jump frequency, and hence the diffusion coefficient, while the probability that an atomic jump will be accepted is related to the change in energy of the system as a result of the jump, as determined by the change in the number of nearest neighbours. The jump frequency is also used to relate model time, measured in Monte Carlo Steps, to the actual sintering time. The model incorporates bulk, grain boundary and surface diffusion terms and includes vacancy annihilation on the grain boundaries. The predictions of the model were found to be consistent with experimental data, both in terms of the microstructural evolution and in terms of the sintering time. (C) 2002 Elsevier Science B.V. All rights reserved.

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A new technique of surface modification by diffusion coating for AZ91D alloy was developed. A 1.0-2.0-mm alloy layer, which has hardness four to five times higher than the substrate metal, was formed after the treatment. Consequent solution treatment and aging could further improve the hardness of the alloy layer. Microstructure and chemical composition were investigated using optical microscope and electron probe.

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The thin-layer drying behaviour of bananas in a beat pump dehumidifier dryer was examined. Four pre-treatments (blanching, chilling, freezing and combined blanching and freezing) were applied to the bananas, which were dried at 50 degreesC with an air velocity of 3.1 m s(-1) and with the relative humidity of the inlet air of 10-35%. Three drying models, the simple model, the two-term exponential model and the Page model were examined. All models were evaluated using three statistical measures, correlation coefficient, root means square error, and mean absolute percent error. Moisture diffusivity was calculated based on the diffusion equation for an infinite cylindrical shape using the slope method. The rate of drying was higher for the pre-treatments involving freezing. The sample which was blanched only did not show any improvement in drying rate. In fact, a longer drying time resulted due to water absorption during blanching. There was no change in the rate for the chilled sample compared with the control. While all models closely fitted the drying data, the simple model showed greatest deviation from the experimental results. The two-term exponential model was found to be the best model for describing the drying curves of bananas because its parameters represent better the physical characteristics of the drying process. Moisture diffusivities of bananas were in the range 4.3-13.2 x 10(-10) m(2)s(-1). (C) 2002 Published by Elsevier Science Ltd.

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In this paper the diffusion and flow of carbon tetrachloride, benzene and n-hexane through a commercial activated carbon is studied by a differential permeation method. The range of pressure is covered from very low pressure to a pressure range where significant capillary condensation occurs. Helium as a non-adsorbing gas is used to determine the characteristics of the porous medium. For adsorbing gases and vapors, the motion of adsorbed molecules in small pores gives rise to a sharp increase in permeability at very low pressures. The interplay between a decreasing behavior in permeability due to the saturation of small pores with adsorbed molecules and an increasing behavior due to viscous flow in larger pores with pressure could lead to a minimum in the plot of total permeability versus pressure. This phenomenon is observed for n-hexane at 30degreesC. At relative pressure of 0.1-0.8 where the gaseous viscous flow dominates, the permeability is a linear function of pressure. Since activated carbon has a wide pore size distribution, the mobility mechanism of these adsorbed molecules is different from pore to pore. In very small pores where adsorbate molecules fill the pore the permeability decreases with an increase in pressure, while in intermediate pores the permeability of such transport increases with pressure due to the increasing build-up of layers of adsorbed molecules. For even larger pores, the transport is mostly due to diffusion and flow of free molecules, which gives rise to linear permeability with respect to pressure. (C) 2002 Elsevier Science Ltd. All rights reserved.

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Surface diffusion of strongly adsorbing hydrocarbon vapours on activated carbon was measured by using a constant molar flow method (D.D. Do, Dynamics of a semi-batch adsorber with constant molar supply rate: a method for studying adsorption rate of pure gas, Chem. Eng. Sci. 50 (1995) 549), where pure adsorbate is introduced into a semi-batch adsorber at a constant molar flow rate. The surface diffusivity was determined from the analysis of pressure response versus time, using a linear mathematical model developed earlier. To apply the linear theory over the non-linear range of the adsorption isotherm, we implement a differential increment method on the system which is initially equilibrated with some pre-determined loading. By conducting the experiments at different initial loadings, the surface diffusivity can be extracted as a function of loading. Propane, n-butane, n-hexane, benzene, and ethanol were used as diffusing adsorbate on a commercial activated carbon. It is found that the surface diffusivity of these strongly adsorbing vapours increases rapidly with loading, and the surface diffusion flux contributes significantly to the total flux and cannot be ignored. The surface diffusivity increases with temperature according to the Arrhenius law, and for the paraffins tested it decreases with the molecular weight of the adsorbate. (C) 2002 Elsevier Science Ltd. All rights reserved.

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This paper investigates the robustness of a range of short–term interest rate models. We examine the robustness of these models over different data sets, time periods, sampling frequencies, and estimation techniques. We examine a range of popular one–factor models that allow the conditional mean (drift) and conditional variance (diffusion) to be functions of the current short rate. We find that parameter estimates are highly sensitive to all of these factors in the eight countries that we examine. Since parameter estimates are not robust, these models should be used with caution in practice.

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Sensitivity of output of a linear operator to its input can be quantified in various ways. In Control Theory, the input is usually interpreted as disturbance and the output is to be minimized in some sense. In stochastic worst-case design settings, the disturbance is considered random with imprecisely known probability distribution. The prior set of probability measures can be chosen so as to quantify how far the disturbance deviates from the white-noise hypothesis of Linear Quadratic Gaussian control. Such deviation can be measured by the minimal Kullback-Leibler informational divergence from the Gaussian distributions with zero mean and scalar covariance matrices. The resulting anisotropy functional is defined for finite power random vectors. Originally, anisotropy was introduced for directionally generic random vectors as the relative entropy of the normalized vector with respect to the uniform distribution on the unit sphere. The associated a-anisotropic norm of a matrix is then its maximum root mean square or average energy gain with respect to finite power or directionally generic inputs whose anisotropy is bounded above by a≥0. We give a systematic comparison of the anisotropy functionals and the associated norms. These are considered for unboundedly growing fragments of homogeneous Gaussian random fields on multidimensional integer lattice to yield mean anisotropy. Correspondingly, the anisotropic norms of finite matrices are extended to bounded linear translation invariant operators over such fields.

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Viewed on a hydrodynamic scale, flames in experiments are often thin so that they may be described as gasdynamic discontinuities separating the dense cold fresh mixture from the light hot burned products. The original model of a flame as a gasdynamic discontinuity was due to Darrieus and to Landau. In addition to the fluid dynamical equations, the model consists of a flame speed relation describing the evolution of the discontinuity surface, and jump conditions across the surface which relate the fluid variables on the two sides of the surface. The Darrieus-Landau model predicts, in contrast to observations, that a uniformly propagating planar flame is absolutely unstable and that the strength of the instability grows with increasing perturbation wavenumber so that there is no high-wavenumber cutoff of the instability. The model was modified by Markstein to exhibit a high-wavenumber cutoff if a phenomenological constant in the model has an appropriate sign. Both models are postulated, rather than derived from first principles, and both ignore the flame structure, which depends on chemical kinetics and transport processes within the flame. At present, there are two models which have been derived, rather than postulated, and which are valid in two non-overlapping regions of parameter space. Sivashinsky derived a generalization of the Darrieus-Landau model which is valid for Lewis numbers (ratio of thermal diffusivity to mass diffusivity of the deficient reaction component) bounded away from unity. Matalon & Matkowsky derived a model valid for Lewis numbers close to unity. Each model has its own advantages and disadvantages. Under appropriate conditions the Matalon-Matkowsky model exhibits a high-wavenumber cutoff of the Darrieus-Landau instability. However, since the Lewis numbers considered lie too close to unity, the Matalon-Matkowsky model does not capture the pulsating instability. The Sivashinsky model does capture the pulsating instability, but does not exhibit its high-wavenumber cutoff. In this paper, we derive a model consisting of a new flame speed relation and new jump conditions, which is valid for arbitrary Lewis numbers. It captures the pulsating instability and exhibits the high-wavenumber cutoff of all instabilities. The flame speed relation includes the effect of short wavelengths, not previously considered, which leads to stabilizing transverse surface diffusion terms.

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There has been a resurgence of interest in the mean trace length estimator of Pahl for window sampling of traces. The estimator has been dealt with by Mauldon and Zhang and Einstein in recent publications. The estimator is a very useful one in that it is non-parametric. However, despite some discussion regarding the statistical distribution of the estimator, none of the recent works or the original work by Pahl provide a rigorous basis for the determination a confidence interval for the estimator or a confidence region for the estimator and the corresponding estimator of trace spatial intensity in the sampling window. This paper shows, by consideration of a simplified version of the problem but without loss of generality, that the estimator is in fact the maximum likelihood estimator (MLE) and that it can be considered essentially unbiased. As the MLE, it possesses the least variance of all estimators and confidence intervals or regions should therefore be available through application of classical ML theory. It is shown that valid confidence intervals can in fact be determined. The results of the work and the calculations of the confidence intervals are illustrated by example. (C) 2003 Elsevier Science Ltd. All rights reserved.