STABILITY ANALYSIS WITH APPLICATIONS OF A TWO-DIMENSIONAL DYNAMICAL SYSTEM ARISING FROM A STOCHASTIC MODEL FOR AN ASSET MARKET

We analyze the stability properties of equilibrium solutions and periodicity of orbits in a two-dimensional dynamical system whose orbits mimic the evolution of the price of an asset and the excess demand for that asset. The construction of the system is grounded upon a heterogeneous interacting agent model for a single risky asset market. An advantage of this construction procedure is that the resulting dynamical system becomes a macroscopic market model which mirrors the market quantities and qualities that would typically be taken into account solely at the microscopic level of modeling. The system`s parameters correspond to: (a) the proportion of speculators in a market; (b) the traders` speculative trend; (c) the degree of heterogeneity of idiosyncratic evaluations of the market agents with respect to the asset`s fundamental value; and (d) the strength of the feedback of the population excess demand on the asset price update increment. This correspondence allows us to employ our results in order to infer plausible causes for the emergence of price and demand fluctuations in a real asset market. The employment of dynamical systems for studying evolution of stochastic models of socio-economic phenomena is quite usual in the area of heterogeneous interacting agent models. However, in the vast majority of the cases present in the literature, these dynamical systems are one-dimensional. Our work is among the few in the area that construct and study analytically a two-dimensional dynamical system and apply it for explanation of socio-economic phenomena.

Automated two-dimensional separation flow system with electrochemical preconcentration, stripping, capillary electrophoresis and contactless conductivity detection for trace metal ion analysis

This paper describes the automation of a fully electrochemical system for preconcentration, cleanup, separation and detection, comprising the hyphenation of a thin layer electrochemical flow cell with CE coupled with contactless conductivity detection (CE-C(4)D). Traces of heavy metal ions were extracted from the pulsed-flowing sample and accumulated on a glassy carbon working electrode by electroreduction for some minutes. Anodic stripping of the accumulated metals was synchronized with hydrodynamic injection into the capillary. The effect of the angle of the slant polished tip of the CE capillary and its orientation against the working electrode in the electrochemical preconcentration (EPC) flow cell and of the accumulation time were studied, aiming at maximum CE-C(4)D signal enhancement. After 6 min of EPC, enhancement factors close to 50 times were obtained for thallium, lead, cadmium and copper ions, and about 16 for zinc ions. Limits of detection below 25 nmol/L were estimated for all target analytes but zinc. A second separation dimension was added to the CE separation capabilities by staircase scanning of the potentiostatic deposition and/or stripping potentials of metal ions, as implemented with the EPC-CE-C(4)D flow system. A matrix exchange between the deposition and stripping steps, highly valuable for sample cleanup, can be straightforwardly programmed with the multi-pumping flow management system. The automated simultaneous determination of the traces of five accumulable heavy metals together with four non-accumulated alkaline and alkaline earth metals in a single run was demonstrated, to highlight the potentiality of the system.

Improved generation lifetime model for the electrical characterization of single- and double-gate SOI nMOSFETs

This work proposes a refined technique for the extraction of the generation lifetime in single- and double-gate partially depleted SOI nMOSFETs. The model presented in this paper, based on the drain current switch-off transients, takes into account the influence of the laterally non-uniform channel doping, caused by the presence of the halo implanted region, and the amount of charge controlled by the drain and source junctions on the floating body effect when the channel length is reduced. The obtained results for single- gate (SG) devices are compared with two-dimensional numerical simulations and experimental data, extracted for devices fabricated in a 0.1 mu m SOI CMOS technology, showing excellent agreement. The improved model to determine the generation lifetime in double-gate (DG) devices beyond the considerations previously presented also consider the influence of the silicon layer thickness on the drain current transient. The extracted data through the improved model for DG devices were compared with measurements and two-dimensional numerical simulations of the SG devices also presenting a good adjustment with the channel length reduction and the same tendency with the silicon layer thickness variation.

Temperature influence on the gate-induced floating body effect parameters in fully depleted SOI nMOSFETs

The temperature influence on the gate-induced floating body effect (GIFBE) in fully depleted (FD) silicon-on-insulator (SOI) nMOSFETs is investigated, based on experimental results and two-dimensional numerical simulations. The GIFBE behavior will be evaluated taking into account the impact of carrier recombination and of the effective electric field mobility degradation on the second peak in the transconductance (gm). This floating body effect is also analyzed as a function of temperature. It is shown that the variation of the studied parameters with temperature results in a ""C"" shape of the threshold voltage corresponding with the second peak in the gm curve. (C) 2008 Elsevier Ltd. All rights reserved.

Analysis of source-follower buffers implemented with graded-channel SOI nMOSFETs operating at cryogenic temperatures

This work studies the operation of source-follower buffers implemented with standard and graded-channel (GC) fully depleted (FD) SCI nMOSFETs at low temperatures. The analysis is performed by comparing the voltage gain of buffers implemented with GC and standard SOI nMOS transistors considering devices with the same mask channel length and same effective channel length. It is shown that the use of GC devices allows for achieving improved gain in all inversion levels in a wide range of temperatures. In addition, this improvement increases as temperature is reduced. It is shown that GC transistors can provide virtually constant gain, while for standard devices, the gain departs from the maximum value depending on the temperature and inversion level imposed by the bias current and input voltage. Two-dimensional numerical simulations were performed in order to study the reasons for the enhanced gain of GC MOSFETs at low temperatures. (C) 2009 Elsevier Ltd. All rights reserved.

Advantages of graded-channel SOI nMOSFETs for application as source-follower analog buffer

In this work the performance of graded-channel (CC) SOI MOSFETs operating as source-follower buffers is presented. The experimental analysis is performed by comparing the gain and linearity of buffers implemented with CC and standard SOI MOS devices considering the same mask dimensions. It is shown that by using CC devices, buffer gain very close to the theoretical limit can be achieved, with improved linearity, while for standard devices the gain departs from the theoretical value depending on the inversion level imposed by the bias current and input voltage. Two-dimensional numerical simulations were performed in order to confirm some hypotheses proposed to explain the gain behavior observed in the experimental data. By using numerical simulations the channel length has been varied, showing that the gain of buffers implemented with CC devices remains close to the theoretical limit even when short-channel devices are adopted. It has also been shown that the length of a source-follower buffer using CC devices can be reduced by a factor of 5, in comparison with a standard Sol MOSFET, without gain loss or linearity degradation. (C) 2008 Elsevier Ltd. All rights reserved.

Numerical solution of the two-phase expansion of a metastable flashing liquid jet using the dispersion-controlled dissipative scheme

This paper presents a study of the stationary phenomenon of superheated or metastable liquid jets, flashing into a two-dimensional axisymmetric domain, while in the two-phase region. In general, the phenomenon starts off when a high-pressure, high-temperature liquid jet emerges from a small nozzle or orifice expanding into a low-pressure chamber, below its saturation pressure taken at the injection temperature. As the process evolves, crossing the saturation curve, one observes that the fluid remains in the liquid phase reaching a superheated condition. Then, the liquid undergoes an abrupt phase change by means of an oblique evaporation wave. Across this phase change the superheated liquid becomes a two-phase high-speed mixture in various directions, expanding to supersonic velocities. In order to reach the downstream pressure, the supersonic fluid continues to expand, crossing a complex bow shock wave. The balance equations that govern the phenomenon are mass conservation, momentum conservation, and energy conservation, plus an equation-of-state for the substance. A false-transient model is implemented using the shock capturing scheme: dispersion-controlled dissipative (DCD), which was used to calculate the flow conditions as the steady-state condition is reached. Numerical results with computational code DCD-2D vI have been analyzed. Copyright (C) 2009 John Wiley & Sons, Ltd.

Safety of a railway wheelset - derailment simulation with increasing lateral force

The motivation for this research is to make a comparison between dynamic results of a free railway wheelset derailment and safety limits. For this purpose, a numerical simulation of a wheelset derailment submitted to increasing lateral force is used to compare with the safety limit, using different criteria. A simplified wheelset model is used to simulate derailments with different adhesion conditions. The contact force components, including the longitudinal and spin effects, are identified in a steady-state condition on the verge of a derailment. The contact force ratios are used in a three-dimensional (3D) analytical formula to calculate the safety limits. Simulation results obtained with two contact methods were compared with the published results and the safety limit was identified with the two criteria. Results confirm Nadal`s conservative aspect and show that safety 3D analytical formula presents slightly higher safety limits for lower friction coefficients and smaller limits for high friction, in comparison with the simulation results with Fastsim.

Computer-Assisted Numerical Analysis for Oxygen and Carbon Dioxide Mass Transfer in Blood Oxygenators

A two-dimensional numeric simulator is developed to predict the nonlinear, convective-reactive, oxygen mass exchange in a cross-flow hollow fiber blood oxygenator. The numeric simulator also calculates the carbon dioxide mass exchange, as hemoglobin affinity to oxygen is affected by the local pH value, which depends mostly on the local carbon dioxide content in blood. Blood pH calculation inside the oxygenator is made by the simultaneous solution of an equation that takes into account the blood buffering capacity and the classical Henderson-Hasselbach equation. The modeling of the mass transfer conductance in the blood comprises a global factor, which is a function of the Reynolds number, and a local factor, which takes into account the amount of oxygen reacted to hemoglobin. The simulator is calibrated against experimental data for an in-line fiber bundle. The results are: (i) the calibration process allows the precise determination of the mass transfer conductance for both oxygen and carbon dioxide; (ii) very alkaline pH values occur in the blood path at the gas inlet side of the fiber bundle; (iii) the parametric analysis of the effect of the blood base excess (BE) shows that V(CO2) is similar in the case of blood metabolic alkalosis, metabolic acidosis, or normal BE, for a similar blood inlet P(CO2), although the condition of metabolic alkalosis is the worst case, as the pH in the vicinity of the gas inlet is the most alkaline; (iv) the parametric analysis of the effect of the gas flow to blood flow ratio (Q(G)/Q(B)) shows that V(CO2) variation with the gas flow is almost linear up to Q(G)/Q(B) = 2.0. V(O2) is not affected by the gas flow as it was observed that by increasing the gas flow up to eight times, the V(O2) grows only 1%. The mass exchange of carbon dioxide uses the full length of the hollow-fiber only if Q(G)/Q(B) > 2.0, as it was observed that only in this condition does the local variation of pH and blood P(CO2) comprise the whole fiber bundle.

Numerical study of tensile tests conducted on systems with elastic-plastic films deposited onto elastic-plastic substrates

In this work, a series of two-dimensional plane-strain finite element analyses was conducted to further understand the stress distribution during tensile tests on coated systems. Besides the film and the substrate, the finite element model also considered a number of cracks perpendicular to the film/substrate interface. Different from analyses commonly found in the literature, the mechanical behavior of both film and substrate was considered elastic-perfectly plastic in part of the analyses. Together with the film yield stress and the number of film cracks, other variables that were considered were crack tip geometry, the distance between two consecutive cracks and the presence of an interlayer. The analysis was based on the normal stresses parallel to the loading axis (sigma(xx)), which are responsible for cohesive failures that are observed in the film during this type of test. Results indicated that some configurations studied in this work have significantly reduced the value of sigma(xx) at the film/substrate interface and close to the pre-defined crack tips. Furthermore, in all the cases studied the values of sigma(xx) were systematically larger at the film/substrate interface than at the film surface. (C) 2010 Elsevier B.V. All rights reserved.

Numerical prediction of three-dimensional time-dependent viscoelastic extrudate swell using differential and algebraic models

This study investigates the numerical simulation of three-dimensional time-dependent viscoelastic free surface flows using the Upper-Convected Maxwell (UCM) constitutive equation and an algebraic explicit model. This investigation was carried out to develop a simplified approach that can be applied to the extrudate swell problem. The relevant physics of this flow phenomenon is discussed in the paper and an algebraic model to predict the extrudate swell problem is presented. It is based on an explicit algebraic representation of the non-Newtonian extra-stress through a kinematic tensor formed with the scaled dyadic product of the velocity field. The elasticity of the fluid is governed by a single transport equation for a scalar quantity which has dimension of strain rate. Mass and momentum conservations, and the constitutive equation (UCM and algebraic model) were solved by a three-dimensional time-dependent finite difference method. The free surface of the fluid was modeled using a marker-and-cell approach. The algebraic model was validated by comparing the numerical predictions with analytic solutions for pipe flow. In comparison with the classical UCM model, one advantage of this approach is that computational workload is substantially reduced: the UCM model employs six differential equations while the algebraic model uses only one. The results showed stable flows with very large extrudate growths beyond those usually obtained with standard differential viscoelastic models. (C) 2010 Elsevier Ltd. All rights reserved.

Numerical study of the atmospheric flow over a coastal cliff

This work presents a numerical method suitable for the study of the development of internal boundary layers (IBL) and their characteristics for flows over various types of coastal cliffs. The IBL is an important meteorological occurrence for flows with surface roughness and topographical step changes. A two-dimensional flow program was used for this study. The governing equations were written using the vorticity-velocity formulation. The spatial derivatives were discretized by high-order compact finite differences schemes. The time integration was performed with a low storage fourth-order Runge-Kutta scheme. The coastal cliff (step) was specified through an immersed boundary method. The validation of the code was done by comparison of the results with experimental and observational data. The numerical simulations were carried out for different coastal cliff heights and inclinations. The results show that the predominant factors for the height of the IBL and its characteristics are the upstream velocity, and the height and form (inclination) of the coastal cliff. Copyright (C) 2010 John Wiley & Sons, Ltd.

Numerical solution of the eXtended Pom-Pom model for viscoelastic free surface flows

In this paper we present a finite difference method for solving two-dimensional viscoelastic unsteady free surface flows governed by the single equation version of the eXtended Pom-Pom (XPP) model. The momentum equations are solved by a projection method which uncouples the velocity and pressure fields. We are interested in low Reynolds number flows and, to enhance the stability of the numerical method, an implicit technique for computing the pressure condition on the free surface is employed. This strategy is invoked to solve the governing equations within a Marker-and-Cell type approach while simultaneously calculating the correct normal stress condition on the free surface. The numerical code is validated by performing mesh refinement on a two-dimensional channel flow. Numerical results include an investigation of the influence of the parameters of the XPP equation on the extrudate swelling ratio and the simulation of the Barus effect for XPP fluids. (C) 2010 Elsevier B.V. All rights reserved.

Stability of numerical schemes on staggered grids

This paper considers the stability of explicit, implicit and Crank-Nicolson schemes for the one-dimensional heat equation on a staggered grid. Furthemore, we consider the cases when both explicit and implicit approximations of the boundary conditions arc employed. Why we choose to do this is clearly motivated and arises front solving fluid flow equations with free surfaces when the Reynolds number can be very small. in at least parts of the spatial domain. A comprehensive stability analysis is supplied: a novel result is the precise stability restriction on the Crank-Nicolson method when the boundary conditions are approximated explicitly, that is, at t =n delta t rather than t = (n + 1)delta t. The two-dimensional Navier-Stokes equations were then solved by a marker and cell approach for two simple problems that had analytic solutions. It was found that the stability results provided in this paper were qualitatively very similar. thereby providing insight as to why a Crank-Nicolson approximation of the momentum equations is only conditionally, stable. Copyright (C) 2008 John Wiley & Sons, Ltd.

Two- and three-dimensional shape fabric analysis by the intercept method in grey levels

The count intercept is a robust method for the numerical analysis of fabrics Launeau and Robin (1996). It counts the number of intersections between a set of parallel scan lines and a mineral phase, which must be identified on a digital image. However, the method is only sensitive to boundaries and therefore supposes the user has some knowledge about their significance. The aim of this paper is to show that a proper grey level detection of boundaries along scan lines is sufficient to calculate the two-dimensional anisotropy of grain or crystal distributions without any particular image processing. Populations of grains and crystals usually display elliptical anisotropies in rocks. When confirmed by the intercept analysis, a combination of a minimum of 3 mean length intercept roses, taken on 3 more or less perpendicular sections, allows the calculation of 3-dimensional ellipsoids and the determination of their standard deviation with direction and intensity in 3 dimensions as well. The feasibility of this quick method is attested by numerous examples on theoretical objects deformed by active and passive deformation, on BSE images of synthetic magma flow, on drawing or direct analysis of thin section pictures of sandstones and on digital images of granites directly taken and measured in the field. (C) 2010 Elsevier B.V. All rights reserved.