Multifractality in the random parameter model for multivariate time series

The Random Parameter model was proposed to explain the structure of the covariance matrix in problems where most, but not all, of the eigenvalues of the covariance matrix can be explained by Random Matrix Theory. In this article, we explore the scaling properties of the model, as observed in the multifractal structure of the simulated time series. We use the Wavelet Transform Modulus Maxima technique to obtain the multifractal spectrum dependence with the parameters of the model. The model shows a scaling structure compatible with the stylized facts for a reasonable choice of the parameter values. (C) 2009 Elsevier B.V. All rights reserved.

Bayesian updating rules in continuous opinion dynamics models

Here, I investigate the use of Bayesian updating rules applied to modeling how social agents change their minds in the case of continuous opinion models. Given another agent statement about the continuous value of a variable, we will see that interesting dynamics emerge when an agent assigns a likelihood to that value that is a mixture of a Gaussian and a uniform distribution. This represents the idea that the other agent might have no idea about what is being talked about. The effect of updating only the first moments of the distribution will be studied, and we will see that this generates results similar to those of the bounded confidence models. On also updating the second moment, several different opinions always survive in the long run, as agents become more stubborn with time. However, depending on the probability of error and initial uncertainty, those opinions might be clustered around a central value.

A Markovian model market-Akerlof`s lemons and the asymmetry of information

In this work we study an agent based model to investigate the role of asymmetric information degrees for market evolution. This model is quite simple and may be treated analytically since the consumers evaluate the quality of a certain good taking into account only the quality of the last good purchased plus her perceptive capacity beta. As a consequence, the system evolves according to a stationary Markov chain. The value of a good offered by the firms increases along with quality according to an exponent alpha, which is a measure of the technology. It incorporates all the technological capacity of the production systems such as education, scientific development and techniques that change the productivity rates. The technological level plays an important role to explain how the asymmetry of information may affect the market evolution in this model. We observe that, for high technological levels, the market can detect adverse selection. The model allows us to compute the maximum asymmetric information degree before the market collapses. Below this critical point the market evolves during a limited period of time and then dies out completely. When beta is closer to 1 (symmetric information), the market becomes more profitable for high quality goods, although high and low quality markets coexist. The maximum asymmetric information level is a consequence of an ergodicity breakdown in the process of quality evaluation. (C) 2011 Elsevier B.V. All rights reserved.

Comparison of three-dimensional lower extremity running kinematics of young adult and elderly runners

The objective of this study was to compare the three-dimensional lower extremity running kinematics of young adult runners and elderly runners. Seventeen elderly adults (age 67-73 years) and 17 young adults (age 26-36 years) ran at 3.1ms-1 on a treadmill while the movements of the lower extremity during the stance phase were recorded at 120Hz using three-dimensional video. The three-dimensional kinematics of the lower limb segments and of the ankle and knee joints were determined, and selected variables were calculated to describe the movement. Our results suggest that elderly runners have a different movement pattern of the lower extremity from that of young adults during the stance phase of running. Compared with the young adults, the elderly runners had a substantial decrease in stride length (1.97 vs. 2.23m; P=0.01), an increase in stride frequency (1.58 vs. 1.37Hz; P=0.002), less knee flexion/extension range of motion (26 vs. 33; P=0.002), less tibial internal/external rotation range of motion (9 vs. 12; P0.001), larger external rotation angle of the foot segment (toe-out angle) at the heel strike (-5.8 vs. -1.0; P=0.009), and greater asynchronies between the ankle and knee movements during running. These results may help to explain why elderly individuals could be more susceptible to running-related injuries.

Optimisation of environmental gas cleaning routes for solid wastes cogeneration systems - Part I - Analysis of waste incineration steam cycle

Research of advanced technologies for energy generation contemplates a series of alternatives that are introduced both in the investigation of new energy sources and in the improvement and/or development of new components and systems. Even though significant reductions are observed in the amount of emissions, the proposed alternatives require the use of exhaust gases cleaning systems. The results of environmental analyses based on two configurations proposed for urban waste incineration are presented in this paper; the annexation of integer (Boolean) variables to the environomic model makes it possible to define the best gas cleaning routes based on exergetic cost minimisation criteria. In this first part, the results for steam cogeneration system analysis associated with the incineration of municipal solid wastes (MSW) is presented. (c) 2007 Elsevier Ltd. All rights reserved.

Optimisation of environmental gas cleaning routes for solid wastes cogeneration systems. Part II - Analysis of waste incineration combined gas/steam cycle

In the first paper of this paper (Part I), conditions were presented for the gas cleaning technological route for environomic optimisation of a cogeneration system based in a thermal cycle with municipal solid waste incineration. In this second part, an environomic analysis is presented of a cogeneration system comprising a combined cycle composed of a gas cycle burning natural gas with a heat recovery steam generator with no supplementary burning and a steam cycle burning municipal solid wastes (MSW) to which will be added a pure back pressure steam turbine (another one) of pure condensation. This analysis aims to select, concerning some scenarios, the best atmospheric pollutant emission control routes (rc) according to the investment cost minimisation, operation and social damage criteria. In this study, a comparison is also performed with the results obtained in the Case Study presented in Part I. (c) 2007 Elsevier Ltd. All rights reserved.

A contribution for thermoeconomic modelling: A methodology proposal

This work presents a thermoeconomic optimization methodology for the analysis and design of energy systems. This methodology involves economic aspects related to the exergy conception, in order to develop a tool to assist the equipment selection, operation mode choice as well as to optimize the thermal plants design. It also presents the concepts related to exergy in a general scope and in thermoeconomics which combines the thermal sciences principles (thermodynamics, heat transfer, and fluid mechanics) and the economic engineering in order to rationalize energy systems investment decisions, development and operation. Even in this paper, it develops a thermoeconomic methodology through the use of a simple mathematical model, involving thermodynamics parameters and costs evaluation, also defining the objective function as the exergetic production cost. The optimization problem evaluation is developed for two energy systems. First is applied to a steam compression refrigeration system and then to a cogeneration system using backpressure steam turbine. (C) 2010 Elsevier Ltd. All rights reserved.

Aerodynamic study of three-dimensional larynx models using finite element methods

The airflow velocities and pressures are calculated from a three-dimensional model of the human larynx by using the finite element method. The laryngeal airflow is assumed to be incompressible, isothermal, steady, and created by fixed pressure drops. The influence of different laryngeal profiles (convergent, parallel, and divergent), glottal area, and dimensions of false vocal folds in the airflow are investigated. The results indicate that vertical and horizontal phase differences in the laryngeal tissue movements are influenced by the nonlinear pressure distribution across the glottal channel, and the glottal entrance shape influences the air pressure distribution inside the glottis. Additionally, the false vocal folds increase the glottal duct pressure drop by creating a new constricted channel in the larynx, and alter the airflow vortexes formed after the true vocal folds. (C) 2007 Elsevier Ltd. All rights reserved.

Modeling and analysis of laminate composite plates with embedded active-passive piezoelectric networks

The objective of this work is to present the finite element modeling of laminate composite plates with embedded piezoelectric patches or layers that are then connected to active-passive resonant shunt circuits, composed of resistance, inductance and voltage source. Applications to passive vibration control and active control authority enhancement are also presented and discussed. The finite element model is based on an equivalent single layer theory combined with a third-order shear deformation theory. A stress-voltage electromechanical model is considered for the piezoelectric materials fully coupled to the electrical circuits. To this end, the electrical circuit equations are also included in the variational formulation. Hence, conservation of charge and full electromechanical coupling are guaranteed. The formulation results in a coupled finite element model with mechanical (displacements) and electrical (charges at electrodes) degrees of freedom. For a Graphite-Epoxy (Carbon-Fibre Reinforced) laminate composite plate, a parametric analysis is performed to evaluate optimal locations along the plate plane (xy) and thickness (z) that maximize the effective modal electromechanical coupling coefficient. Then, the passive vibration control performance is evaluated for a network of optimally located shunted piezoelectric patches embedded in the plate, through the design of resistance and inductance values of each circuit, to reduce the vibration amplitude of the first four vibration modes. A vibration amplitude reduction of at least 10 dB for all vibration modes was observed. Then, an analysis of the control authority enhancement due to the resonant shunt circuit, when the piezoelectric patches are used as actuators, is performed. It is shown that the control authority can indeed be improved near a selected resonance even with multiple pairs of piezoelectric patches and active-passive circuits acting simultaneously. (C) 2010 Elsevier Ltd. All rights reserved.

Flow boiling heat transfer of R134a and R245fa in a 2.3 mm tube

This paper presents new experimental flow boiling heat transfer results in micro-scale tubes. The experimental data were obtained in a horizontal 2.3 mm I.D stainless steel tube with heating length of 464 mm, R134a and R245fa as working fluids, mass velocities ranging from 50 to 700 kg m(-2) s(-1), heat flux from 5 to 55 kW m(-2), exit saturation temperatures of 22, 31 and 41 degrees C, and vapor qualities ranging from 0.05 to 0.99. Flow pattern characterization was also performed from images obtained by high-speed filming. Heat transfer coefficient results from 1 to 14 kW m(-2) K(-1) were measured. It was found that the heat transfer coefficient is a strong function of heat flux, mass velocity and vapor quality. The experimental data were compared against ten flow boiling predictive methods from the literature. Liu and Winterton [3], Zhang et al. [5] and Saitoh et al. [6] worked best for both fluids, capturing most of the experimental heat transfer trends. (C) 2010 Elsevier Ltd. All rights reserved.

Positioning of Deadeners for Vibration Reduction in Vehicle Roof Using Embedded Sensitivity

The noise, vibration and harshness (NVH) performance of passenger vehicles strongly depends on the fluid-structure interaction between the air in the vehicle cavity and the sheet metal structure of the vehicle. Most of the noise and vibration problems related to this interaction come from resonance peaks of the sheet metal, which are excited by external forces (road, engine, and wind). A reduction in these resonance peaks can be achieved by applying bitumen damping layers, also called deadeners, in the sheet metal. The problem is where these deadeners shall be fixed, which is usually done in a trial-and-error basis. In this work, one proposes the use of embedded sensitivity to locate the deadeners in the sheet metal of the vehicle, more specifically in the vehicle roof. Experimental frequency response functions (FRFs) of the roof are obtained and the data are processed by adopting the embedded sensitivity method, thus obtaining the sensitivity of the resonance peaks on the local increase in damping due to the deadeners. As a result, by examining the sensitivity functions, one can find the optimum location of the deadeners that maximize their effect in reducing the resonance peaks of interest. After locating the deadeners in the optimum positions, it was possible to verify a strong reduction in resonance peaks of the vehicle roof, thus showing the efficiency of the procedure. The main advantage of this procedure is that it only requires FRF measurements of the vehicle in its original state not needing any previous modification of the vehicle structure to find the sensitivity functions. [DOI: 10.1115/1.4000769]

On the accuracy of two-fluid model predictions for a particular gas-solid riser flow

Literature presents a huge number of different simulations of gas-solid flows in risers applying two-fluid modeling. In spite of that, the related quantitative accuracy issue remains mostly untouched. This state of affairs seems to be mainly a consequence of modeling shortcomings, notably regarding the lack of realistic closures. In this article predictions from a two-fluid model are compared to other published two-fluid model predictions applying the same Closures, and to experimental data. A particular matter of concern is whether the predictions are generated or not inside the statistical steady state regime that characterizes the riser flows. The present simulation was performed inside the statistical steady state regime. Time-averaged results are presented for different time-averaging intervals of 5, 10, 15 and 20 s inside the statistical steady state regime. The independence of the averaged results regarding the time-averaging interval is addressed and the results averaged over the intervals of 10 and 20 s are compared to both experiment and other two-fluid predictions. It is concluded that the two-fluid model used is still very crude, and cannot provide quantitative accurate results, at least for the particular case that was considered. (C) 2009 Elsevier Inc. All rights reserved.

Evaluation of the performance of biodiesel from waste vegetable oil in a flame tube furnace

This work presents a theoretical and experimental study of the biodiesel (ethyl ester from a waste vegetable oil) performance in a flame tube furnace. The heat transfer rate was analysed in several sections along the furnace and the performance of the biodiesel was compared to that of diesel oil. The flow of heat from the burn of each fuel in the direction of the walls of the combustion chamber was evaluated under the same fuel injection pressure. The peak of the heat transfer occurred around 0.45 m far from the fuel injection nozzle in a 0.305 m inner diameter combustion chamber. The diesel oil showed a higher heat transfer rate in most parts exposed to the flame. In the region where the body of the flame is not present, the heat transfer of biodiesel becomes higher. (C) 2008 Elsevier Ltd. All rights reserved.

Hybrid modeling of convective laminar flow in a permeable tube associated with the cross-flow process

The confined flows in tubes with permeable surfaces arc associated to tangential filtration processes (microfiltration or ultrafiltration). The complexity of the phenomena do not allow for the development of exact analytical solutions, however, approximate solutions are of great interest for the calculation of the transmembrane outflow and estimate of the concentration, polarization phenomenon. In the present work, the generalized integral transform technique (GITT) was employed in solving the laminar and permanent flow in permeable tubes of Newtonian and incompressible fluid. The mathematical formulation employed the parabolic differential equation of chemical species conservation (convective-diffusive equation). The velocity profiles for the entrance region flow, which are found in the connective terms of the equation, were assessed by solutions obtained from literature. The velocity at the permeable wall was considered uniform, with the concentration at the tube wall regarded as variable with an axial position. A computational methodology using global error control was applied to determine the concentration in the wall and concentration boundary layer thickness. The results obtained for the local transmembrane flux and the concentration boundary layer thickness were compared against others in literature. (C) 2007 Elsevier B.V. All rights reserved.

Effective Electromechanical Coupling Coefficients of Piezoelectric Adaptive Structures: Critical Evaluation and Optimization

This work presents a critical analysis of methodologies to evaluate the effective (or generalized) electromechanical coupling coefficient (EMCC) for structures with piezoelectric elements. First, a review of several existing methodologies to evaluate material and effective EMCC is presented. To illustrate the methodologies, a comparison is made between numerical, analytical and experimental results for two simple structures: a cantilever beam with bonded extension piezoelectric patches and a simply-supported sandwich beam with an embedded shear piezoceramic. An analysis of the electric charge cancelation effect on the effective EMCC observed in long piezoelectric patches is performed. It confirms the importance of reinforcing the electrodes equipotentiality condition in the finite element model. Its results indicate also that smaller (segmented) and independent piezoelectric patches could be more interesting for energy conversion efficiency. Then, parametric analyses and optimization are performed for a cantilever sandwich beam with several embedded shear piezoceramic patches. Results indicate that to fully benefit from the higher material coupling of shear piezoceramic patches, attention must be paid to the configuration design so that the shear strains in the patches are maximized. In particular, effective square EMCC values higher than 1% were obtained embedding nine well-spaced short piezoceramic patches in an aluminum/foam/aluminum sandwich beam.