Influence of memory in deterministic walks in random media: Analytical calculation within a mean-field approximation

Consider a random medium consisting of N points randomly distributed so that there is no correlation among the distances separating them. This is the random link model, which is the high dimensionality limit (mean-field approximation) for the Euclidean random point structure. In the random link model, at discrete time steps, a walker moves to the nearest point, which has not been visited in the last mu steps (memory), producing a deterministic partially self-avoiding walk (the tourist walk). We have analytically obtained the distribution of the number n of points explored by the walker with memory mu=2, as well as the transient and period joint distribution. This result enables us to explain the abrupt change in the exploratory behavior between the cases mu=1 (memoryless walker, driven by extreme value statistics) and mu=2 (walker with memory, driven by combinatorial statistics). In the mu=1 case, the mean newly visited points in the thermodynamic limit (N >> 1) is just < n >=e=2.72... while in the mu=2 case, the mean number < n > of visited points grows proportionally to N(1/2). Also, this result allows us to establish an equivalence between the random link model with mu=2 and random map (uncorrelated back and forth distances) with mu=0 and the abrupt change between the probabilities for null transient time and subsequent ones.

A frequency approach to identifying asteroid families II. Families interacting with nonlinear secular resonances and low-order mean-motion resonances

Aims. In an earlier paper we introduced a new method for determining asteroid families where families were identified in the proper frequency domain (n, g, g + s) ( where n is the mean-motion, and g and s are the secular frequencies of the longitude of pericenter and nodes, respectively), rather than in the proper element domain (a, e, sin(i)) (semi-major axis, eccentricity, and inclination). Here we improve our techniques for reliably identifying members of families that interact with nonlinear secular resonances of argument other than g or g + s and for asteroids near or in mean-motion resonant configurations. Methods. We introduce several new distance metrics in the frequency space optimal for determining the diffusion in secular resonances of argument 2g - s, 3g - s, g - s, s, and 2s. We also regularize the dependence of the g frequency as a function of the n frequency (Vesta family) or of the eccentricity e (Hansa family). Results. Our new approaches allow us to recognize as family members objects that were lost with previous methods, while keeping the advantages of the Carruba & Michtchenko (2007, A& A, 475, 1145) approach. More important, an analysis in the frequency domain permits a deeper understanding of the dynamical evolution of asteroid families not always obtainable with an analysis in the proper element domain.

Nonuniversal behavior for aperiodic interactions within a mean-field approximation

We study the spin-1/2 Ising model on a Bethe lattice in the mean-field limit, with the interaction constants following one of two deterministic aperiodic sequences, the Fibonacci or period-doubling one. New algorithms of sequence generation were implemented, which were fundamental in obtaining long sequences and, therefore, precise results. We calculate the exact critical temperature for both sequences, as well as the critical exponents beta, gamma, and delta. For the Fibonacci sequence, the exponents are classical, while for the period-doubling one they depend on the ratio between the two exchange constants. The usual relations between critical exponents are satisfied, within error bars, for the period-doubling sequence. Therefore, we show that mean-field-like procedures may lead to nonclassical critical exponents.

The role of quantum confinement and crystalline structure on excitonic lifetimes in silicon nanoclusters

The emission energy dependence of the photoluminescence (PL) decay rate at room temperature has been studied in Si nanoclusters (Si-ncl) embedded in Si oxide matrices obtained by thermal annealing of substoichiometric Si oxide layers Si(y)O(1-y), y=(0.36,0.39,0.42), at various annealing temperatures (T(a)) and gas atmospheres. Raman scattering measurements give evidence for the formation of amorphous Si-ncl at T(a)=900 degrees C and of crystalline Si-ncl for T(a)=1000 degrees C and 1100 degrees C. For T(a)=1100 degrees C, the energy dispersion of the PL decay rate does not depend on sample fabrication conditions and follows previously reported behavior. For lower T(a), the rate becomes dependent on fabrication conditions and less energy dispersive. The effects are attributed to exciton localization and decoherence leading to the suppression of quantum confinement and the enhancement of nonradiative recombination in disordered and amorphous Si-ncl. (C) 2010 American Institute of Physics. [doi: 10.1063/1.3457900]

Digital frequency relaying based on the modified least mean square method

This research presents a method for frequency estimation in power systems using an adaptive filter based on the Least Mean Square Algorithm (LMS). In order to analyze a power system, three-phase voltages were converted into a complex signal applying the alpha beta-transform and the results were used in an adaptive filtering algorithm. Although the use of the complex LMS algorithm is described in the literature, this paper deals with some practical aspects of the algorithm implementation. In order to reduce computing time, a coefficient generator was implemented. For the algorithm validation, a computing simulation of a power system was carried Out using the ATP software. Many different situations were Simulated for the performance analysis of the proposed methodology. The results were compared to a commercial relay for validation, showing the advantages of the new method. (C) 2009 Elsevier Ltd. All rights reserved.

Reducing mean flow time in permutation flow shop

This paper deals with the traditional permutation flow shop scheduling problem with the objective of minimizing mean flowtime, therefore reducing in-process inventory. A new heuristic method is proposed for the scheduling problem solution. The proposed heuristic is compared with the best one considered in the literature. Experimental results show that the new heuristic provides better solutions regarding both the solution quality and computational effort.

Mean sea-level rise impacts on Santos Bay, Southeastern Brazil - physical modelling study

The greenhouse effect and resulting increase in the Earth`s temperature may accelerate the mean sea-level rise. The natural response of bays and estuaries to this rise, such as this case study of Santos Bay (Brazil), will include change in shoreline position, land flooding and wetlands impacts. The main impacts of this scenario were studied in a physical model built in the Coastal and Harbour Division of Hydraulic Laboratory, University of Sao Paulo, and the main conclusions are presented in this paper. The model reproduces near 1,000 km(2) of the study area, including Santos, Sao Vicente, Praia Grande, Cubatao, Guaruja and Bertioga cities.

Volumetric reconstruction of the mean flow around circular cylinders fitted with strakes

The volumetric reconstruction technique presented in this paper employs a two-camera stereoscopic particle image velocimetry (SPIV) system in order to reconstruct the mean flow behind a fixed cylinder fitted with helical strakes, which are commonly used to suppress vortex-induced vibrations (VIV). The technique is based on the measurement of velocity fields at equivalent adjacent planes that results in pseudo volumetric fields. The main advantage over proper volumetric techniques is the avoidance of additional equipment and complexity. The averaged velocity fields behind the straked cylinders and the geometrical periodicity of the three-start configuration are used to further simplify the reconstruction process. Two straked cylindrical models with the same pitch (p = 10d) and two different heights (h = 0.1 and 0.2d) are tested. The reconstructed flow shows that the strakes introduce in the wake flow a well-defined wavelength of one-third of the pitch. Measurements of hydrodynamic forces, fluctuating velocity, vortex formation length, and vortex shedding frequency show the interdependence of the wake parameters. The vortex formation length is increased by the strakes, which is an important effect for the suppression of vortex-induced vibrations. The results presented complement previous investigations concerning the effectiveness of strakes as VIV suppressors and provide a basis of comparison to numerical simulations.

Prediction of Crude Oil Properties and Chemical Composition by Means of Steady-State and Time-Resolved Fluorescence

Steady-state and time-resolved fluorescence measurements are reported for several crude oils and their saturates, aromatics, resins, and asphaltenes (SARA) fractions (saturates, aromatics and resins), isolated from maltene after pentane precipitation of the asphaltenes. There is a clear relationship between the American Petroleum Institute (API) grade of the crude oils and their fluorescence emission intensity and maxima. Dilution of the crude oil samples with cyclohexane results in a significant increase of emission intensity and a blue shift, which is a clear indication of the presence of energy-transfer processes between the emissive chromophores present in the crude oil. Both the fluorescence spectra and the mean fluorescence lifetimes of the three SARA fractions and their mixtures indicate that the aromatics and resins are the major contributors to the emission of crude oils. Total synchronous fluorescence scan (TSFS) spectral maps are preferable to steady-state fluorescence spectra for discriminating between the fractions, making TSFS maps a particularly interesting choice for the development of fluorescence-based methods for the characterization and classification of crude oils. More detailed studies, using a much wider range of excitation and emission wavelengths, are necessary to determine the utility of time-resolved fluorescence (TRF) data for this purpose. Preliminary models constructed using TSFS spectra from 21 crude oil samples show a very good correlation (R(2) > 0.88) between the calculated and measured values of API and the SARA fraction concentrations. The use of models based on a fast fluorescence measurement may thus be an alternative to tedious and time-consuming chemical analysis in refineries.

Scheduling in a two-machine flowshop for the minimization of the mean absolute deviation from a common due date

This paper addresses the minimization of the mean absolute deviation from a common due date in a two-machine flowshop scheduling problem. We present heuristics that use an algorithm, based on proposed properties, which obtains an optimal schedule fora given job sequence. A new set of benchmark problems is presented with the purpose of evaluating the heuristics. Computational experiments show that the developed heuristics outperform results found in the literature for problems up to 500 jobs. (C) 2007 Elsevier Ltd. All rights reserved.

Sampled Control for Mean-Variance Hedging in a Jump Diffusion Financial Market

In this technical note we consider the mean-variance hedging problem of a jump diffusion continuous state space financial model with the re-balancing strategies for the hedging portfolio taken at discrete times, a situation that more closely reflects real market conditions. A direct expression based on some change of measures, not depending on any recursions, is derived for the optimal hedging strategy as well as for the ""fair hedging price"" considering any given payoff. For the case of a European call option these expressions can be evaluated in a closed form.

Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise

In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value of the expectation and variance of the output. In the first problem it is desired to minimise the final variance of the output subject to a restriction on its final expectation, in the second one it is desired to maximise the final expectation of the output subject to a restriction on its final variance, and in the third one it is considered a performance criterion composed by a linear combination of the final variance and expectation of the output of the system. We present explicit sufficient conditions for the existence of an optimal control strategy for these problems, generalising previous results in the literature. We conclude this article presenting a numerical example of an asset liabilities management model for pension funds with regime switching.

Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises

In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman type filter conveniently implementable in a recurrence form. The stationary case is also studied and a proof for the convergence of the error covariance matrix of the LMMSE to a stationary value under the assumption of mean square stability of the system and ergodicity of the associated Markov chain is obtained. It is shown that there exists a unique positive semi-definite solution for the stationary Riccati-like filter equation and, moreover, this solution is the limit of the error covariance matrix of the LMMSE. The advantage of this scheme is that it is very easy to implement and all calculations can be performed offline. (c) 2011 Elsevier Ltd. All rights reserved.

A generalized multi-period mean-variance portfolio optimization with Markov switching parameters

In this paper, we deal with a generalized multi-period mean-variance portfolio selection problem with market parameters Subject to Markov random regime switchings. Problems of this kind have been recently considered in the literature for control over bankruptcy, for cases in which there are no jumps in market parameters (see [Zhu, S. S., Li, D., & Wang, S. Y. (2004). Risk control over bankruptcy in dynamic portfolio selection: A generalized mean variance formulation. IEEE Transactions on Automatic Control, 49, 447-457]). We present necessary and Sufficient conditions for obtaining an optimal control policy for this Markovian generalized multi-period meal-variance problem, based on a set of interconnected Riccati difference equations, and oil a set of other recursive equations. Some closed formulas are also derived for two special cases, extending some previous results in the literature. We apply the results to a numerical example with real data for Fisk control over bankruptcy Ill a dynamic portfolio selection problem with Markov jumps selection problem. (C) 2008 Elsevier Ltd. All rights reserved.

Using a New Criterion to Identify Sites for Mean Soil Water Storage Evaluation

Establishing a few sites in which measurements of soil water storage (SWS) are time stable significantly reduces the efforts involved in determining average values of SWS. This study aimed to apply a new criterion the mean absolute bias error (MABE)-to identify temporally stable sites for mean SWS evaluation. The performance of MABE was compared with that of the commonly used criterion, the standard deviation of relative difference (SDRD). From October 2004 to October 2008, SWS of four soil layers (0-1.0, 1.0-2.0,2.0-3.0, and 3.0-4.0 m) was measured, using a neutron probe, at 28 sites on a hillslope of the Loess Plateau, China. A total of 37 SWS data sets taken over time were divided into two subsets, the first consisting of 22 dates collected during the calibration period from October 2004 to September 2006, and the second with 15 dates collected during the validation period from October 2006 to October 2008. The results showed that if a critical value of 5% for MABE was defined, more than half the sites were temporally stable for both periods, and the number of temporally stable sires generally increased with soil depth. Compared with SDRD, MABE was more suitable for the identification of time-stable sites for mean SS prediction. Since the absolute prediction error of drier sites is more sensitive to changes in relative difference in terms of mean SWS prediction, the sites of wet sectors should be preferable for mean SWS prediction for the same changes in relative difference.