15 resultados para Mean-field model

em Repositório Científico do Instituto Politécnico de Lisboa - Portugal


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When a mixture is confined, one of the phases can condense out. This condensate, which is otherwise metastable in the bulk, is stabilized by the presence of surfaces. In a sphere-plane geometry, routinely used in atomic force microscope and surface force apparatus, it, can form a bridge connecting the surfaces. The pressure drop in the bridge gives rise to additional long-range attractive forces between them. By minimizing the free energy of a binary mixture we obtain the force-distance curves as well as the structural phase diagram of the configuration with the bridge. Numerical results predict a discontinuous transition between the states with and without the bridge and linear force-distance curves with hysteresis. We also show that similar phenomenon can be observed in a number of different systems, e.g., liquid crystals and polymer mixtures. (C). 2004 American Institute of Physics.

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We investigate, via numerical simulations, mean field, and density functional theories, the magnetic response of a dipolar hard sphere fluid at low temperatures and densities, in the region of strong association. The proposed parameter-free theory is able to capture both the density and temperature dependence of the ring-chain equilibrium and the contribution to the susceptibility of a chain of generic length. The theory predicts a nonmonotonic temperature dependence of the initial (zero field) magnetic susceptibility, arising from the competition between magnetically inert particle rings and magnetically active chains. Monte Carlo simulation results closely agree with the theoretical findings. DOI: 10.1103/PhysRevLett.110.148306

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The scope of this paper is to adapt the standard mean-variance model of Henry Markowitz theory, creating a simulation tool to find the optimal configuration of the portfolio aggregator, calculate its profitability and risk. Currently, there is a deep discussion going on among the power system society about the structure and architecture of the future electric system. In this environment, policy makers and electric utilities find new approaches to access the electricity market; this configures new challenging positions in order to find innovative strategies and methodologies. Decentralized power generation is gaining relevance in liberalized markets, and small and medium size electricity consumers are also become producers (“prosumers”). In this scenario an electric aggregator is an entity that joins a group of electric clients, customers, producers, “prosumers” together as a single purchasing unit to negotiate the purchase and sale of electricity. The aggregator conducts research on electricity prices, contract terms and conditions in order to promote better energy prices for their clients and allows small and medium customers to benefit improved market prices.

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The erosion depth profile of planar targets in balanced and unbalanced magnetron cathodes with cylindrical symmetry is measured along the target radius. The magnetic fields have rotational symmetry. The horizontal and vertical components of the magnetic field B are measured at points above the cathode target with z = 2 x 10(-3) m. The experimental data reveal that the target erosion depth profile is a function of the angle. made by B with a horizontal line defined by z = 2 x 10(-3) m. To explain this dependence a simplified model of the discharge is developed. In the scope of the model, the pathway lengths of the secondary electrons in the pre-sheath region are calculated by analytical integration of the Lorentz differential equations. Weighting these lengths by using the distribution law of the mean free path of the secondary electrons, we estimate the densities of the ionizing events over the cathode and the relative flux of the sputtered atoms. The expression so deduced correlates for the first time the erosion depth profile of the target with the angle theta. The model shows reasonably good fittings to the experimental target erosion depth profiles confirming that ionization occurs mainly in the pre-sheath zone.

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We investigate a mechanism that generates exact solutions of scalar field cosmologies in a unified way. The procedure investigated here permits to recover almost all known solutions, and allows one to derive new solutions as well. In particular, we derive and discuss one novel solution defined in terms of the Lambert function. The solutions are organised in a classification which depends on the choice of a generating function which we have denoted by x(phi) that reflects the underlying thermodynamics of the model. We also analyse and discuss the existence of form-invariance dualities between solutions. A general way of defining the latter in an appropriate fashion for scalar fields is put forward.

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The aim of this paper is to analyze the forecasting ability of the CARR model proposed by Chou (2005) using the S&P 500. We extend the data sample, allowing for the analysis of different stock market circumstances and propose the use of various range estimators in order to analyze their forecasting performance. Our results show that there are two range-based models that outperform the forecasting ability of the GARCH model. The Parkinson model is better for upward trends and volatilities which are higher and lower than the mean while the CARR model is better for downward trends and mean volatilities.

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The main properties of magnetized strangelets, namely, their energy per baryon, radius and electric charge, are studied in the unpaired strange quark matter phase. Temperature effects are taken into account in order to study their stability compared to the (56)Fe isotope and non-magnetized strangelets within the framework of the MIT bag model. It is concluded that the presence of a magnetic field tends to stabilize more the strangelets, even when temperature is considered. We find that the electric charge is modified in the presence of the magnetic field, leading to higher charge values for magnetized strangelets, when compared to the non-magnetized case.

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Toxic amides, such as acrylamide, are potentially harmful to Human health, so there is great interest in the fabrication of compact and economical devices to measure their concentration in food products and effluents. The CHEmically Modified Field Effect Transistor (CHEMFET) based onamorphous silicon technology is a candidate for this type of application due to its low fabrication cost. In this article we have used a semi-empirical modelof the device to predict its performance in a solution of interfering ions. The actual semiconductor unit of the sensor was fabricated by the PECVD technique in the top gate configuration. The CHEMFET simulation was performed based on the experimental current voltage curves of the semiconductor unit and on an empirical model of the polymeric membrane. Results presented here are useful for selection and design of CHEMFET membranes and provide an idea of the limitations of the amorphous CHEMFET device. In addition to the economical advantage, the small size of this prototype means it is appropriate for in situ operation and integration in a sensor array.

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In the two-Higgs-doublet model (THDM), generalized-CP transformations (phi(i) -> X-ij phi(*)(j) where X is unitary) and unitary Higgs-family transformations (phi(i) -> U-ij phi(j)) have recently been examined in a series of papers. In terms of gauge-invariant bilinear functions of the Higgs fields phi(i), the Higgs-family transformations and the generalized-CP transformations possess a simple geometric description. Namely, these transformations correspond in the space of scalar-field bilinears to proper and improper rotations, respectively. In this formalism, recent results relating generalized CP transformations with Higgs-family transformations have a clear geometric interpretation. We will review what is known regarding THDM symmetries, as well as derive new results concerning those symmetries, namely how they can be interpreted geometrically as applications of several CP transformations.

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The Schwinger proper-time method is an effective calculation method, explicitly gauge-invariant and nonperturbative. We make use of this method to investigate the radiatively induced Lorentz- and CPT-violating effects in quantum electrodynamics when an axial-vector interaction term is introduced in the fermionic sector. The induced Lorentz- and CPT-violating Chern-Simons term coincides with the one obtained using a covariant derivative expansion but differs from the result usually obtained in other regularization schemes. A possible ambiguity in the approach is also discussed. (C) 2001 Published by Elsevier Science B.V.

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Coastal low-level jets (CLLJ) are a low-tropospheric wind feature driven by the pressure gradient produced by a sharp contrast between high temperatures over land and lower temperatures over the sea. This contrast between the cold ocean and the warm land in the summer is intensified by the impact of the coastal parallel winds on the ocean generating upwelling currents, sharpening the temperature gradient close to the coast and giving rise to strong baroclinic structures at the coast. During summertime, the Iberian Peninsula is often under the effect of the Azores High and of a thermal low pressure system inland, leading to a seasonal wind, in the west coast, called the Nortada (northerly wind). This study presents a regional climatology of the CLLJ off the west coast of the Iberian Peninsula, based on a 9km resolution downscaling dataset, produced using the Weather Research and Forecasting (WRF) mesoscale model, forced by 19 years of ERA-Interim reanalysis (1989-2007). The simulation results show that the jet hourly frequency of occurrence in the summer is above 30% and decreases to about 10% during spring and autumn. The monthly frequencies of occurrence can reach higher values, around 40% in summer months, and reveal large inter-annual variability in all three seasons. In the summer, at a daily base, the CLLJ is present in almost 70% of the days. The CLLJ wind direction is mostly from north-northeasterly and occurs more persistently in three areas where the interaction of the jet flow with local capes and headlands is more pronounced. The coastal jets in this area occur at heights between 300 and 400 m, and its speed has a mean around 15 m/s, reaching maximum speeds of 25 m/s.

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Considering that recent european high-speed railway system has a traction power system of kV 50 Hz, which causes electromagnetic emission for the outside world, it is important to dimension the railway system emissions, using a frequency/distance dependent propagation model. This paper presents an enhanced theoretical model for VLF to UHF propagation, railway system oriented. It introduces the near field approach (crucial in low frequency propagation) and also considers the source characteristics and type of measuring antenna. Simulations are presented, and comparisons are set with earlier far field models. Using the developed model, a real case study was performed in partnership with Refer Telecom (portuguese telecom operator for railways). The new propagation model was used in order to predict the future high-speed railway electromagnetic emissions in the Lisbon north track. The results show the model's prediction capabilities and also its applicability to realistic scenarios.

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In this article, we calibrate the Vasicek interest rate model under the risk neutral measure by learning the model parameters using Gaussian processes for machine learning regression. The calibration is done by maximizing the likelihood of zero coupon bond log prices, using mean and covariance functions computed analytically, as well as likelihood derivatives with respect to the parameters. The maximization method used is the conjugate gradients. The only prices needed for calibration are zero coupon bond prices and the parameters are directly obtained in the arbitrage free risk neutral measure.

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We propose a 3-D gravity model for the volcanic structure of the island of Maio (Cape Verde archipelago) with the objective of solving some open questions concerning the geometry and depth of the intrusive Central Igneous Complex. A gravity survey was made covering almost the entire surface of the island. The gravity data was inverted through a non-linear 3-D approach which provided a model constructed in a random growth process. The residual Bouguer gravity field shows a single positive anomaly presenting an elliptic shape with a NWSE trending long axis. This Bouguer gravity anomaly is slightly off-centred with the island but its outline is concordant with the surface exposure of the Central Igneous Complex. The gravimetric modelling shows a high-density volume whose centre of mass is about 4500 m deep. With increasing depth, and despite the restricted gravimetric resolution, the horizontal sections of the model suggest the presence of two distinct bodies, whose relative position accounts for the elongated shape of the high positive Bouguer gravity anomaly. These bodies are interpreted as magma chambers whose coeval volcanic counterparts are no longer preserved. The orientation defined by the two bodies is similar to that of other structures known in the southern group of the Cape Verde islands, thus suggesting a possible structural control constraining the location of the plutonic intrusions.

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This paper is about a design of an urban area Darrieus VAWT, having self-start ability due to an innovative profile design named EN0005, avoiding the need of extra components or external electricity feed-in. An approach is presented to study the ability of a blade profile to offer self-start ability. Methodologies applied for the blade body and for profile development are reported. Field tests and main conclusions are presented to persuade for the arrangement of this design. (C) 2015 Elsevier Ltd. All rights reserved.