The condensation and ordering of models of empty liquids

We consider a simple model consisting of particles with four bonding sites ("patches"), two of type A and two of type B, on the square lattice, and investigate its global phase behavior by simulations and theory. We set the interaction between B patches to zero and calculate the phase diagram as the ratio between the AB and the AA interactions, epsilon(AB)*, varies. In line with previous work, on three-dimensional off-lattice models, we show that the liquid-vapor phase diagram exhibits a re-entrant or "pinched" shape for the same range of epsilon(AB)*, suggesting that the ratio of the energy scales - and the corresponding empty fluid regime - is independent of the dimensionality of the system and of the lattice structure. In addition, the model exhibits an order-disorder transition that is ferromagnetic in the re-entrant regime. The use of low-dimensional lattice models allows the simulation of sufficiently large systems to establish the nature of the liquid-vapor critical points and to describe the structure of the liquid phase in the empty fluid regime, where the size of the "voids" increases as the temperature decreases. We have found that the liquid-vapor critical point is in the 2D Ising universality class, with a scaling region that decreases rapidly as the temperature decreases. The results of simulations and theoretical analysis suggest that the line of order-disorder transitions intersects the condensation line at a multi-critical point at zero temperature and density, for patchy particle models with a re-entrant, empty fluid, regime. (C) 2011 American Institute of Physics. [doi: 10.1063/1.3657406]

Interpretation of gravity data to delineate structural features connected to low-temperature geothermal resources at Northeastern Portugal

A great number of low-temperature geothermal fields occur in Northern-Portugal related to fractured rocks. The most important superficial manifestations of these hydrothermal systems appear in pull-apart tectonic basins and are strongly conditioned by the orientation of the main fault systems in the region. This work presents the interpretation of gravity gradient maps and 3D inversion model produced from a regional gravity survey. The horizontal gradients reveal a complex fault system. The obtained 3D model of density contrast puts into evidence the main fault zone in the region and the depth distribution of the granitic bodies. Their relationship with the hydrothermal systems supports the conceptual models elaborated from hydrochemical and isotopic water analyses. This work emphasizes the importance of the role of the gravity method and analysis to better understand the connection between hydrothermal systems and the fractured rock pattern and surrounding geology. (c) 2013 Elsevier B.V. All rights reserved.

Assessment of the ensembles regional climate models in the representation of precipitation variability and extremes over Portugal

A new data set of daily gridded observations of precipitation, computed from over 400 stations in Portugal, is used to assess the performance of 12 regional climate models at 25 km resolution, from the ENSEMBLES set, all forced by ERA-40 boundary conditions, for the 1961-2000 period. Standard point error statistics, calculated from grid point and basin aggregated data, and precipitation related climate indices are used to analyze the performance of the different models in representing the main spatial and temporal features of the regional climate, and its extreme events. As a whole, the ENSEMBLES models are found to achieve a good representation of those features, with good spatial correlations with observations. There is a small but relevant negative bias in precipitation, especially in the driest months, leading to systematic errors in related climate indices. The underprediction of precipitation occurs in most percentiles, although this deficiency is partially corrected at the basin level. Interestingly, some of the conclusions concerning the performance of the models are different of what has been found for the contiguous territory of Spain; in particular, ENSEMBLES models appear too dry over Portugal and too wet over Spain. Finally, models behave quite differently in the simulation of some important aspects of local climate, from the mean climatology to high precipitation regimes in localized mountain ranges and in the subsequent drier regions.

CP properties of symmetry-constrained two-Higgs-doublet models

The two-Higgs-doublet model can be constrained by imposing Higgs-family symmetries and/or generalized CP symmetries. It is known that there are only six independent classes of such symmetry-constrained models. We study the CP properties of all cases in the bilinear formalism. An exact symmetry implies CP conservation. We show that soft breaking of the symmetry can lead to spontaneous CP violation (CPV) in three of the classes.

Renormalization-group constraints on Yukawa alignment in multi-Higgs-doublet models

We write down the renormalization-group equations for the Yukawa-coupling matrices in a general multi-Higgs-doublet model. We then assume that the matrices of the Yukawa couplings of the various Higgs doublets to right-handed fermions of fixed quantum numbers are all proportional to each other. We demonstrate that, in the case of the two-Higgs-doublet model, this proportionality is preserved by the renormalization-group running only in the cases of the standard type-I, II, X, and Y models. We furthermore show that a similar result holds even when there are more than two Higgs doublets: the Yukawa-coupling matrices to fermions of a given electric charge remain proportional under the renormalization-group running if and only if there is a basis for the Higgs doublets in which all the fermions of a given electric charge couple to only one Higgs doublet.

Optimal design of piezolaminated structures using B-spline strip finite element models

A package of B-spline finite strip models is developed for the linear analysis of piezolaminated plates and shells. This package is associated to a global optimization technique in order to enhance the performance of these types of structures, subjected to various types of objective functions and/or constraints, with discrete and continuous design variables. The models considered are based on a higher-order displacement field and one can apply them to the static, free vibration and buckling analyses of laminated adaptive structures with arbitrary lay-ups, loading and boundary conditions. Genetic algorithms, with either binary or floating point encoding of design variables, were considered to find optimal locations of piezoelectric actuators as well as to determine the best voltages applied to them in order to obtain a desired structure shape. These models provide an overall economy of computing effort for static and vibration problems.

Mathematical modelling of supercritical CO2 extraction of volatile oils from aromatic plants

The modelling of the experimental data of the extraction of the volatile oil from six aromatic plants (coriander, fennel, savoury, winter savoury, cotton lavender and thyme) was performed using five mathematical models, based on differential mass balances. In all cases the extraction was internal diffusion controlled and the internal mass transfer coefficienty (k(s)) have been found to change with pressure, temperature and particle size. For fennel, savoury and cotton lavender, the external mass transfer and the equilibrium phase also influenced the second extraction period, since k(s) changed with the tested flow rates. In general, the axial dispersion coefficient could be neglected for the conditions studied, since Peclet numbers were high. On the other hand, the solute-matrix interaction had to be considered in order to ensure a satisfactory description of the experimental data.

Dynamical behaviour on the parameter space: new populational growth models proportional to beta densities

We present new populational growth models, generalized logistic models which are proportional to beta densities with shape parameters p and 2, where p > 1, with Malthusian parameter r. The complex dynamical behaviour of these models is investigated in the parameter space (r, p), in terms of topological entropy, using explicit methods, when the Malthusian parameter r increases. This parameter space is split into different regions, according to the chaotic behaviour of the models.

Constructing good deals in discrete time arbitrage-free dynamic pricing models

Recent literature has proved that many classical pricing models (Black and Scholes, Heston, etc.) and risk measures (V aR, CV aR, etc.) may lead to “pathological meaningless situations”, since traders can build sequences of portfolios whose risk leveltends to −infinity and whose expected return tends to +infinity, i.e., (risk = −infinity, return = +infinity). Such a sequence of strategies may be called “good deal”. This paper focuses on the risk measures V aR and CV aR and analyzes this caveat in a discrete time complete pricing model. Under quite general conditions the explicit expression of a good deal is given, and its sensitivity with respect to some possible measurement errors is provided too. We point out that a critical property is the absence of short sales. In such a case we first construct a “shadow riskless asset” (SRA) without short sales and then the good deal is given by borrowing more and more money so as to invest in the SRA. It is also shown that the SRA is interested by itself, even if there are short selling restrictions.

Volatility forecasting with range models: An evaluation of new alternatives to the CARR model

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.

Cr2O3 thin films grown at room temperature by low pressure laser chemical vapour deposition

Chromia (Cr2O3) has been extensively explored for the purpose of developing widespread industrial applications, owing to the convergence of a variety of mechanical, physical and chemical properties in one single oxide material. Various methods have been used for large area synthesis of Cr2O3 films. However, for selective area growth and growth on thermally sensitive materials, laser-assisted chemical vapour deposition (LCVD) can be applied advantageously. Here we report on the growth of single layers of pure Cr2O3 onto sapphire substrates at room temperature by low pressure photolytic LCVD, using UV laser radiation and Cr(CO)(6) as chromium precursor. The feasibility of the LCVD technique to access selective area deposition of chromia thin films is demonstrated. Best results were obtained for a laser fluence of 120 mJ cm(-2) and a partial pressure ratio of O-2 to Cr(CO)(6) of 1.0. Samples grown with these experimental parameters are polycrystalline and their microstructure is characterised by a high density of particles whose size follows a lognormal distribution. Deposition rates of 0.1 nm s(-1) and mean particle sizes of 1.85 mu m were measured for these films. (C) 2011 Elsevier B.V. All rights reserved.

CVD of CrO(2): Towards a lower temperature deposition process

The deposition of highly oriented a-axis CrO(2) films onto Al(2)O(3)(0001) by atmospheric pressure (AP)CVD at temperatures as low as 330 C is reported. Deposition rates strongly depend on the substrate temperature, whereas for film surface microstructures the dependence is mainly on film thickness. For the experimental conditions used in this work, CrO(2) growth kinetics are dominated by a surface reaction mechanism with an apparent activation energy of (121.0 +/- 4.3) kJ mol(-1). The magnitude and temperature dependence of the saturation magnetization, up to room temperature, is consistent with bulk measurements.

Influence of growth temperature and carrier flux on the structure and transport properties of highly oriented CrO2 on Al2O3 (0001)

In this work we report on the structure and magnetic and electrical transport properties of CrO2 films deposited onto (0001) sapphire by atmospheric pressure (AP)CVD from a CrO3 precursor. Films are grown within a broad range of deposition temperatures, from 320 to 410 degrees C, and oxygen carrier gas flow rates of 50-500 seem, showing that it is viable to grow highly oriented a-axis CrO2 films at temperatures as low as 330 degrees C i.e., 60-70 degrees C lower than is reported in published data for the same chemical system. Depending on the experimental conditions, growth kinetic regimes dominated either by surface reaction or by mass-transport mechanisms are identified. The growth of a Cr2O3 interfacial layer as an intrinsic feature of the deposition process is studied and discussed. Films synthesized at 330 degrees C keep the same high quality magnetic and transport properties as those deposited at higher temperatures.

Magnetic Field and Temperature Effects on Strangelets

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.

Implications of the LHC two-photon signal for two-Higgs-doublet models

We study the implications for two-Higgs-doublet models of the recent announcement at the LHC giving a tantalizing hint for a Higgs boson of mass 125 GeV decaying into two photons. We require that the experimental result be within a factor of 2 of the theoretical standard model prediction, and analyze the type I and type II models as well as the lepton-specific and flipped models, subject to this requirement. It is assumed that there is no new physics other than two Higgs doublets. In all of the models, we display the allowed region of parameter space taking the recent LHC announcement at face value, and we analyze the W+W-, ZZ, (b) over barb, and tau(+)tau(-) expectations in these allowed regions. Throughout the entire range of parameter space allowed by the gamma gamma constraint, the numbers of events for Higgs decays into WW, ZZ, and b (b) over bar are not changed from the standard model by more than a factor of 2. In contrast, in the lepton-specific model, decays to tau(+)tau(-) are very sensitive across the entire gamma gamma-allowed region.