Brownian bridge and other path-dependent Gaussian processes vectorial simulation

The iterative simulation of the Brownian bridge is well known. In this article, we present a vectorial simulation alternative based on Gaussian processes for machine learning regression that is suitable for interpreted programming languages implementations. We extend the vectorial simulation of path-dependent trajectories to other Gaussian processes, namely, sequences of Brownian bridges, geometric Brownian motion, fractional Brownian motion, and Ornstein-Ulenbeck mean reversion process.

Branching points in the low-temperature dipolar hard sphere fluid

In this contribution, we investigate the low-temperature, low-density behaviour of dipolar hard-sphere (DHS) particles, i.e., hard spheres with dipoles embedded in their centre. We aim at describing the DHS fluid in terms of a network of chains and rings (the fundamental clusters) held together by branching points (defects) of different nature. We first introduce a systematic way of classifying inter-cluster connections according to their topology, and then employ this classification to analyse the geometric and thermodynamic properties of each class of defects, as extracted from state-of-the-art equilibrium Monte Carlo simulations. By computing the average density and energetic cost of each defect class, we find that the relevant contribution to inter-cluster interactions is indeed provided by (rare) three-way junctions and by four-way junctions arising from parallel or anti-parallel locally linear aggregates. All other (numerous) defects are either intra-cluster or associated to low cluster-cluster interaction energies, suggesting that these defects do not play a significant part in the thermodynamic description of the self-assembly processes of dipolar hard spheres. (C) 2013 AIP Publishing LLC.

Interdiffusion at Sb/Ge interfaces induced in thin multilayer films by nanosecond laser irradiation

Thin films consisting of 3 or 4 Sb and Ge alternating layers are irradiated with single nanosecond laser pulses (12 ns, 193 nm). Real time reflectivity (RTR) measurements are performed during irradiation, and Rutherford backscattering spectrometry (RBS) is used to obtain the concentration depth profiles before and after irradiation. Interdiffusion of the elements takes place at the layer interfaces within the liquid phase. The reflectivity transients allow to determine the laser energy thresholds both to induce and to saturate the process being both thresholds dependent on the multilayer configuration. It is found that the energy threshold to initiate the process is lower when Sb is at the surface while the saturation is reached at lower energy densities in those configurations with thinner layers.

Equilibrium self-assembly of colloids with distinct interaction sites: Thermodynamics, percolation, and cluster distribution functions

We calculate the equilibrium thermodynamic properties, percolation threshold, and cluster distribution functions for a model of associating colloids, which consists of hard spherical particles having on their surfaces three short-ranged attractive sites (sticky spots) of two different types, A and B. The thermodynamic properties are calculated using Wertheim's perturbation theory of associating fluids. This also allows us to find the onset of self-assembly, which can be quantified by the maxima of the specific heat at constant volume. The percolation threshold is derived, under the no-loop assumption, for the correlated bond model: In all cases it is two percolated phases that become identical at a critical point, when one exists. Finally, the cluster size distributions are calculated by mapping the model onto an effective model, characterized by a-state-dependent-functionality (f) over bar and unique bonding probability (p) over bar. The mapping is based on the asymptotic limit of the cluster distributions functions of the generic model and the effective parameters are defined through the requirement that the equilibrium cluster distributions of the true and effective models have the same number-averaged and weight-averaged sizes at all densities and temperatures. We also study the model numerically in the case where BB interactions are missing. In this limit, AB bonds either provide branching between A-chains (Y-junctions) if epsilon(AB)/epsilon(AA) is small, or drive the formation of a hyperbranched polymer if epsilon(AB)/epsilon(AA) is large. We find that the theoretical predictions describe quite accurately the numerical data, especially in the region where Y-junctions are present. There is fairly good agreement between theoretical and numerical results both for the thermodynamic (number of bonds and phase coexistence) and the connectivity properties of the model (cluster size distributions and percolation locus).

Scheduling of head-dependent cascaded reservoirs considering discharge ramping constraints and start/stop of units

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning head-dependent reservoirs under competitive environment. We propose a novel method, based on mixed-integer nonlinear programming (MINLP), for optimising power generation efficiency. This method considers hydroelectric power generation as a nonlinear function of water discharge and of the head. The main contribution of this paper is that discharge ramping constraints and start/stop of units are also considered, in order to obtain more realistic and feasible results. The proposed method has been applied successfully to solve two case studies based on Portuguese cascaded hydro systems, providing a higher profit at an acceptable computation time in comparison with classical optimisation methods based on mixed-integer linear programming (MILP).

Mixed-integer nonlinear approach for the optimal scheduling of a head-dependent hydro chain

This paper is on the problem of short-term hydro scheduling (STHS), particularly concerning a head-dependent hydro chain We propose a novel mixed-integer nonlinear programming (MINLP) approach, considering hydroelectric power generation as a nonlinear function of water discharge and of the head. As a new contribution to eat her studies, we model the on-off behavior of the hydro plants using integer variables, in order to avoid water discharges at forbidden areas Thus, an enhanced STHS is provided due to the more realistic modeling presented in this paper Our approach has been applied successfully to solve a test case based on one of the Portuguese cascaded hydro systems with a negligible computational time requirement.

Learning dependent sources using mixtures of Dirichlet: applications on hyperspectral unmixing

This paper is an elaboration of the DECA algorithm [1] to blindly unmix hyperspectral data. The underlying mixing model is linear, meaning that each pixel is a linear mixture of the endmembers signatures weighted by the correspondent abundance fractions. The proposed method, as DECA, is tailored to highly mixed mixtures in which the geometric based approaches fail to identify the simplex of minimum volume enclosing the observed spectral vectors. We resort then to a statitistical framework, where the abundance fractions are modeled as mixtures of Dirichlet densities, thus enforcing the constraints on abundance fractions imposed by the acquisition process, namely non-negativity and constant sum. With respect to DECA, we introduce two improvements: 1) the number of Dirichlet modes are inferred based on the minimum description length (MDL) principle; 2) The generalized expectation maximization (GEM) algorithm we adopt to infer the model parameters is improved by using alternating minimization and augmented Lagrangian methods to compute the mixing matrix. The effectiveness of the proposed algorithm is illustrated with simulated and read data.

Scheduling of head-dependent cascaded hydro systems: Mixed-integer quadratic programming approach

This paper is on the problem of short-term hydro, scheduling, particularly concerning head-dependent cascaded hydro systems. We propose a novel mixed-integer quadratic programming approach, considering not only head-dependency, but also discontinuous operating regions and discharge ramping constraints. Thus, an enhanced short-term hydro scheduling is provided due to the more realistic modeling presented in this paper. Numerical results from two case studies, based on Portuguese cascaded hydro systems, illustrate the proficiency of the proposed approach.

Magma flow, exsolution processes and rock metasomatism in the Great Messejana-Plasencia dyke (Iberian Peninsula)

Magma flow in dykes is still not well understood; some reported magnetic fabrics are contradictory and the potential effects of exsolution and metasomatism processes on the magnetic properties are issues open to debate. Therefore, a long dyke made of segments with different thickness, which record distinct degrees of metasomatism, the Messejana-Plasencia dyke (MPD), was studied. Oriented dolerite samples were collected along several cross-sections and characterized by means of microscopy and magnetic analyses. The results obtained show that the effects of metasomatism on rock mineralogy are important, and that the metasomatic processes can greatly influence anisotropy degree and mean susceptibility only when rocks are strongly affected by metasomatism. Petrography, scanning electron microscopy (SEM) and bulk magnetic analyses show a high-temperature oxidation-exsolution event, experienced by the very early Ti-spinels, during the early stages of magma cooling, which was mostly observed in central domains of the thick dyke segments. Exsolution reduced the grain size of the magnetic carrier (multidomain to single domain transformation), thus producing composite fabrics involving inverse fabrics. These are likely responsible for a significant number of the 'abnormal' fabrics, which make the interpretation of magma flow much more complex. By choosing to use only the 'normal' fabric for magma flow determination, we have reduced by 50 per cent the number of relevant sites. In these sites, the imbrication angle of the magnetic foliation relative to dyke wall strongly suggests flow with end-members indicating vertical-dominated flow (seven sites) and horizontal-dominated flow (three sites).

Paleomagnetic study of the Great Foum Zguid dyke (southern Morocco): A positive contact test related to metasomatic processes

When a paleomagnetic pole is sought for in an igneous body, the host rocks should be subjected to a contact test to assure that the determined paleopole has the age of the intrusion. If the contact test is positive, it precludes the possibility that the measured magnetization is a later effect. Therefore, we investigated the variations of the remanent magnetization along cross-sections of rocks hosting the Foum Zguid dyke (southern Morocco) and the dyke itself. A positive contact test was obtained, but it is mainly related with Chemical/Crystalline Remanent Magnetization due to metasomatic processes in the host-rocks during magma intrusion and cooling, and not only with Thermo-Remanent Magnetization as ordinarily assumed in standard studies. Paleomagnetic data obtained within the dyke then reflect the Earth magnetic field during emplacement of this well-dated (196.9 +/- 1.8 Ma) intrusion.

Bias dependent photocurrent collection in p-i-n a-Si : EVSiC : H heterojunction

A series of large area single layers and heterojunction cells in the assembly glass/ZnO:Al/p (SixC1-x:H)/i (Si:H)/n (SixC1-x:H)/Al (0

Bias-dependent photocurrent collection in p-i-n a-Si : H/SiC : H heterojunction

A series of large area single layers and glass/ZnO:AVp(SixC1-x:H)/i(Si:H)/n(SixC1-x:H)/AI (0 < x < 1) heterojunction cells were produced by plasma-enhanced chemical vapour deposition (PE-CVD) at low temperature. Junction properties, carrier transport and photogeneration are investigated from dark and illuminated current-voltage (J-V) and capacitance-voltage (C-V) characteristics. For the heterojunction cells atypical J-V characteristics under different illumination conditions are observed leading to poor fill factors. High series resistances around 106 Q are also measured. These experimental results were used as a basis for the numerical simulation of the energy band diagram, and the electrical field distribution of the structures. Further comparison with the sensor performance gave satisfactory agreement. Results show that the conduction band offset is the most limiting parameter for the optimal collection of the photogenerated carriers. As the optical gap increases and the conductivity of the doped layers decreases, the transport mechanism changes from a drift to a diffusion-limited process.

Comparison of deposited surface area of airborne ultrafine particles generated from two welding processes

This article describes work performed on the assessment of the levels of airborne ultrafine particles emitted in two welding processes metal-active gas (MAG) of carbon steel and friction-stir welding (FSW) of aluminium in terms of deposited area in alveolar tract of the lung using a nanoparticle surface area monitor analyser. The obtained results showed the dependence from process parameters on emitted ultrafine particles and clearly demonstrated the presence of ultrafine particles, when compared with background levels. The obtained results showed that the process that results on the lower levels of alveolar-deposited surface area is FSW, unlike MAG. Nevertheless, all the tested processes resulted in important doses of ultrafine particles that are to be deposited in the human lung of exposed workers.

Convex Total Variation Denoising of Poisson Fluorescence Confocal Images With Anisotropic Filtering

Fluorescence confocal microscopy (FCM) is now one of the most important tools in biomedicine research. In fact, it makes it possible to accurately study the dynamic processes occurring inside the cell and its nucleus by following the motion of fluorescent molecules over time. Due to the small amount of acquired radiation and the huge optical and electronics amplification, the FCM images are usually corrupted by a severe type of Poisson noise. This noise may be even more damaging when very low intensity incident radiation is used to avoid phototoxicity. In this paper, a Bayesian algorithm is proposed to remove the Poisson intensity dependent noise corrupting the FCM image sequences. The observations are organized in a 3-D tensor where each plane is one of the images acquired along the time of a cell nucleus using the fluorescence loss in photobleaching (FLIP) technique. The method removes simultaneously the noise by considering different spatial and temporal correlations. This is accomplished by using an anisotropic 3-D filter that may be separately tuned in space and in time dimensions. Tests using synthetic and real data are described and presented to illustrate the application of the algorithm. A comparison with several state-of-the-art algorithms is also presented.

Nanofiltration for the treatment of coke plant ammoniacal wastewaters

This work addresses the treatment by nanofiltration (NF) of solutions containing NaCN and NH(4)Cl at various pH values. The NF experiments are carried out in a Lab-Unit equipped with NF-270 membranes for model solutions that are surrogates of industrial ammoniacal wastewaters generated in the coke-making processes. The applied pressure is 30 bar. The main objective is the separation of the compounds NaCN and NH(4)Cl and the optimization of this separation as a function of the pH. Membrane performance is highly dependent on solution composition and characteristics, namely on the pH. In fact, the rejection coefficients for the binary model solution containing sodium cyanide are always higher than the rejections coefficients for the ammonium chloride model solution. For ternary solutions (cyanide/ammonium/water) it was observed that for pH values lower than 9 the rejection coefficients to ammonium are well above the ones observed for the cyanides, but for pH values higher than 9.5 there is a drastic decrease in the ammonium rejection coefficients with the increase of the pH. These results take into account the changes that occur in solution, namely, the solute species that are predominant, with the increase of the pH. The fluxes of the model solutions decreased with increased pH. (C) 2010 Elsevier B.V. All rights reserved.